Trading Metrics calculated at close of trading on 30-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
65,595 |
66,285 |
690 |
1.1% |
63,395 |
High |
67,135 |
66,400 |
-735 |
-1.1% |
67,135 |
Low |
65,220 |
63,340 |
-1,880 |
-2.9% |
62,955 |
Close |
66,140 |
63,745 |
-2,395 |
-3.6% |
66,140 |
Range |
1,915 |
3,060 |
1,145 |
59.8% |
4,180 |
ATR |
2,696 |
2,722 |
26 |
1.0% |
0 |
Volume |
10,156 |
12,426 |
2,270 |
22.4% |
44,236 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73,675 |
71,770 |
65,428 |
|
R3 |
70,615 |
68,710 |
64,587 |
|
R2 |
67,555 |
67,555 |
64,306 |
|
R1 |
65,650 |
65,650 |
64,026 |
65,073 |
PP |
64,495 |
64,495 |
64,495 |
64,206 |
S1 |
62,590 |
62,590 |
63,465 |
62,013 |
S2 |
61,435 |
61,435 |
63,184 |
|
S3 |
58,375 |
59,530 |
62,904 |
|
S4 |
55,315 |
56,470 |
62,062 |
|
|
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 |
63,065 |
4,070 |
6.4% |
2,457 |
3.9% |
17% |
False |
False |
10,102 |
10 |
67,135 |
58,110 |
9,025 |
14.2% |
2,594 |
4.1% |
62% |
False |
False |
7,856 |
20 |
67,135 |
53,205 |
13,930 |
21.9% |
2,616 |
4.1% |
76% |
False |
False |
5,331 |
40 |
67,135 |
50,270 |
16,865 |
26.5% |
2,899 |
4.5% |
80% |
False |
False |
2,833 |
60 |
71,950 |
50,270 |
21,680 |
34.0% |
2,737 |
4.3% |
62% |
False |
False |
1,906 |
80 |
75,265 |
50,270 |
24,995 |
39.2% |
2,561 |
4.0% |
54% |
False |
False |
1,432 |
100 |
75,265 |
50,270 |
24,995 |
39.2% |
2,380 |
3.7% |
54% |
False |
False |
1,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79,405 |
2.618 |
74,411 |
1.618 |
71,351 |
1.000 |
69,460 |
0.618 |
68,291 |
HIGH |
66,400 |
0.618 |
65,231 |
0.500 |
64,870 |
0.382 |
64,509 |
LOW |
63,340 |
0.618 |
61,449 |
1.000 |
60,280 |
1.618 |
58,389 |
2.618 |
55,329 |
4.250 |
50,335 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
64,870 |
65,100 |
PP |
64,495 |
64,648 |
S1 |
64,120 |
64,197 |
|