| 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 |
2,703.2 |
2,716.5 |
13.3 |
0.5% |
2,667.7 |
| High |
2,730.0 |
2,718.5 |
-11.5 |
-0.4% |
2,730.0 |
| Low |
2,699.7 |
2,687.6 |
-12.1 |
-0.4% |
2,660.6 |
| Close |
2,717.0 |
2,689.9 |
-27.1 |
-1.0% |
2,689.9 |
| Range |
30.3 |
30.9 |
0.6 |
2.0% |
69.4 |
| ATR |
32.8 |
32.7 |
-0.1 |
-0.4% |
0.0 |
| Volume |
5,490 |
6,185 |
695 |
12.7% |
27,380 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.4 |
2,771.5 |
2,706.9 |
|
| R3 |
2,760.5 |
2,740.6 |
2,698.4 |
|
| R2 |
2,729.6 |
2,729.6 |
2,695.6 |
|
| R1 |
2,709.7 |
2,709.7 |
2,692.7 |
2,704.2 |
| PP |
2,698.7 |
2,698.7 |
2,698.7 |
2,695.9 |
| S1 |
2,678.8 |
2,678.8 |
2,687.1 |
2,673.3 |
| S2 |
2,667.8 |
2,667.8 |
2,684.2 |
|
| S3 |
2,636.9 |
2,647.9 |
2,681.4 |
|
| S4 |
2,606.0 |
2,617.0 |
2,672.9 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,865.2 |
2,728.1 |
|
| R3 |
2,832.3 |
2,795.8 |
2,709.0 |
|
| R2 |
2,762.9 |
2,762.9 |
2,702.6 |
|
| R1 |
2,726.4 |
2,726.4 |
2,696.3 |
2,744.7 |
| PP |
2,693.5 |
2,693.5 |
2,693.5 |
2,702.6 |
| S1 |
2,657.0 |
2,657.0 |
2,683.5 |
2,675.3 |
| S2 |
2,624.1 |
2,624.1 |
2,677.2 |
|
| S3 |
2,554.7 |
2,587.6 |
2,670.8 |
|
| S4 |
2,485.3 |
2,518.2 |
2,651.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,730.0 |
2,660.6 |
69.4 |
2.6% |
28.5 |
1.1% |
42% |
False |
False |
5,476 |
| 10 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
32.3 |
1.2% |
70% |
False |
False |
4,885 |
| 20 |
2,730.0 |
2,525.4 |
204.6 |
7.6% |
31.8 |
1.2% |
80% |
False |
False |
4,581 |
| 40 |
2,730.0 |
2,424.7 |
305.3 |
11.3% |
34.7 |
1.3% |
87% |
False |
False |
3,464 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.5% |
34.5 |
1.3% |
87% |
False |
False |
3,016 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.5 |
1.2% |
89% |
False |
False |
2,452 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.1 |
1.2% |
89% |
False |
False |
2,075 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.7 |
1.3% |
89% |
False |
False |
1,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.8 |
|
2.618 |
2,799.4 |
|
1.618 |
2,768.5 |
|
1.000 |
2,749.4 |
|
0.618 |
2,737.6 |
|
HIGH |
2,718.5 |
|
0.618 |
2,706.7 |
|
0.500 |
2,703.1 |
|
0.382 |
2,699.4 |
|
LOW |
2,687.6 |
|
0.618 |
2,668.5 |
|
1.000 |
2,656.7 |
|
1.618 |
2,637.6 |
|
2.618 |
2,606.7 |
|
4.250 |
2,556.3 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.1 |
2,708.8 |
| PP |
2,698.7 |
2,702.5 |
| S1 |
2,694.3 |
2,696.2 |
|