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 |
19,157.0 |
19,112.0 |
-45.0 |
-0.2% |
18,901.0 |
High |
19,157.0 |
19,463.0 |
306.0 |
1.6% |
19,231.0 |
Low |
19,008.0 |
19,112.0 |
104.0 |
0.5% |
18,780.0 |
Close |
19,087.0 |
19,388.0 |
301.0 |
1.6% |
18,904.0 |
Range |
149.0 |
351.0 |
202.0 |
135.6% |
451.0 |
ATR |
205.2 |
217.4 |
12.2 |
5.9% |
0.0 |
Volume |
34,194 |
55,578 |
21,384 |
62.5% |
177,213 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,374.0 |
20,232.0 |
19,581.1 |
|
R3 |
20,023.0 |
19,881.0 |
19,484.5 |
|
R2 |
19,672.0 |
19,672.0 |
19,452.4 |
|
R1 |
19,530.0 |
19,530.0 |
19,420.2 |
19,601.0 |
PP |
19,321.0 |
19,321.0 |
19,321.0 |
19,356.5 |
S1 |
19,179.0 |
19,179.0 |
19,355.8 |
19,250.0 |
S2 |
18,970.0 |
18,970.0 |
19,323.7 |
|
S3 |
18,619.0 |
18,828.0 |
19,291.5 |
|
S4 |
18,268.0 |
18,477.0 |
19,195.0 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,324.7 |
20,065.3 |
19,152.1 |
|
R3 |
19,873.7 |
19,614.3 |
19,028.0 |
|
R2 |
19,422.7 |
19,422.7 |
18,986.7 |
|
R1 |
19,163.3 |
19,163.3 |
18,945.3 |
19,293.0 |
PP |
18,971.7 |
18,971.7 |
18,971.7 |
19,036.5 |
S1 |
18,712.3 |
18,712.3 |
18,862.7 |
18,842.0 |
S2 |
18,520.7 |
18,520.7 |
18,821.3 |
|
S3 |
18,069.7 |
18,261.3 |
18,780.0 |
|
S4 |
17,618.7 |
17,810.3 |
18,656.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,463.0 |
18,851.0 |
612.0 |
3.2% |
230.0 |
1.2% |
88% |
True |
False |
42,487 |
10 |
19,463.0 |
18,723.0 |
740.0 |
3.8% |
215.5 |
1.1% |
90% |
True |
False |
34,538 |
20 |
19,463.0 |
18,388.0 |
1,075.0 |
5.5% |
203.9 |
1.1% |
93% |
True |
False |
17,517 |
40 |
19,463.0 |
17,265.0 |
2,198.0 |
11.3% |
157.3 |
0.8% |
97% |
True |
False |
8,775 |
60 |
19,463.0 |
17,265.0 |
2,198.0 |
11.3% |
134.8 |
0.7% |
97% |
True |
False |
5,853 |
80 |
19,463.0 |
17,265.0 |
2,198.0 |
11.3% |
107.0 |
0.6% |
97% |
True |
False |
4,390 |
100 |
19,463.0 |
17,265.0 |
2,198.0 |
11.3% |
85.8 |
0.4% |
97% |
True |
False |
3,512 |
120 |
19,463.0 |
17,265.0 |
2,198.0 |
11.3% |
75.2 |
0.4% |
97% |
True |
False |
2,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,954.8 |
2.618 |
20,381.9 |
1.618 |
20,030.9 |
1.000 |
19,814.0 |
0.618 |
19,679.9 |
HIGH |
19,463.0 |
0.618 |
19,328.9 |
0.500 |
19,287.5 |
0.382 |
19,246.1 |
LOW |
19,112.0 |
0.618 |
18,895.1 |
1.000 |
18,761.0 |
1.618 |
18,544.1 |
2.618 |
18,193.1 |
4.250 |
17,620.3 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,354.5 |
19,337.2 |
PP |
19,321.0 |
19,286.3 |
S1 |
19,287.5 |
19,235.5 |
|