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 |
5,783.50 |
5,804.25 |
20.75 |
0.4% |
5,762.00 |
High |
5,830.00 |
5,821.50 |
-8.50 |
-0.1% |
5,830.00 |
Low |
5,778.25 |
5,782.00 |
3.75 |
0.1% |
5,745.25 |
Close |
5,804.50 |
5,791.25 |
-13.25 |
-0.2% |
5,791.25 |
Range |
51.75 |
39.50 |
-12.25 |
-23.7% |
84.75 |
ATR |
69.40 |
67.27 |
-2.14 |
-3.1% |
0.00 |
Volume |
1,360,026 |
1,280,272 |
-79,754 |
-5.9% |
5,943,125 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,916.75 |
5,893.50 |
5,813.00 |
|
R3 |
5,877.25 |
5,854.00 |
5,802.00 |
|
R2 |
5,837.75 |
5,837.75 |
5,798.50 |
|
R1 |
5,814.50 |
5,814.50 |
5,794.75 |
5,806.50 |
PP |
5,798.25 |
5,798.25 |
5,798.25 |
5,794.25 |
S1 |
5,775.00 |
5,775.00 |
5,787.75 |
5,767.00 |
S2 |
5,758.75 |
5,758.75 |
5,784.00 |
|
S3 |
5,719.25 |
5,735.50 |
5,780.50 |
|
S4 |
5,679.75 |
5,696.00 |
5,769.50 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,043.00 |
6,002.00 |
5,837.75 |
|
R3 |
5,958.25 |
5,917.25 |
5,814.50 |
|
R2 |
5,873.50 |
5,873.50 |
5,806.75 |
|
R1 |
5,832.50 |
5,832.50 |
5,799.00 |
5,853.00 |
PP |
5,788.75 |
5,788.75 |
5,788.75 |
5,799.00 |
S1 |
5,747.75 |
5,747.75 |
5,783.50 |
5,768.25 |
S2 |
5,704.00 |
5,704.00 |
5,775.75 |
|
S3 |
5,619.25 |
5,663.00 |
5,768.00 |
|
S4 |
5,534.50 |
5,578.25 |
5,744.75 |
|
|
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 |
5,745.25 |
84.75 |
1.5% |
40.25 |
0.7% |
54% |
False |
False |
1,188,625 |
10 |
5,830.00 |
5,669.50 |
160.50 |
2.8% |
52.25 |
0.9% |
76% |
False |
False |
1,455,473 |
20 |
5,830.00 |
5,451.25 |
378.75 |
6.5% |
71.50 |
1.2% |
90% |
False |
False |
806,768 |
40 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
80.75 |
1.4% |
94% |
False |
False |
406,854 |
60 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
79.00 |
1.4% |
94% |
False |
False |
272,009 |
80 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
71.00 |
1.2% |
94% |
False |
False |
204,208 |
100 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
65.25 |
1.1% |
94% |
False |
False |
163,399 |
120 |
5,830.00 |
5,075.00 |
755.00 |
13.0% |
66.75 |
1.2% |
95% |
False |
False |
136,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,989.50 |
2.618 |
5,925.00 |
1.618 |
5,885.50 |
1.000 |
5,861.00 |
0.618 |
5,846.00 |
HIGH |
5,821.50 |
0.618 |
5,806.50 |
0.500 |
5,801.75 |
0.382 |
5,797.00 |
LOW |
5,782.00 |
0.618 |
5,757.50 |
1.000 |
5,742.50 |
1.618 |
5,718.00 |
2.618 |
5,678.50 |
4.250 |
5,614.00 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,801.75 |
5,799.00 |
PP |
5,798.25 |
5,796.50 |
S1 |
5,794.75 |
5,793.75 |
|