| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,580.8540 |
2,633.8470 |
52.9930 |
2.1% |
2,541.3330 |
| High |
2,664.4000 |
2,726.9870 |
62.5870 |
2.3% |
2,726.9870 |
| Low |
2,559.9300 |
2,617.0450 |
57.1150 |
2.2% |
2,529.7750 |
| Close |
2,634.4600 |
2,696.5700 |
62.1100 |
2.4% |
2,696.5700 |
| Range |
104.4700 |
109.9420 |
5.4720 |
5.2% |
197.2120 |
| ATR |
130.6830 |
129.2015 |
-1.4815 |
-1.1% |
0.0000 |
| Volume |
38,918 |
4 |
-38,914 |
-100.0% |
109,888 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.0267 |
2,963.2403 |
2,757.0381 |
|
| R3 |
2,900.0847 |
2,853.2983 |
2,726.8041 |
|
| R2 |
2,790.1427 |
2,790.1427 |
2,716.7260 |
|
| R1 |
2,743.3563 |
2,743.3563 |
2,706.6480 |
2,766.7495 |
| PP |
2,680.2007 |
2,680.2007 |
2,680.2007 |
2,691.8973 |
| S1 |
2,633.4143 |
2,633.4143 |
2,686.4920 |
2,656.8075 |
| S2 |
2,570.2587 |
2,570.2587 |
2,676.4140 |
|
| S3 |
2,460.3167 |
2,523.4723 |
2,666.3360 |
|
| S4 |
2,350.3747 |
2,413.5303 |
2,636.1019 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,242.7467 |
3,166.8703 |
2,805.0366 |
|
| R3 |
3,045.5347 |
2,969.6583 |
2,750.8033 |
|
| R2 |
2,848.3227 |
2,848.3227 |
2,732.7255 |
|
| R1 |
2,772.4463 |
2,772.4463 |
2,714.6478 |
2,810.3845 |
| PP |
2,651.1107 |
2,651.1107 |
2,651.1107 |
2,670.0798 |
| S1 |
2,575.2343 |
2,575.2343 |
2,678.4922 |
2,613.1725 |
| S2 |
2,453.8987 |
2,453.8987 |
2,660.4145 |
|
| S3 |
2,256.6867 |
2,378.0223 |
2,642.3367 |
|
| S4 |
2,059.4747 |
2,180.8103 |
2,588.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.9870 |
2,529.7750 |
197.2120 |
7.3% |
111.3980 |
4.1% |
85% |
True |
False |
21,977 |
| 10 |
2,726.9870 |
2,255.5010 |
471.4860 |
17.5% |
126.0628 |
4.7% |
94% |
True |
False |
34,560 |
| 20 |
2,726.9870 |
2,154.2820 |
572.7050 |
21.2% |
126.6141 |
4.7% |
95% |
True |
False |
62,638 |
| 40 |
3,212.8250 |
2,154.2820 |
1,058.5430 |
39.3% |
152.8086 |
5.7% |
51% |
False |
False |
103,229 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
51.9% |
157.6093 |
5.8% |
39% |
False |
False |
110,326 |
| 80 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
64.1% |
154.8492 |
5.7% |
31% |
False |
False |
108,735 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
66.2% |
156.5916 |
5.8% |
30% |
False |
False |
118,651 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
66.2% |
162.8441 |
6.0% |
30% |
False |
False |
121,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,194.2405 |
|
2.618 |
3,014.8152 |
|
1.618 |
2,904.8732 |
|
1.000 |
2,836.9290 |
|
0.618 |
2,794.9312 |
|
HIGH |
2,726.9870 |
|
0.618 |
2,684.9892 |
|
0.500 |
2,672.0160 |
|
0.382 |
2,659.0428 |
|
LOW |
2,617.0450 |
|
0.618 |
2,549.1008 |
|
1.000 |
2,507.1030 |
|
1.618 |
2,439.1588 |
|
2.618 |
2,329.2168 |
|
4.250 |
2,149.7915 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.3853 |
2,678.8662 |
| PP |
2,680.2007 |
2,661.1623 |
| S1 |
2,672.0160 |
2,643.4585 |
|