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 |
63,895 |
65,595 |
1,700 |
2.7% |
63,395 |
High |
66,430 |
67,135 |
705 |
1.1% |
67,135 |
Low |
63,065 |
65,220 |
2,155 |
3.4% |
62,955 |
Close |
65,215 |
66,140 |
925 |
1.4% |
66,140 |
Range |
3,365 |
1,915 |
-1,450 |
-43.1% |
4,180 |
ATR |
2,755 |
2,696 |
-60 |
-2.2% |
0 |
Volume |
12,634 |
10,156 |
-2,478 |
-19.6% |
44,236 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71,910 |
70,940 |
67,193 |
|
R3 |
69,995 |
69,025 |
66,667 |
|
R2 |
68,080 |
68,080 |
66,491 |
|
R1 |
67,110 |
67,110 |
66,316 |
67,595 |
PP |
66,165 |
66,165 |
66,165 |
66,408 |
S1 |
65,195 |
65,195 |
65,964 |
65,680 |
S2 |
64,250 |
64,250 |
65,789 |
|
S3 |
62,335 |
63,280 |
65,613 |
|
S4 |
60,420 |
61,365 |
65,087 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77,950 |
76,225 |
68,439 |
|
R3 |
73,770 |
72,045 |
67,290 |
|
R2 |
69,590 |
69,590 |
66,906 |
|
R1 |
67,865 |
67,865 |
66,523 |
68,728 |
PP |
65,410 |
65,410 |
65,410 |
65,841 |
S1 |
63,685 |
63,685 |
65,757 |
64,548 |
S2 |
61,230 |
61,230 |
65,374 |
|
S3 |
57,050 |
59,505 |
64,991 |
|
S4 |
52,870 |
55,325 |
63,841 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67,135 |
62,955 |
4,180 |
6.3% |
2,307 |
3.5% |
76% |
True |
False |
8,847 |
10 |
67,135 |
57,990 |
9,145 |
13.8% |
2,522 |
3.8% |
89% |
True |
False |
6,825 |
20 |
67,135 |
53,205 |
13,930 |
21.1% |
2,573 |
3.9% |
93% |
True |
False |
4,800 |
40 |
67,135 |
50,270 |
16,865 |
25.5% |
2,913 |
4.4% |
94% |
True |
False |
2,526 |
60 |
71,950 |
50,270 |
21,680 |
32.8% |
2,801 |
4.2% |
73% |
False |
False |
1,700 |
80 |
75,265 |
50,270 |
24,995 |
37.8% |
2,539 |
3.8% |
63% |
False |
False |
1,277 |
100 |
75,265 |
50,270 |
24,995 |
37.8% |
2,362 |
3.6% |
63% |
False |
False |
1,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75,274 |
2.618 |
72,148 |
1.618 |
70,233 |
1.000 |
69,050 |
0.618 |
68,318 |
HIGH |
67,135 |
0.618 |
66,403 |
0.500 |
66,178 |
0.382 |
65,952 |
LOW |
65,220 |
0.618 |
64,037 |
1.000 |
63,305 |
1.618 |
62,122 |
2.618 |
60,207 |
4.250 |
57,081 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
66,178 |
65,793 |
PP |
66,165 |
65,447 |
S1 |
66,153 |
65,100 |
|