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 |
19,443.0 |
19,603.0 |
160.0 |
0.8% |
18,915.0 |
High |
19,663.0 |
19,646.0 |
-17.0 |
-0.1% |
19,663.0 |
Low |
19,397.0 |
19,471.0 |
74.0 |
0.4% |
18,851.0 |
Close |
19,647.0 |
19,503.0 |
-144.0 |
-0.7% |
19,647.0 |
Range |
266.0 |
175.0 |
-91.0 |
-34.2% |
812.0 |
ATR |
221.5 |
218.2 |
-3.2 |
-1.5% |
0.0 |
Volume |
48,208 |
42,281 |
-5,927 |
-12.3% |
209,758 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,065.0 |
19,959.0 |
19,599.3 |
|
R3 |
19,890.0 |
19,784.0 |
19,551.1 |
|
R2 |
19,715.0 |
19,715.0 |
19,535.1 |
|
R1 |
19,609.0 |
19,609.0 |
19,519.0 |
19,574.5 |
PP |
19,540.0 |
19,540.0 |
19,540.0 |
19,522.8 |
S1 |
19,434.0 |
19,434.0 |
19,487.0 |
19,399.5 |
S2 |
19,365.0 |
19,365.0 |
19,470.9 |
|
S3 |
19,190.0 |
19,259.0 |
19,454.9 |
|
S4 |
19,015.0 |
19,084.0 |
19,406.8 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,823.0 |
21,547.0 |
20,093.6 |
|
R3 |
21,011.0 |
20,735.0 |
19,870.3 |
|
R2 |
20,199.0 |
20,199.0 |
19,795.9 |
|
R1 |
19,923.0 |
19,923.0 |
19,721.4 |
20,061.0 |
PP |
19,387.0 |
19,387.0 |
19,387.0 |
19,456.0 |
S1 |
19,111.0 |
19,111.0 |
19,572.6 |
19,249.0 |
S2 |
18,575.0 |
18,575.0 |
19,498.1 |
|
S3 |
17,763.0 |
18,299.0 |
19,423.7 |
|
S4 |
16,951.0 |
17,487.0 |
19,200.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,663.0 |
19,008.0 |
655.0 |
3.4% |
225.2 |
1.2% |
76% |
False |
False |
43,878 |
10 |
19,663.0 |
18,803.0 |
860.0 |
4.4% |
228.3 |
1.2% |
81% |
False |
False |
40,754 |
20 |
19,663.0 |
18,388.0 |
1,275.0 |
6.5% |
219.3 |
1.1% |
87% |
False |
False |
22,032 |
40 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
153.9 |
0.8% |
93% |
False |
False |
11,036 |
60 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
139.0 |
0.7% |
93% |
False |
False |
7,361 |
80 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
110.9 |
0.6% |
93% |
False |
False |
5,522 |
100 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
90.2 |
0.5% |
93% |
False |
False |
4,417 |
120 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
78.9 |
0.4% |
93% |
False |
False |
3,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,389.8 |
2.618 |
20,104.2 |
1.618 |
19,929.2 |
1.000 |
19,821.0 |
0.618 |
19,754.2 |
HIGH |
19,646.0 |
0.618 |
19,579.2 |
0.500 |
19,558.5 |
0.382 |
19,537.9 |
LOW |
19,471.0 |
0.618 |
19,362.9 |
1.000 |
19,296.0 |
1.618 |
19,187.9 |
2.618 |
19,012.9 |
4.250 |
18,727.3 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,558.5 |
19,464.5 |
PP |
19,540.0 |
19,426.0 |
S1 |
19,521.5 |
19,387.5 |
|