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 |
20,387.00 |
20,439.00 |
52.00 |
0.3% |
19,950.00 |
High |
20,467.00 |
20,743.75 |
276.75 |
1.4% |
20,387.75 |
Low |
20,262.75 |
20,390.00 |
127.25 |
0.6% |
19,731.75 |
Close |
20,389.00 |
20,549.00 |
160.00 |
0.8% |
20,227.75 |
Range |
204.25 |
353.75 |
149.50 |
73.2% |
656.00 |
ATR |
337.54 |
338.77 |
1.23 |
0.4% |
0.00 |
Volume |
587 |
744 |
157 |
26.7% |
1,057 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,622.25 |
21,439.25 |
20,743.50 |
|
R3 |
21,268.50 |
21,085.50 |
20,646.25 |
|
R2 |
20,914.75 |
20,914.75 |
20,613.75 |
|
R1 |
20,731.75 |
20,731.75 |
20,581.50 |
20,823.25 |
PP |
20,561.00 |
20,561.00 |
20,561.00 |
20,606.50 |
S1 |
20,378.00 |
20,378.00 |
20,516.50 |
20,469.50 |
S2 |
20,207.25 |
20,207.25 |
20,484.25 |
|
S3 |
19,853.50 |
20,024.25 |
20,451.75 |
|
S4 |
19,499.75 |
19,670.50 |
20,354.50 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,083.75 |
21,811.75 |
20,588.50 |
|
R3 |
21,427.75 |
21,155.75 |
20,408.25 |
|
R2 |
20,771.75 |
20,771.75 |
20,348.00 |
|
R1 |
20,499.75 |
20,499.75 |
20,288.00 |
20,635.75 |
PP |
20,115.75 |
20,115.75 |
20,115.75 |
20,183.75 |
S1 |
19,843.75 |
19,843.75 |
20,167.50 |
19,979.75 |
S2 |
19,459.75 |
19,459.75 |
20,107.50 |
|
S3 |
18,803.75 |
19,187.75 |
20,047.25 |
|
S4 |
18,147.75 |
18,531.75 |
19,867.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,743.75 |
20,061.00 |
682.75 |
3.3% |
248.50 |
1.2% |
71% |
True |
False |
516 |
10 |
20,743.75 |
19,731.75 |
1,012.00 |
4.9% |
274.75 |
1.3% |
81% |
True |
False |
336 |
20 |
20,743.75 |
18,799.75 |
1,944.00 |
9.5% |
352.25 |
1.7% |
90% |
True |
False |
186 |
40 |
20,743.75 |
17,767.00 |
2,976.75 |
14.5% |
375.00 |
1.8% |
93% |
True |
False |
101 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
343.00 |
1.7% |
75% |
False |
False |
71 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
273.50 |
1.3% |
75% |
False |
False |
53 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
227.25 |
1.1% |
75% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,247.25 |
2.618 |
21,669.75 |
1.618 |
21,316.00 |
1.000 |
21,097.50 |
0.618 |
20,962.25 |
HIGH |
20,743.75 |
0.618 |
20,608.50 |
0.500 |
20,567.00 |
0.382 |
20,525.25 |
LOW |
20,390.00 |
0.618 |
20,171.50 |
1.000 |
20,036.25 |
1.618 |
19,817.75 |
2.618 |
19,464.00 |
4.250 |
18,886.50 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,567.00 |
20,514.75 |
PP |
20,561.00 |
20,480.50 |
S1 |
20,555.00 |
20,446.00 |
|