| 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 |
10.5316 |
10.7504 |
0.2188 |
2.1% |
10.0310 |
| High |
10.9602 |
11.1626 |
0.2025 |
1.8% |
11.1626 |
| Low |
10.1257 |
10.7406 |
0.6148 |
6.1% |
9.8242 |
| Close |
10.7504 |
10.9380 |
0.1876 |
1.7% |
10.9380 |
| Range |
0.8344 |
0.4221 |
-0.4124 |
-49.4% |
1.3385 |
| ATR |
0.6299 |
0.6150 |
-0.0148 |
-2.4% |
0.0000 |
| Volume |
25,948 |
2 |
-25,946 |
-100.0% |
42,739 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.2133 |
11.9977 |
11.1701 |
|
| R3 |
11.7912 |
11.5756 |
11.0540 |
|
| R2 |
11.3691 |
11.3691 |
11.0154 |
|
| R1 |
11.1536 |
11.1536 |
10.9767 |
11.2613 |
| PP |
10.9471 |
10.9471 |
10.9471 |
11.0010 |
| S1 |
10.7315 |
10.7315 |
10.8993 |
10.8393 |
| S2 |
10.5250 |
10.5250 |
10.8606 |
|
| S3 |
10.1029 |
10.3094 |
10.8219 |
|
| S4 |
9.6808 |
9.8873 |
10.7058 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14.6570 |
14.1360 |
11.6741 |
|
| R3 |
13.3185 |
12.7975 |
11.3060 |
|
| R2 |
11.9801 |
11.9801 |
11.1834 |
|
| R1 |
11.4590 |
11.4590 |
11.0607 |
11.7195 |
| PP |
10.6416 |
10.6416 |
10.6416 |
10.7719 |
| S1 |
10.1205 |
10.1205 |
10.8153 |
10.3811 |
| S2 |
9.3031 |
9.3031 |
10.6926 |
|
| S3 |
7.9647 |
8.7821 |
10.5699 |
|
| S4 |
6.6262 |
7.4436 |
10.2018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11.1626 |
9.8242 |
1.3385 |
12.2% |
0.6059 |
5.5% |
83% |
True |
False |
8,547 |
| 10 |
11.1626 |
8.9616 |
2.2010 |
20.1% |
0.5825 |
5.3% |
90% |
True |
False |
13,246 |
| 20 |
11.1626 |
8.7195 |
2.4432 |
22.3% |
0.5924 |
5.4% |
91% |
True |
False |
14,930 |
| 40 |
11.1783 |
7.6016 |
3.5767 |
32.7% |
0.6602 |
6.0% |
93% |
False |
False |
19,978 |
| 60 |
12.2395 |
7.6016 |
4.6379 |
42.4% |
0.7049 |
6.4% |
72% |
False |
False |
32,915 |
| 80 |
15.8502 |
7.6016 |
8.2486 |
75.4% |
0.8153 |
7.5% |
40% |
False |
False |
43,281 |
| 100 |
16.6256 |
7.6016 |
9.0240 |
82.5% |
0.8610 |
7.9% |
37% |
False |
False |
52,721 |
| 120 |
23.6614 |
7.6016 |
16.0598 |
146.8% |
1.1385 |
10.4% |
21% |
False |
False |
66,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12.9565 |
|
2.618 |
12.2676 |
|
1.618 |
11.8456 |
|
1.000 |
11.5847 |
|
0.618 |
11.4235 |
|
HIGH |
11.1626 |
|
0.618 |
11.0014 |
|
0.500 |
10.9516 |
|
0.382 |
10.9018 |
|
LOW |
10.7406 |
|
0.618 |
10.4797 |
|
1.000 |
10.3185 |
|
1.618 |
10.0576 |
|
2.618 |
9.6356 |
|
4.250 |
8.9467 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
10.9516 |
10.8400 |
| PP |
10.9471 |
10.7421 |
| S1 |
10.9425 |
10.6442 |
|