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 |
42,227.95 |
42,289.75 |
61.80 |
0.1% |
42,060.40 |
High |
42,628.32 |
42,347.66 |
-280.66 |
-0.7% |
42,628.32 |
Low |
42,227.95 |
41,929.07 |
-298.88 |
-0.7% |
41,859.73 |
Close |
42,313.00 |
42,330.15 |
17.15 |
0.0% |
42,313.00 |
Range |
400.37 |
418.59 |
18.22 |
4.6% |
768.59 |
ATR |
439.50 |
438.01 |
-1.49 |
-0.3% |
0.00 |
Volume |
329,846,328 |
354,434,160 |
24,587,832 |
7.5% |
1,932,447,788 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43,458.06 |
43,312.70 |
42,560.37 |
|
R3 |
43,039.47 |
42,894.11 |
42,445.26 |
|
R2 |
42,620.88 |
42,620.88 |
42,406.89 |
|
R1 |
42,475.52 |
42,475.52 |
42,368.52 |
42,548.20 |
PP |
42,202.29 |
42,202.29 |
42,202.29 |
42,238.64 |
S1 |
42,056.93 |
42,056.93 |
42,291.78 |
42,129.61 |
S2 |
41,783.70 |
41,783.70 |
42,253.41 |
|
S3 |
41,365.11 |
41,638.34 |
42,215.04 |
|
S4 |
40,946.52 |
41,219.75 |
42,099.93 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,572.79 |
44,211.48 |
42,735.72 |
|
R3 |
43,804.20 |
43,442.89 |
42,524.36 |
|
R2 |
43,035.61 |
43,035.61 |
42,453.91 |
|
R1 |
42,674.30 |
42,674.30 |
42,383.45 |
42,854.96 |
PP |
42,267.02 |
42,267.02 |
42,267.02 |
42,357.34 |
S1 |
41,905.71 |
41,905.71 |
42,242.55 |
42,086.37 |
S2 |
41,498.43 |
41,498.43 |
42,172.09 |
|
S3 |
40,729.84 |
41,137.12 |
42,101.64 |
|
S4 |
39,961.25 |
40,368.53 |
41,890.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42,628.32 |
41,859.73 |
768.59 |
1.8% |
334.20 |
0.8% |
61% |
False |
False |
366,335,806 |
10 |
42,628.32 |
41,449.00 |
1,179.32 |
2.8% |
334.77 |
0.8% |
75% |
False |
False |
477,338,932 |
20 |
42,628.32 |
39,993.07 |
2,635.25 |
6.2% |
435.31 |
1.0% |
89% |
False |
False |
416,176,292 |
40 |
42,628.32 |
38,499.27 |
4,129.05 |
9.8% |
418.83 |
1.0% |
93% |
False |
False |
385,226,204 |
60 |
42,628.32 |
38,499.27 |
4,129.05 |
9.8% |
437.11 |
1.0% |
93% |
False |
False |
385,654,508 |
80 |
42,628.32 |
38,305.85 |
4,322.47 |
10.2% |
408.17 |
1.0% |
93% |
False |
False |
384,390,556 |
100 |
42,628.32 |
38,000.96 |
4,627.36 |
10.9% |
392.16 |
0.9% |
94% |
False |
False |
374,159,964 |
120 |
42,628.32 |
37,611.56 |
5,016.76 |
11.9% |
387.73 |
0.9% |
94% |
False |
False |
374,026,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44,126.67 |
2.618 |
43,443.53 |
1.618 |
43,024.94 |
1.000 |
42,766.25 |
0.618 |
42,606.35 |
HIGH |
42,347.66 |
0.618 |
42,187.76 |
0.500 |
42,138.37 |
0.382 |
42,088.97 |
LOW |
41,929.07 |
0.618 |
41,670.38 |
1.000 |
41,510.48 |
1.618 |
41,251.79 |
2.618 |
40,833.20 |
4.250 |
40,150.06 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
42,266.22 |
42,313.00 |
PP |
42,202.29 |
42,295.85 |
S1 |
42,138.37 |
42,278.70 |
|