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 |
64,210 |
66,295 |
2,085 |
3.2% |
64,575 |
High |
66,940 |
67,635 |
695 |
1.0% |
67,635 |
Low |
63,545 |
65,785 |
2,240 |
3.5% |
63,545 |
Close |
65,770 |
66,715 |
945 |
1.4% |
66,715 |
Range |
3,395 |
1,850 |
-1,545 |
-45.5% |
4,090 |
ATR |
2,718 |
2,657 |
-61 |
-2.2% |
0 |
Volume |
1,396 |
1,435 |
39 |
2.8% |
4,006 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72,262 |
71,338 |
67,733 |
|
R3 |
70,412 |
69,488 |
67,224 |
|
R2 |
68,562 |
68,562 |
67,054 |
|
R1 |
67,638 |
67,638 |
66,885 |
68,100 |
PP |
66,712 |
66,712 |
66,712 |
66,943 |
S1 |
65,788 |
65,788 |
66,545 |
66,250 |
S2 |
64,862 |
64,862 |
66,376 |
|
S3 |
63,012 |
63,938 |
66,206 |
|
S4 |
61,162 |
62,088 |
65,698 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,235 |
76,565 |
68,965 |
|
R3 |
74,145 |
72,475 |
67,840 |
|
R2 |
70,055 |
70,055 |
67,465 |
|
R1 |
68,385 |
68,385 |
67,090 |
69,220 |
PP |
65,965 |
65,965 |
65,965 |
66,383 |
S1 |
64,295 |
64,295 |
66,340 |
65,130 |
S2 |
61,875 |
61,875 |
65,965 |
|
S3 |
57,785 |
60,205 |
65,590 |
|
S4 |
53,695 |
56,115 |
64,466 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67,635 |
63,545 |
4,090 |
6.1% |
2,247 |
3.4% |
78% |
True |
False |
801 |
10 |
67,635 |
58,465 |
9,170 |
13.7% |
2,448 |
3.7% |
90% |
True |
False |
518 |
20 |
67,635 |
53,650 |
13,985 |
21.0% |
2,522 |
3.8% |
93% |
True |
False |
345 |
40 |
67,635 |
50,720 |
16,915 |
25.4% |
2,338 |
3.5% |
95% |
True |
False |
181 |
60 |
72,430 |
50,720 |
21,710 |
32.5% |
2,318 |
3.5% |
74% |
False |
False |
124 |
80 |
75,780 |
50,720 |
25,060 |
37.6% |
2,092 |
3.1% |
64% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75,498 |
2.618 |
72,478 |
1.618 |
70,628 |
1.000 |
69,485 |
0.618 |
68,778 |
HIGH |
67,635 |
0.618 |
66,928 |
0.500 |
66,710 |
0.382 |
66,492 |
LOW |
65,785 |
0.618 |
64,642 |
1.000 |
63,935 |
1.618 |
62,792 |
2.618 |
60,942 |
4.250 |
57,923 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
66,713 |
66,340 |
PP |
66,712 |
65,965 |
S1 |
66,710 |
65,590 |
|