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 |
4,953.0 |
5,066.0 |
113.0 |
2.3% |
4,902.0 |
High |
5,076.0 |
5,101.0 |
25.0 |
0.5% |
5,101.0 |
Low |
4,953.0 |
5,052.0 |
99.0 |
2.0% |
4,881.0 |
Close |
5,055.0 |
5,097.0 |
42.0 |
0.8% |
5,097.0 |
Range |
123.0 |
49.0 |
-74.0 |
-60.2% |
220.0 |
ATR |
68.4 |
67.0 |
-1.4 |
-2.0% |
0.0 |
Volume |
1,035,689 |
805,911 |
-229,778 |
-22.2% |
3,451,162 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,230.3 |
5,212.7 |
5,124.0 |
|
R3 |
5,181.3 |
5,163.7 |
5,110.5 |
|
R2 |
5,132.3 |
5,132.3 |
5,106.0 |
|
R1 |
5,114.7 |
5,114.7 |
5,101.5 |
5,123.5 |
PP |
5,083.3 |
5,083.3 |
5,083.3 |
5,087.8 |
S1 |
5,065.7 |
5,065.7 |
5,092.5 |
5,074.5 |
S2 |
5,034.3 |
5,034.3 |
5,088.0 |
|
S3 |
4,985.3 |
5,016.7 |
5,083.5 |
|
S4 |
4,936.3 |
4,967.7 |
5,070.1 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,686.3 |
5,611.7 |
5,218.0 |
|
R3 |
5,466.3 |
5,391.7 |
5,157.5 |
|
R2 |
5,246.3 |
5,246.3 |
5,137.3 |
|
R1 |
5,171.7 |
5,171.7 |
5,117.2 |
5,209.0 |
PP |
5,026.3 |
5,026.3 |
5,026.3 |
5,045.0 |
S1 |
4,951.7 |
4,951.7 |
5,076.8 |
4,989.0 |
S2 |
4,806.3 |
4,806.3 |
5,056.7 |
|
S3 |
4,586.3 |
4,731.7 |
5,036.5 |
|
S4 |
4,366.3 |
4,511.7 |
4,976.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,101.0 |
4,881.0 |
220.0 |
4.3% |
63.2 |
1.2% |
98% |
True |
False |
690,232 |
10 |
5,101.0 |
4,850.0 |
251.0 |
4.9% |
63.5 |
1.2% |
98% |
True |
False |
793,070 |
20 |
5,101.0 |
4,757.0 |
344.0 |
6.7% |
64.8 |
1.3% |
99% |
True |
False |
433,283 |
40 |
5,101.0 |
4,525.0 |
576.0 |
11.3% |
59.3 |
1.2% |
99% |
True |
False |
217,187 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.6% |
57.4 |
1.1% |
97% |
False |
False |
144,852 |
80 |
5,134.0 |
4,525.0 |
609.0 |
11.9% |
48.1 |
0.9% |
94% |
False |
False |
108,740 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.3% |
40.7 |
0.8% |
73% |
False |
False |
86,992 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.3% |
33.9 |
0.7% |
73% |
False |
False |
72,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,309.3 |
2.618 |
5,229.3 |
1.618 |
5,180.3 |
1.000 |
5,150.0 |
0.618 |
5,131.3 |
HIGH |
5,101.0 |
0.618 |
5,082.3 |
0.500 |
5,076.5 |
0.382 |
5,070.7 |
LOW |
5,052.0 |
0.618 |
5,021.7 |
1.000 |
5,003.0 |
1.618 |
4,972.7 |
2.618 |
4,923.7 |
4.250 |
4,843.8 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,090.2 |
5,070.2 |
PP |
5,083.3 |
5,043.3 |
S1 |
5,076.5 |
5,016.5 |
|