Trading Metrics calculated at close of trading on 30-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
20,345.00 |
20,198.50 |
-146.50 |
-0.7% |
20,040.00 |
High |
20,395.75 |
20,287.00 |
-108.75 |
-0.5% |
20,538.00 |
Low |
20,173.00 |
20,056.00 |
-117.00 |
-0.6% |
19,953.00 |
Close |
20,221.50 |
20,261.25 |
39.75 |
0.2% |
20,221.50 |
Range |
222.75 |
231.00 |
8.25 |
3.7% |
585.00 |
ATR |
349.08 |
340.64 |
-8.43 |
-2.4% |
0.00 |
Volume |
435,634 |
510,434 |
74,800 |
17.2% |
2,202,512 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,894.50 |
20,808.75 |
20,388.25 |
|
R3 |
20,663.50 |
20,577.75 |
20,324.75 |
|
R2 |
20,432.50 |
20,432.50 |
20,303.50 |
|
R1 |
20,346.75 |
20,346.75 |
20,282.50 |
20,389.50 |
PP |
20,201.50 |
20,201.50 |
20,201.50 |
20,222.75 |
S1 |
20,115.75 |
20,115.75 |
20,240.00 |
20,158.50 |
S2 |
19,970.50 |
19,970.50 |
20,219.00 |
|
S3 |
19,739.50 |
19,884.75 |
20,197.75 |
|
S4 |
19,508.50 |
19,653.75 |
20,134.25 |
|
|
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% |
254.50 |
1.3% |
53% |
False |
False |
463,599 |
10 |
20,538.00 |
19,558.00 |
980.00 |
4.8% |
289.00 |
1.4% |
72% |
False |
False |
487,699 |
20 |
20,538.00 |
18,562.00 |
1,976.00 |
9.8% |
353.00 |
1.7% |
86% |
False |
False |
274,006 |
40 |
20,538.00 |
17,552.75 |
2,985.25 |
14.7% |
391.50 |
1.9% |
91% |
False |
False |
137,945 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
403.50 |
2.0% |
73% |
False |
False |
92,595 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
364.25 |
1.8% |
73% |
False |
False |
69,586 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
333.00 |
1.6% |
73% |
False |
False |
55,680 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
330.00 |
1.6% |
73% |
False |
False |
46,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,268.75 |
2.618 |
20,891.75 |
1.618 |
20,660.75 |
1.000 |
20,518.00 |
0.618 |
20,429.75 |
HIGH |
20,287.00 |
0.618 |
20,198.75 |
0.500 |
20,171.50 |
0.382 |
20,144.25 |
LOW |
20,056.00 |
0.618 |
19,913.25 |
1.000 |
19,825.00 |
1.618 |
19,682.25 |
2.618 |
19,451.25 |
4.250 |
19,074.25 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,231.25 |
20,297.00 |
PP |
20,201.50 |
20,285.00 |
S1 |
20,171.50 |
20,273.25 |
|