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 |
66,295 |
66,785 |
490 |
0.7% |
64,575 |
High |
67,635 |
66,910 |
-725 |
-1.1% |
67,635 |
Low |
65,785 |
63,890 |
-1,895 |
-2.9% |
63,545 |
Close |
66,715 |
64,290 |
-2,425 |
-3.6% |
66,715 |
Range |
1,850 |
3,020 |
1,170 |
63.2% |
4,090 |
ATR |
2,657 |
2,683 |
26 |
1.0% |
0 |
Volume |
1,435 |
1,707 |
272 |
19.0% |
4,006 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74,090 |
72,210 |
65,951 |
|
R3 |
71,070 |
69,190 |
65,121 |
|
R2 |
68,050 |
68,050 |
64,844 |
|
R1 |
66,170 |
66,170 |
64,567 |
65,600 |
PP |
65,030 |
65,030 |
65,030 |
64,745 |
S1 |
63,150 |
63,150 |
64,013 |
62,580 |
S2 |
62,010 |
62,010 |
63,736 |
|
S3 |
58,990 |
60,130 |
63,460 |
|
S4 |
55,970 |
57,110 |
62,629 |
|
|
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 |
6.4% |
2,427 |
3.8% |
18% |
False |
False |
1,098 |
10 |
67,635 |
58,600 |
9,035 |
14.1% |
2,549 |
4.0% |
63% |
False |
False |
673 |
20 |
67,635 |
53,650 |
13,985 |
21.8% |
2,563 |
4.0% |
76% |
False |
False |
419 |
40 |
67,635 |
50,720 |
16,915 |
26.3% |
2,322 |
3.6% |
80% |
False |
False |
223 |
60 |
72,430 |
50,720 |
21,710 |
33.8% |
2,261 |
3.5% |
63% |
False |
False |
152 |
80 |
75,780 |
50,720 |
25,060 |
39.0% |
2,124 |
3.3% |
54% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79,745 |
2.618 |
74,816 |
1.618 |
71,796 |
1.000 |
69,930 |
0.618 |
68,776 |
HIGH |
66,910 |
0.618 |
65,756 |
0.500 |
65,400 |
0.382 |
65,044 |
LOW |
63,890 |
0.618 |
62,024 |
1.000 |
60,870 |
1.618 |
59,004 |
2.618 |
55,984 |
4.250 |
51,055 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
65,400 |
65,590 |
PP |
65,030 |
65,157 |
S1 |
64,660 |
64,723 |
|