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 |
9,555.01 |
9,640.37 |
85.36 |
0.9% |
9,510.35 |
High |
9,680.44 |
9,820.00 |
139.56 |
1.4% |
9,820.00 |
Low |
9,519.56 |
9,593.13 |
73.58 |
0.8% |
9,460.37 |
Close |
9,559.97 |
9,734.55 |
174.58 |
1.8% |
9,734.55 |
Range |
160.89 |
226.87 |
65.98 |
41.0% |
359.64 |
ATR |
190.39 |
195.36 |
4.97 |
2.6% |
0.00 |
Volume |
24,900 |
12,700 |
-12,200 |
-49.0% |
199,500 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,396.50 |
10,292.40 |
9,859.33 |
|
R3 |
10,169.63 |
10,065.53 |
9,796.94 |
|
R2 |
9,942.76 |
9,942.76 |
9,776.14 |
|
R1 |
9,838.66 |
9,838.66 |
9,755.35 |
9,890.71 |
PP |
9,715.89 |
9,715.89 |
9,715.89 |
9,741.92 |
S1 |
9,611.79 |
9,611.79 |
9,713.75 |
9,663.84 |
S2 |
9,489.02 |
9,489.02 |
9,692.96 |
|
S3 |
9,262.15 |
9,384.92 |
9,672.16 |
|
S4 |
9,035.28 |
9,158.05 |
9,609.77 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,750.54 |
10,602.18 |
9,932.35 |
|
R3 |
10,390.91 |
10,242.55 |
9,833.45 |
|
R2 |
10,031.27 |
10,031.27 |
9,800.48 |
|
R1 |
9,882.91 |
9,882.91 |
9,767.52 |
9,957.09 |
PP |
9,671.64 |
9,671.64 |
9,671.64 |
9,708.73 |
S1 |
9,523.28 |
9,523.28 |
9,701.58 |
9,597.46 |
S2 |
9,312.00 |
9,312.00 |
9,668.62 |
|
S3 |
8,952.37 |
9,163.64 |
9,635.65 |
|
S4 |
8,592.73 |
8,804.01 |
9,536.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,820.00 |
9,460.37 |
359.64 |
3.7% |
173.26 |
1.8% |
76% |
True |
False |
20,420 |
10 |
9,820.00 |
9,411.50 |
408.50 |
4.2% |
190.31 |
2.0% |
79% |
True |
False |
24,963 |
20 |
9,820.00 |
9,237.50 |
582.50 |
6.0% |
183.26 |
1.9% |
85% |
True |
False |
23,361 |
40 |
9,820.00 |
8,920.25 |
899.75 |
9.2% |
188.77 |
1.9% |
91% |
True |
False |
20,943 |
60 |
9,820.00 |
8,520.00 |
1,300.00 |
13.4% |
186.30 |
1.9% |
93% |
True |
False |
20,123 |
80 |
9,820.00 |
8,100.00 |
1,720.00 |
17.7% |
188.22 |
1.9% |
95% |
True |
False |
19,959 |
100 |
9,820.00 |
8,100.00 |
1,720.00 |
17.7% |
194.76 |
2.0% |
95% |
True |
False |
20,027 |
120 |
9,820.00 |
7,390.00 |
2,430.00 |
25.0% |
195.30 |
2.0% |
96% |
True |
False |
19,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,784.20 |
2.618 |
10,413.95 |
1.618 |
10,187.08 |
1.000 |
10,046.87 |
0.618 |
9,960.21 |
HIGH |
9,820.00 |
0.618 |
9,733.34 |
0.500 |
9,706.57 |
0.382 |
9,679.79 |
LOW |
9,593.13 |
0.618 |
9,452.92 |
1.000 |
9,366.26 |
1.618 |
9,226.05 |
2.618 |
8,999.18 |
4.250 |
8,628.93 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
9,725.22 |
9,712.96 |
PP |
9,715.89 |
9,691.37 |
S1 |
9,706.57 |
9,669.78 |
|