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 |
5,792.25 |
5,783.50 |
-8.75 |
-0.2% |
5,684.00 |
High |
5,798.75 |
5,830.00 |
31.25 |
0.5% |
5,797.50 |
Low |
5,768.00 |
5,778.25 |
10.25 |
0.2% |
5,669.50 |
Close |
5,779.00 |
5,804.50 |
25.50 |
0.4% |
5,762.00 |
Range |
30.75 |
51.75 |
21.00 |
68.3% |
128.00 |
ATR |
70.76 |
69.40 |
-1.36 |
-1.9% |
0.00 |
Volume |
1,043,665 |
1,360,026 |
316,361 |
30.3% |
8,611,610 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.50 |
5,933.75 |
5,833.00 |
|
R3 |
5,907.75 |
5,882.00 |
5,818.75 |
|
R2 |
5,856.00 |
5,856.00 |
5,814.00 |
|
R1 |
5,830.25 |
5,830.25 |
5,809.25 |
5,843.00 |
PP |
5,804.25 |
5,804.25 |
5,804.25 |
5,810.75 |
S1 |
5,778.50 |
5,778.50 |
5,799.75 |
5,791.50 |
S2 |
5,752.50 |
5,752.50 |
5,795.00 |
|
S3 |
5,700.75 |
5,726.75 |
5,790.25 |
|
S4 |
5,649.00 |
5,675.00 |
5,776.00 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,127.00 |
6,072.50 |
5,832.50 |
|
R3 |
5,999.00 |
5,944.50 |
5,797.25 |
|
R2 |
5,871.00 |
5,871.00 |
5,785.50 |
|
R1 |
5,816.50 |
5,816.50 |
5,773.75 |
5,843.75 |
PP |
5,743.00 |
5,743.00 |
5,743.00 |
5,756.50 |
S1 |
5,688.50 |
5,688.50 |
5,750.25 |
5,715.75 |
S2 |
5,615.00 |
5,615.00 |
5,738.50 |
|
S3 |
5,487.00 |
5,560.50 |
5,726.75 |
|
S4 |
5,359.00 |
5,432.50 |
5,691.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,830.00 |
5,733.50 |
96.50 |
1.7% |
41.00 |
0.7% |
74% |
True |
False |
1,257,301 |
10 |
5,830.00 |
5,658.00 |
172.00 |
3.0% |
52.75 |
0.9% |
85% |
True |
False |
1,417,873 |
20 |
5,830.00 |
5,451.25 |
378.75 |
6.5% |
74.75 |
1.3% |
93% |
True |
False |
743,376 |
40 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
83.75 |
1.4% |
96% |
True |
False |
374,933 |
60 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
78.75 |
1.4% |
96% |
True |
False |
250,687 |
80 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
71.00 |
1.2% |
96% |
True |
False |
188,207 |
100 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
65.50 |
1.1% |
96% |
True |
False |
150,597 |
120 |
5,830.00 |
5,075.00 |
755.00 |
13.0% |
66.50 |
1.1% |
97% |
True |
False |
125,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,050.00 |
2.618 |
5,965.50 |
1.618 |
5,913.75 |
1.000 |
5,881.75 |
0.618 |
5,862.00 |
HIGH |
5,830.00 |
0.618 |
5,810.25 |
0.500 |
5,804.00 |
0.382 |
5,798.00 |
LOW |
5,778.25 |
0.618 |
5,746.25 |
1.000 |
5,726.50 |
1.618 |
5,694.50 |
2.618 |
5,642.75 |
4.250 |
5,558.25 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,804.50 |
5,800.50 |
PP |
5,804.25 |
5,796.50 |
S1 |
5,804.00 |
5,792.50 |
|