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 |
63,440 |
65,185 |
1,745 |
2.8% |
62,935 |
High |
65,935 |
66,240 |
305 |
0.5% |
66,240 |
Low |
62,670 |
64,790 |
2,120 |
3.4% |
62,430 |
Close |
64,735 |
66,197 |
1,462 |
2.3% |
66,197 |
Range |
3,265 |
1,450 |
-1,815 |
-55.6% |
3,810 |
ATR |
2,764 |
2,674 |
-90 |
-3.3% |
0 |
Volume |
11,420 |
686 |
-10,734 |
-94.0% |
44,934 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70,092 |
69,595 |
66,995 |
|
R3 |
68,642 |
68,145 |
66,596 |
|
R2 |
67,192 |
67,192 |
66,463 |
|
R1 |
66,695 |
66,695 |
66,330 |
66,944 |
PP |
65,742 |
65,742 |
65,742 |
65,867 |
S1 |
65,245 |
65,245 |
66,064 |
65,494 |
S2 |
64,292 |
64,292 |
65,931 |
|
S3 |
62,842 |
63,795 |
65,798 |
|
S4 |
61,392 |
62,345 |
65,400 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76,386 |
75,101 |
68,293 |
|
R3 |
72,576 |
71,291 |
67,245 |
|
R2 |
68,766 |
68,766 |
66,896 |
|
R1 |
67,481 |
67,481 |
66,546 |
68,124 |
PP |
64,956 |
64,956 |
64,956 |
65,277 |
S1 |
63,671 |
63,671 |
65,848 |
64,314 |
S2 |
61,146 |
61,146 |
65,499 |
|
S3 |
57,336 |
59,861 |
65,149 |
|
S4 |
53,526 |
56,051 |
64,102 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66,240 |
62,430 |
3,810 |
5.8% |
2,213 |
3.3% |
99% |
True |
False |
8,986 |
10 |
66,240 |
57,550 |
8,690 |
13.1% |
2,507 |
3.8% |
100% |
True |
False |
10,120 |
20 |
66,240 |
52,790 |
13,450 |
20.3% |
2,573 |
3.9% |
100% |
True |
False |
10,262 |
40 |
66,545 |
49,785 |
16,760 |
25.3% |
2,970 |
4.5% |
98% |
False |
False |
7,355 |
60 |
71,375 |
49,785 |
21,590 |
32.6% |
2,920 |
4.4% |
76% |
False |
False |
5,151 |
80 |
74,730 |
49,785 |
24,945 |
37.7% |
2,734 |
4.1% |
66% |
False |
False |
3,885 |
100 |
74,730 |
49,785 |
24,945 |
37.7% |
2,641 |
4.0% |
66% |
False |
False |
3,114 |
120 |
75,775 |
49,785 |
25,990 |
39.3% |
2,704 |
4.1% |
63% |
False |
False |
2,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72,403 |
2.618 |
70,036 |
1.618 |
68,586 |
1.000 |
67,690 |
0.618 |
67,136 |
HIGH |
66,240 |
0.618 |
65,686 |
0.500 |
65,515 |
0.382 |
65,344 |
LOW |
64,790 |
0.618 |
63,894 |
1.000 |
63,340 |
1.618 |
62,444 |
2.618 |
60,994 |
4.250 |
58,628 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
65,970 |
65,616 |
PP |
65,742 |
65,036 |
S1 |
65,515 |
64,455 |
|