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 |
20,242.00 |
20,345.00 |
103.00 |
0.5% |
20,040.00 |
High |
20,538.00 |
20,395.75 |
-142.25 |
-0.7% |
20,538.00 |
Low |
20,188.00 |
20,173.00 |
-15.00 |
-0.1% |
19,953.00 |
Close |
20,346.25 |
20,221.50 |
-124.75 |
-0.6% |
20,221.50 |
Range |
350.00 |
222.75 |
-127.25 |
-36.4% |
585.00 |
ATR |
358.79 |
349.08 |
-9.72 |
-2.7% |
0.00 |
Volume |
509,755 |
435,634 |
-74,121 |
-14.5% |
2,202,512 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,931.75 |
20,799.25 |
20,344.00 |
|
R3 |
20,709.00 |
20,576.50 |
20,282.75 |
|
R2 |
20,486.25 |
20,486.25 |
20,262.25 |
|
R1 |
20,353.75 |
20,353.75 |
20,242.00 |
20,308.50 |
PP |
20,263.50 |
20,263.50 |
20,263.50 |
20,240.75 |
S1 |
20,131.00 |
20,131.00 |
20,201.00 |
20,086.00 |
S2 |
20,040.75 |
20,040.75 |
20,180.75 |
|
S3 |
19,818.00 |
19,908.25 |
20,160.25 |
|
S4 |
19,595.25 |
19,685.50 |
20,099.00 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,992.50 |
21,692.00 |
20,543.25 |
|
R3 |
21,407.50 |
21,107.00 |
20,382.50 |
|
R2 |
20,822.50 |
20,822.50 |
20,328.75 |
|
R1 |
20,522.00 |
20,522.00 |
20,275.00 |
20,672.25 |
PP |
20,237.50 |
20,237.50 |
20,237.50 |
20,312.50 |
S1 |
19,937.00 |
19,937.00 |
20,168.00 |
20,087.25 |
S2 |
19,652.50 |
19,652.50 |
20,114.25 |
|
S3 |
19,067.50 |
19,352.00 |
20,060.50 |
|
S4 |
18,482.50 |
18,767.00 |
19,899.75 |
|
|
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 |
19,953.00 |
585.00 |
2.9% |
250.00 |
1.2% |
46% |
False |
False |
440,502 |
10 |
20,538.00 |
19,529.00 |
1,009.00 |
5.0% |
291.25 |
1.4% |
69% |
False |
False |
474,306 |
20 |
20,538.00 |
18,562.00 |
1,976.00 |
9.8% |
354.50 |
1.8% |
84% |
False |
False |
248,569 |
40 |
20,538.00 |
17,552.75 |
2,985.25 |
14.8% |
400.75 |
2.0% |
89% |
False |
False |
125,266 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
404.25 |
2.0% |
72% |
False |
False |
84,102 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
366.00 |
1.8% |
72% |
False |
False |
63,209 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
331.75 |
1.6% |
72% |
False |
False |
50,576 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
330.00 |
1.6% |
72% |
False |
False |
42,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,342.50 |
2.618 |
20,979.00 |
1.618 |
20,756.25 |
1.000 |
20,618.50 |
0.618 |
20,533.50 |
HIGH |
20,395.75 |
0.618 |
20,310.75 |
0.500 |
20,284.50 |
0.382 |
20,258.00 |
LOW |
20,173.00 |
0.618 |
20,035.25 |
1.000 |
19,950.25 |
1.618 |
19,812.50 |
2.618 |
19,589.75 |
4.250 |
19,226.25 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,284.50 |
20,301.00 |
PP |
20,263.50 |
20,274.50 |
S1 |
20,242.50 |
20,248.00 |
|