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 |
20,183.75 |
20,242.00 |
58.25 |
0.3% |
19,733.00 |
High |
20,271.00 |
20,538.00 |
267.00 |
1.3% |
20,203.00 |
Low |
20,064.25 |
20,188.00 |
123.75 |
0.6% |
19,529.00 |
Close |
20,192.00 |
20,346.25 |
154.25 |
0.8% |
20,028.25 |
Range |
206.75 |
350.00 |
143.25 |
69.3% |
674.00 |
ATR |
359.47 |
358.79 |
-0.68 |
-0.2% |
0.00 |
Volume |
405,050 |
509,755 |
104,705 |
25.8% |
2,540,549 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,407.50 |
21,226.75 |
20,538.75 |
|
R3 |
21,057.50 |
20,876.75 |
20,442.50 |
|
R2 |
20,707.50 |
20,707.50 |
20,410.50 |
|
R1 |
20,526.75 |
20,526.75 |
20,378.25 |
20,617.00 |
PP |
20,357.50 |
20,357.50 |
20,357.50 |
20,402.50 |
S1 |
20,176.75 |
20,176.75 |
20,314.25 |
20,267.00 |
S2 |
20,007.50 |
20,007.50 |
20,282.00 |
|
S3 |
19,657.50 |
19,826.75 |
20,250.00 |
|
S4 |
19,307.50 |
19,476.75 |
20,153.75 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,942.00 |
21,659.25 |
20,399.00 |
|
R3 |
21,268.00 |
20,985.25 |
20,213.50 |
|
R2 |
20,594.00 |
20,594.00 |
20,151.75 |
|
R1 |
20,311.25 |
20,311.25 |
20,090.00 |
20,452.50 |
PP |
19,920.00 |
19,920.00 |
19,920.00 |
19,990.75 |
S1 |
19,637.25 |
19,637.25 |
19,966.50 |
19,778.50 |
S2 |
19,246.00 |
19,246.00 |
19,904.75 |
|
S3 |
18,572.00 |
18,963.25 |
19,843.00 |
|
S4 |
17,898.00 |
18,289.25 |
19,657.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,538.00 |
19,860.00 |
678.00 |
3.3% |
250.25 |
1.2% |
72% |
True |
False |
449,304 |
10 |
20,538.00 |
19,529.00 |
1,009.00 |
5.0% |
287.00 |
1.4% |
81% |
True |
False |
443,807 |
20 |
20,538.00 |
18,562.00 |
1,976.00 |
9.7% |
371.00 |
1.8% |
90% |
True |
False |
226,982 |
40 |
20,538.00 |
17,552.75 |
2,985.25 |
14.7% |
417.00 |
2.0% |
94% |
True |
False |
114,459 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
404.25 |
2.0% |
76% |
False |
False |
76,849 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
366.25 |
1.8% |
76% |
False |
False |
57,764 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
331.50 |
1.6% |
76% |
False |
False |
46,220 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
329.00 |
1.6% |
76% |
False |
False |
38,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,025.50 |
2.618 |
21,454.25 |
1.618 |
21,104.25 |
1.000 |
20,888.00 |
0.618 |
20,754.25 |
HIGH |
20,538.00 |
0.618 |
20,404.25 |
0.500 |
20,363.00 |
0.382 |
20,321.75 |
LOW |
20,188.00 |
0.618 |
19,971.75 |
1.000 |
19,838.00 |
1.618 |
19,621.75 |
2.618 |
19,271.75 |
4.250 |
18,700.50 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,363.00 |
20,312.75 |
PP |
20,357.50 |
20,279.00 |
S1 |
20,351.75 |
20,245.50 |
|