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 |
66,400 |
67,080 |
680 |
1.0% |
65,245 |
High |
68,035 |
67,335 |
-700 |
-1.0% |
68,035 |
Low |
66,205 |
64,295 |
-1,910 |
-2.9% |
64,035 |
Close |
67,155 |
64,700 |
-2,455 |
-3.7% |
67,155 |
Range |
1,830 |
3,040 |
1,210 |
66.1% |
4,000 |
ATR |
2,565 |
2,599 |
34 |
1.3% |
0 |
Volume |
126 |
128 |
2 |
1.6% |
759 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74,563 |
72,672 |
66,372 |
|
R3 |
71,523 |
69,632 |
65,536 |
|
R2 |
68,483 |
68,483 |
65,257 |
|
R1 |
66,592 |
66,592 |
64,979 |
66,018 |
PP |
65,443 |
65,443 |
65,443 |
65,156 |
S1 |
63,552 |
63,552 |
64,421 |
62,978 |
S2 |
62,403 |
62,403 |
64,143 |
|
S3 |
59,363 |
60,512 |
63,864 |
|
S4 |
56,323 |
57,472 |
63,028 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,408 |
76,782 |
69,355 |
|
R3 |
74,408 |
72,782 |
68,255 |
|
R2 |
70,408 |
70,408 |
67,888 |
|
R1 |
68,782 |
68,782 |
67,522 |
69,595 |
PP |
66,408 |
66,408 |
66,408 |
66,815 |
S1 |
64,782 |
64,782 |
66,788 |
65,595 |
S2 |
62,408 |
62,408 |
66,422 |
|
S3 |
58,408 |
60,782 |
66,055 |
|
S4 |
54,408 |
56,782 |
64,955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68,035 |
64,035 |
4,000 |
6.2% |
2,327 |
3.6% |
17% |
False |
False |
161 |
10 |
68,035 |
59,080 |
8,955 |
13.8% |
2,366 |
3.7% |
63% |
False |
False |
116 |
20 |
68,035 |
54,120 |
13,915 |
21.5% |
2,439 |
3.8% |
76% |
False |
False |
99 |
40 |
68,035 |
51,055 |
16,980 |
26.2% |
2,552 |
3.9% |
80% |
False |
False |
58 |
60 |
72,860 |
51,055 |
21,805 |
33.7% |
2,436 |
3.8% |
63% |
False |
False |
42 |
80 |
76,055 |
51,055 |
25,000 |
38.6% |
2,203 |
3.4% |
55% |
False |
False |
32 |
100 |
76,055 |
51,055 |
25,000 |
38.6% |
1,878 |
2.9% |
55% |
False |
False |
25 |
120 |
76,055 |
51,055 |
25,000 |
38.6% |
1,631 |
2.5% |
55% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80,255 |
2.618 |
75,294 |
1.618 |
72,254 |
1.000 |
70,375 |
0.618 |
69,214 |
HIGH |
67,335 |
0.618 |
66,174 |
0.500 |
65,815 |
0.382 |
65,456 |
LOW |
64,295 |
0.618 |
62,416 |
1.000 |
61,255 |
1.618 |
59,376 |
2.618 |
56,336 |
4.250 |
51,375 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
65,815 |
66,035 |
PP |
65,443 |
65,590 |
S1 |
65,072 |
65,145 |
|