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 |
20,564.00 |
20,376.25 |
-187.75 |
-0.9% |
20,212.00 |
High |
20,596.25 |
20,488.75 |
-107.50 |
-0.5% |
20,743.75 |
Low |
20,376.00 |
20,262.50 |
-113.50 |
-0.6% |
20,148.50 |
Close |
20,423.50 |
20,464.75 |
41.25 |
0.2% |
20,423.50 |
Range |
220.25 |
226.25 |
6.00 |
2.7% |
595.25 |
ATR |
330.30 |
322.87 |
-7.43 |
-2.3% |
0.00 |
Volume |
840 |
726 |
-114 |
-13.6% |
3,138 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,084.00 |
21,000.75 |
20,589.25 |
|
R3 |
20,857.75 |
20,774.50 |
20,527.00 |
|
R2 |
20,631.50 |
20,631.50 |
20,506.25 |
|
R1 |
20,548.25 |
20,548.25 |
20,485.50 |
20,590.00 |
PP |
20,405.25 |
20,405.25 |
20,405.25 |
20,426.25 |
S1 |
20,322.00 |
20,322.00 |
20,444.00 |
20,363.50 |
S2 |
20,179.00 |
20,179.00 |
20,423.25 |
|
S3 |
19,952.75 |
20,095.75 |
20,402.50 |
|
S4 |
19,726.50 |
19,869.50 |
20,340.25 |
|
|
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% |
253.00 |
1.2% |
53% |
False |
False |
688 |
10 |
20,743.75 |
19,770.50 |
973.25 |
4.8% |
279.75 |
1.4% |
71% |
False |
False |
486 |
20 |
20,743.75 |
18,799.75 |
1,944.00 |
9.5% |
337.25 |
1.6% |
86% |
False |
False |
264 |
40 |
20,743.75 |
17,767.00 |
2,976.75 |
14.5% |
353.25 |
1.7% |
91% |
False |
False |
137 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
350.50 |
1.7% |
73% |
False |
False |
97 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
278.00 |
1.4% |
73% |
False |
False |
73 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
231.75 |
1.1% |
73% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,450.25 |
2.618 |
21,081.00 |
1.618 |
20,854.75 |
1.000 |
20,715.00 |
0.618 |
20,628.50 |
HIGH |
20,488.75 |
0.618 |
20,402.25 |
0.500 |
20,375.50 |
0.382 |
20,349.00 |
LOW |
20,262.50 |
0.618 |
20,122.75 |
1.000 |
20,036.25 |
1.618 |
19,896.50 |
2.618 |
19,670.25 |
4.250 |
19,301.00 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,435.00 |
20,503.00 |
PP |
20,405.25 |
20,490.25 |
S1 |
20,375.50 |
20,477.50 |
|