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 |
67,900 |
68,755 |
855 |
1.3% |
66,550 |
High |
68,305 |
69,400 |
1,095 |
1.6% |
69,400 |
Low |
67,900 |
68,755 |
855 |
1.3% |
65,900 |
Close |
67,900 |
68,755 |
855 |
1.3% |
68,755 |
Range |
405 |
645 |
240 |
59.3% |
3,500 |
ATR |
1,855 |
1,830 |
-25 |
-1.4% |
0 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70,905 |
70,475 |
69,110 |
|
R3 |
70,260 |
69,830 |
68,932 |
|
R2 |
69,615 |
69,615 |
68,873 |
|
R1 |
69,185 |
69,185 |
68,814 |
69,078 |
PP |
68,970 |
68,970 |
68,970 |
68,916 |
S1 |
68,540 |
68,540 |
68,696 |
68,433 |
S2 |
68,325 |
68,325 |
68,637 |
|
S3 |
67,680 |
67,895 |
68,578 |
|
S4 |
67,035 |
67,250 |
68,400 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,518 |
77,137 |
70,680 |
|
R3 |
75,018 |
73,637 |
69,718 |
|
R2 |
71,518 |
71,518 |
69,397 |
|
R1 |
70,137 |
70,137 |
69,076 |
70,828 |
PP |
68,018 |
68,018 |
68,018 |
68,364 |
S1 |
66,637 |
66,637 |
68,434 |
67,328 |
S2 |
64,518 |
64,518 |
68,113 |
|
S3 |
61,018 |
63,137 |
67,793 |
|
S4 |
57,518 |
59,637 |
66,830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69,400 |
65,900 |
3,500 |
5.1% |
671 |
1.0% |
82% |
True |
False |
|
10 |
69,400 |
60,745 |
8,655 |
12.6% |
566 |
0.8% |
93% |
True |
False |
|
20 |
69,400 |
56,655 |
12,745 |
18.5% |
617 |
0.9% |
95% |
True |
False |
|
40 |
69,400 |
56,655 |
12,745 |
18.5% |
308 |
0.4% |
95% |
True |
False |
|
60 |
73,145 |
56,655 |
16,490 |
24.0% |
206 |
0.3% |
73% |
False |
False |
|
80 |
76,520 |
56,655 |
19,865 |
28.9% |
154 |
0.2% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
72,141 |
2.618 |
71,089 |
1.618 |
70,444 |
1.000 |
70,045 |
0.618 |
69,799 |
HIGH |
69,400 |
0.618 |
69,154 |
0.500 |
69,078 |
0.382 |
69,001 |
LOW |
68,755 |
0.618 |
68,356 |
1.000 |
68,110 |
1.618 |
67,711 |
2.618 |
67,066 |
4.250 |
66,014 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
69,078 |
68,387 |
PP |
68,970 |
68,018 |
S1 |
68,863 |
67,650 |
|