Trading Metrics calculated at close of trading on 26-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,963.0 |
4,953.0 |
-10.0 |
-0.2% |
4,882.0 |
High |
4,963.0 |
5,076.0 |
113.0 |
2.3% |
4,985.0 |
Low |
4,932.0 |
4,953.0 |
21.0 |
0.4% |
4,850.0 |
Close |
4,945.0 |
5,055.0 |
110.0 |
2.2% |
4,901.0 |
Range |
31.0 |
123.0 |
92.0 |
296.8% |
135.0 |
ATR |
63.6 |
68.4 |
4.8 |
7.6% |
0.0 |
Volume |
495,790 |
1,035,689 |
539,899 |
108.9% |
4,479,538 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,397.0 |
5,349.0 |
5,122.7 |
|
R3 |
5,274.0 |
5,226.0 |
5,088.8 |
|
R2 |
5,151.0 |
5,151.0 |
5,077.6 |
|
R1 |
5,103.0 |
5,103.0 |
5,066.3 |
5,127.0 |
PP |
5,028.0 |
5,028.0 |
5,028.0 |
5,040.0 |
S1 |
4,980.0 |
4,980.0 |
5,043.7 |
5,004.0 |
S2 |
4,905.0 |
4,905.0 |
5,032.5 |
|
S3 |
4,782.0 |
4,857.0 |
5,021.2 |
|
S4 |
4,659.0 |
4,734.0 |
4,987.4 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,317.0 |
5,244.0 |
4,975.3 |
|
R3 |
5,182.0 |
5,109.0 |
4,938.1 |
|
R2 |
5,047.0 |
5,047.0 |
4,925.8 |
|
R1 |
4,974.0 |
4,974.0 |
4,913.4 |
5,010.5 |
PP |
4,912.0 |
4,912.0 |
4,912.0 |
4,930.3 |
S1 |
4,839.0 |
4,839.0 |
4,888.6 |
4,875.5 |
S2 |
4,777.0 |
4,777.0 |
4,876.3 |
|
S3 |
4,642.0 |
4,704.0 |
4,863.9 |
|
S4 |
4,507.0 |
4,569.0 |
4,826.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,076.0 |
4,881.0 |
195.0 |
3.9% |
67.4 |
1.3% |
89% |
True |
False |
691,582 |
10 |
5,076.0 |
4,848.0 |
228.0 |
4.5% |
62.5 |
1.2% |
91% |
True |
False |
745,681 |
20 |
5,076.0 |
4,757.0 |
319.0 |
6.3% |
66.5 |
1.3% |
93% |
True |
False |
393,044 |
40 |
5,076.0 |
4,525.0 |
551.0 |
10.9% |
60.9 |
1.2% |
96% |
True |
False |
197,040 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.7% |
56.6 |
1.1% |
90% |
False |
False |
131,420 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
49.5 |
1.0% |
68% |
False |
False |
98,666 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
40.2 |
0.8% |
68% |
False |
False |
78,933 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
33.5 |
0.7% |
68% |
False |
False |
65,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,598.8 |
2.618 |
5,398.0 |
1.618 |
5,275.0 |
1.000 |
5,199.0 |
0.618 |
5,152.0 |
HIGH |
5,076.0 |
0.618 |
5,029.0 |
0.500 |
5,014.5 |
0.382 |
5,000.0 |
LOW |
4,953.0 |
0.618 |
4,877.0 |
1.000 |
4,830.0 |
1.618 |
4,754.0 |
2.618 |
4,631.0 |
4.250 |
4,430.3 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,041.5 |
5,035.2 |
PP |
5,028.0 |
5,015.3 |
S1 |
5,014.5 |
4,995.5 |
|