| 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 |
20,439.00 |
20,564.00 |
125.00 |
0.6% |
20,212.00 |
| High |
20,743.75 |
20,596.25 |
-147.50 |
-0.7% |
20,743.75 |
| Low |
20,390.00 |
20,376.00 |
-14.00 |
-0.1% |
20,148.50 |
| Close |
20,549.00 |
20,423.50 |
-125.50 |
-0.6% |
20,423.50 |
| Range |
353.75 |
220.25 |
-133.50 |
-37.7% |
595.25 |
| ATR |
338.77 |
330.30 |
-8.47 |
-2.5% |
0.00 |
| Volume |
744 |
840 |
96 |
12.9% |
3,138 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,126.00 |
20,995.00 |
20,544.75 |
|
| R3 |
20,905.75 |
20,774.75 |
20,484.00 |
|
| R2 |
20,685.50 |
20,685.50 |
20,464.00 |
|
| R1 |
20,554.50 |
20,554.50 |
20,443.75 |
20,510.00 |
| PP |
20,465.25 |
20,465.25 |
20,465.25 |
20,443.00 |
| S1 |
20,334.25 |
20,334.25 |
20,403.25 |
20,289.50 |
| S2 |
20,245.00 |
20,245.00 |
20,383.00 |
|
| S3 |
20,024.75 |
20,114.00 |
20,363.00 |
|
| S4 |
19,804.50 |
19,893.75 |
20,302.25 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,224.25 |
21,919.25 |
20,751.00 |
|
| R3 |
21,629.00 |
21,324.00 |
20,587.25 |
|
| R2 |
21,033.75 |
21,033.75 |
20,532.75 |
|
| R1 |
20,728.75 |
20,728.75 |
20,478.00 |
20,881.25 |
| PP |
20,438.50 |
20,438.50 |
20,438.50 |
20,515.00 |
| S1 |
20,133.50 |
20,133.50 |
20,369.00 |
20,286.00 |
| S2 |
19,843.25 |
19,843.25 |
20,314.25 |
|
| S3 |
19,248.00 |
19,538.25 |
20,259.75 |
|
| S4 |
18,652.75 |
18,943.00 |
20,096.00 |
|
|
| 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 |
20,148.50 |
595.25 |
2.9% |
248.50 |
1.2% |
46% |
False |
False |
627 |
| 10 |
20,743.75 |
19,731.75 |
1,012.00 |
5.0% |
281.25 |
1.4% |
68% |
False |
False |
419 |
| 20 |
20,743.75 |
18,799.75 |
1,944.00 |
9.5% |
337.50 |
1.7% |
84% |
False |
False |
228 |
| 40 |
20,743.75 |
17,767.00 |
2,976.75 |
14.6% |
359.50 |
1.8% |
89% |
False |
False |
121 |
| 60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
346.50 |
1.7% |
72% |
False |
False |
85 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
275.00 |
1.3% |
72% |
False |
False |
64 |
| 100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
229.50 |
1.1% |
72% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,532.25 |
|
2.618 |
21,172.75 |
|
1.618 |
20,952.50 |
|
1.000 |
20,816.50 |
|
0.618 |
20,732.25 |
|
HIGH |
20,596.25 |
|
0.618 |
20,512.00 |
|
0.500 |
20,486.00 |
|
0.382 |
20,460.25 |
|
LOW |
20,376.00 |
|
0.618 |
20,240.00 |
|
1.000 |
20,155.75 |
|
1.618 |
20,019.75 |
|
2.618 |
19,799.50 |
|
4.250 |
19,440.00 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,486.00 |
20,503.25 |
| PP |
20,465.25 |
20,476.75 |
| S1 |
20,444.50 |
20,450.00 |
|