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 |
19,786.0 |
19,651.0 |
-135.0 |
-0.7% |
19,038.0 |
High |
19,817.0 |
19,672.0 |
-145.0 |
-0.7% |
19,817.0 |
Low |
19,786.0 |
19,651.0 |
-135.0 |
-0.7% |
19,038.0 |
Close |
19,817.0 |
19,672.0 |
-145.0 |
-0.7% |
19,817.0 |
Range |
31.0 |
21.0 |
-10.0 |
-32.3% |
779.0 |
ATR |
163.6 |
163.7 |
0.2 |
0.1% |
0.0 |
Volume |
3 |
1 |
-2 |
-66.7% |
45 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,728.0 |
19,721.0 |
19,683.6 |
|
R3 |
19,707.0 |
19,700.0 |
19,677.8 |
|
R2 |
19,686.0 |
19,686.0 |
19,675.9 |
|
R1 |
19,679.0 |
19,679.0 |
19,673.9 |
19,682.5 |
PP |
19,665.0 |
19,665.0 |
19,665.0 |
19,666.8 |
S1 |
19,658.0 |
19,658.0 |
19,670.1 |
19,661.5 |
S2 |
19,644.0 |
19,644.0 |
19,668.2 |
|
S3 |
19,623.0 |
19,637.0 |
19,666.2 |
|
S4 |
19,602.0 |
19,616.0 |
19,660.5 |
|
|
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 |
19,208.0 |
609.0 |
3.1% |
93.8 |
0.5% |
76% |
False |
False |
8 |
10 |
19,817.0 |
19,002.0 |
815.0 |
4.1% |
67.7 |
0.3% |
82% |
False |
False |
7 |
20 |
19,817.0 |
18,645.0 |
1,172.0 |
6.0% |
62.2 |
0.3% |
88% |
False |
False |
4 |
40 |
19,817.0 |
17,722.0 |
2,095.0 |
10.6% |
31.4 |
0.2% |
93% |
False |
False |
2 |
60 |
19,817.0 |
17,714.0 |
2,103.0 |
10.7% |
20.9 |
0.1% |
93% |
False |
False |
1 |
80 |
19,817.0 |
17,714.0 |
2,103.0 |
10.7% |
15.7 |
0.1% |
93% |
False |
False |
1 |
100 |
19,817.0 |
17,714.0 |
2,103.0 |
10.7% |
12.5 |
0.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,761.3 |
2.618 |
19,727.0 |
1.618 |
19,706.0 |
1.000 |
19,693.0 |
0.618 |
19,685.0 |
HIGH |
19,672.0 |
0.618 |
19,664.0 |
0.500 |
19,661.5 |
0.382 |
19,659.0 |
LOW |
19,651.0 |
0.618 |
19,638.0 |
1.000 |
19,630.0 |
1.618 |
19,617.0 |
2.618 |
19,596.0 |
4.250 |
19,561.8 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,668.5 |
19,626.2 |
PP |
19,665.0 |
19,580.3 |
S1 |
19,661.5 |
19,534.5 |
|