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 |
19,252.0 |
19,786.0 |
534.0 |
2.8% |
19,038.0 |
High |
19,556.0 |
19,817.0 |
261.0 |
1.3% |
19,817.0 |
Low |
19,252.0 |
19,786.0 |
534.0 |
2.8% |
19,038.0 |
Close |
19,556.0 |
19,817.0 |
261.0 |
1.3% |
19,817.0 |
Range |
304.0 |
31.0 |
-273.0 |
-89.8% |
779.0 |
ATR |
156.1 |
163.6 |
7.5 |
4.8% |
0.0 |
Volume |
9 |
3 |
-6 |
-66.7% |
45 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,899.7 |
19,889.3 |
19,834.1 |
|
R3 |
19,868.7 |
19,858.3 |
19,825.5 |
|
R2 |
19,837.7 |
19,837.7 |
19,822.7 |
|
R1 |
19,827.3 |
19,827.3 |
19,819.8 |
19,832.5 |
PP |
19,806.7 |
19,806.7 |
19,806.7 |
19,809.3 |
S1 |
19,796.3 |
19,796.3 |
19,814.2 |
19,801.5 |
S2 |
19,775.7 |
19,775.7 |
19,811.3 |
|
S3 |
19,744.7 |
19,765.3 |
19,808.5 |
|
S4 |
19,713.7 |
19,734.3 |
19,800.0 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,894.3 |
21,634.7 |
20,245.5 |
|
R3 |
21,115.3 |
20,855.7 |
20,031.2 |
|
R2 |
20,336.3 |
20,336.3 |
19,959.8 |
|
R1 |
20,076.7 |
20,076.7 |
19,888.4 |
20,206.5 |
PP |
19,557.3 |
19,557.3 |
19,557.3 |
19,622.3 |
S1 |
19,297.7 |
19,297.7 |
19,745.6 |
19,427.5 |
S2 |
18,778.3 |
18,778.3 |
19,674.2 |
|
S3 |
17,999.3 |
18,518.7 |
19,602.8 |
|
S4 |
17,220.3 |
17,739.7 |
19,388.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,817.0 |
19,038.0 |
779.0 |
3.9% |
116.4 |
0.6% |
100% |
True |
False |
9 |
10 |
19,817.0 |
18,982.0 |
835.0 |
4.2% |
65.6 |
0.3% |
100% |
True |
False |
7 |
20 |
19,817.0 |
18,645.0 |
1,172.0 |
5.9% |
61.2 |
0.3% |
100% |
True |
False |
4 |
40 |
19,817.0 |
17,714.0 |
2,103.0 |
10.6% |
30.8 |
0.2% |
100% |
True |
False |
2 |
60 |
19,817.0 |
17,714.0 |
2,103.0 |
10.6% |
20.6 |
0.1% |
100% |
True |
False |
1 |
80 |
19,817.0 |
17,714.0 |
2,103.0 |
10.6% |
15.4 |
0.1% |
100% |
True |
False |
1 |
100 |
19,817.0 |
17,714.0 |
2,103.0 |
10.6% |
12.3 |
0.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,948.8 |
2.618 |
19,898.2 |
1.618 |
19,867.2 |
1.000 |
19,848.0 |
0.618 |
19,836.2 |
HIGH |
19,817.0 |
0.618 |
19,805.2 |
0.500 |
19,801.5 |
0.382 |
19,797.8 |
LOW |
19,786.0 |
0.618 |
19,766.8 |
1.000 |
19,755.0 |
1.618 |
19,735.8 |
2.618 |
19,704.8 |
4.250 |
19,654.3 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,811.8 |
19,722.8 |
PP |
19,806.7 |
19,628.7 |
S1 |
19,801.5 |
19,534.5 |
|