| 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 |
2,657.09 |
2,672.48 |
15.39 |
0.6% |
2,621.96 |
| High |
2,684.45 |
2,673.67 |
-10.78 |
-0.4% |
2,684.45 |
| Low |
2,656.34 |
2,644.32 |
-12.02 |
-0.5% |
2,614.86 |
| Close |
2,672.48 |
2,658.05 |
-14.43 |
-0.5% |
2,658.05 |
| Range |
28.11 |
29.35 |
1.24 |
4.4% |
69.59 |
| ATR |
29.63 |
29.61 |
-0.02 |
-0.1% |
0.00 |
| Volume |
5,266 |
5,325 |
59 |
1.1% |
26,061 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.73 |
2,731.74 |
2,674.19 |
|
| R3 |
2,717.38 |
2,702.39 |
2,666.12 |
|
| R2 |
2,688.03 |
2,688.03 |
2,663.43 |
|
| R1 |
2,673.04 |
2,673.04 |
2,660.74 |
2,665.86 |
| PP |
2,658.68 |
2,658.68 |
2,658.68 |
2,655.09 |
| S1 |
2,643.69 |
2,643.69 |
2,655.36 |
2,636.51 |
| S2 |
2,629.33 |
2,629.33 |
2,652.67 |
|
| S3 |
2,599.98 |
2,614.34 |
2,649.98 |
|
| S4 |
2,570.63 |
2,584.99 |
2,641.91 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.22 |
2,829.23 |
2,696.32 |
|
| R3 |
2,791.63 |
2,759.64 |
2,677.19 |
|
| R2 |
2,722.04 |
2,722.04 |
2,670.81 |
|
| R1 |
2,690.05 |
2,690.05 |
2,664.43 |
2,706.05 |
| PP |
2,652.45 |
2,652.45 |
2,652.45 |
2,660.45 |
| S1 |
2,620.46 |
2,620.46 |
2,651.67 |
2,636.46 |
| S2 |
2,582.86 |
2,582.86 |
2,645.29 |
|
| S3 |
2,513.27 |
2,550.87 |
2,638.91 |
|
| S4 |
2,443.68 |
2,481.28 |
2,619.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.45 |
2,614.86 |
69.59 |
2.6% |
26.08 |
1.0% |
62% |
False |
False |
5,212 |
| 10 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
29.32 |
1.1% |
80% |
False |
False |
5,291 |
| 20 |
2,684.45 |
2,474.08 |
210.37 |
7.9% |
28.81 |
1.1% |
87% |
False |
False |
5,327 |
| 40 |
2,684.45 |
2,369.10 |
315.35 |
11.9% |
31.63 |
1.2% |
92% |
False |
False |
5,255 |
| 60 |
2,684.45 |
2,352.28 |
332.17 |
12.5% |
32.22 |
1.2% |
92% |
False |
False |
5,235 |
| 80 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.61 |
1.2% |
93% |
False |
False |
5,246 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.43 |
1.2% |
93% |
False |
False |
5,236 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
32.70 |
1.2% |
93% |
False |
False |
5,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.41 |
|
2.618 |
2,750.51 |
|
1.618 |
2,721.16 |
|
1.000 |
2,703.02 |
|
0.618 |
2,691.81 |
|
HIGH |
2,673.67 |
|
0.618 |
2,662.46 |
|
0.500 |
2,659.00 |
|
0.382 |
2,655.53 |
|
LOW |
2,644.32 |
|
0.618 |
2,626.18 |
|
1.000 |
2,614.97 |
|
1.618 |
2,596.83 |
|
2.618 |
2,567.48 |
|
4.250 |
2,519.58 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.00 |
2,664.39 |
| PP |
2,658.68 |
2,662.27 |
| S1 |
2,658.37 |
2,660.16 |
|