| 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 |
2,656.8 |
2,670.0 |
13.2 |
0.5% |
2,622.5 |
| High |
2,683.9 |
2,672.1 |
-11.8 |
-0.4% |
2,683.9 |
| Low |
2,653.4 |
2,641.7 |
-11.7 |
-0.4% |
2,615.4 |
| Close |
2,670.4 |
2,644.3 |
-26.1 |
-1.0% |
2,644.3 |
| Range |
30.5 |
30.4 |
-0.1 |
-0.3% |
68.5 |
| ATR |
33.3 |
33.1 |
-0.2 |
-0.6% |
0.0 |
| Volume |
17,216 |
4,228 |
-12,988 |
-75.4% |
64,987 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.9 |
2,724.5 |
2,661.0 |
|
| R3 |
2,713.5 |
2,694.1 |
2,652.7 |
|
| R2 |
2,683.1 |
2,683.1 |
2,649.9 |
|
| R1 |
2,663.7 |
2,663.7 |
2,647.1 |
2,658.2 |
| PP |
2,652.7 |
2,652.7 |
2,652.7 |
2,650.0 |
| S1 |
2,633.3 |
2,633.3 |
2,641.5 |
2,627.8 |
| S2 |
2,622.3 |
2,622.3 |
2,638.7 |
|
| S3 |
2,591.9 |
2,602.9 |
2,635.9 |
|
| S4 |
2,561.5 |
2,572.5 |
2,627.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.4 |
2,817.3 |
2,682.0 |
|
| R3 |
2,784.9 |
2,748.8 |
2,663.1 |
|
| R2 |
2,716.4 |
2,716.4 |
2,656.9 |
|
| R1 |
2,680.3 |
2,680.3 |
2,650.6 |
2,698.4 |
| PP |
2,647.9 |
2,647.9 |
2,647.9 |
2,656.9 |
| S1 |
2,611.8 |
2,611.8 |
2,638.0 |
2,629.9 |
| S2 |
2,579.4 |
2,579.4 |
2,631.7 |
|
| S3 |
2,510.9 |
2,543.3 |
2,625.5 |
|
| S4 |
2,442.4 |
2,474.8 |
2,606.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.9 |
2,615.4 |
68.5 |
2.6% |
28.7 |
1.1% |
42% |
False |
False |
12,997 |
| 10 |
2,683.9 |
2,549.4 |
134.5 |
5.1% |
32.4 |
1.2% |
71% |
False |
False |
10,506 |
| 20 |
2,683.9 |
2,479.8 |
204.1 |
7.7% |
32.1 |
1.2% |
81% |
False |
False |
8,776 |
| 40 |
2,683.9 |
2,382.8 |
301.1 |
11.4% |
35.4 |
1.3% |
87% |
False |
False |
8,962 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.7% |
35.9 |
1.4% |
87% |
False |
False |
10,155 |
| 80 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
35.0 |
1.3% |
89% |
False |
False |
8,273 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.6 |
1.3% |
89% |
False |
False |
6,992 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
36.0 |
1.4% |
89% |
False |
False |
6,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.3 |
|
2.618 |
2,751.7 |
|
1.618 |
2,721.3 |
|
1.000 |
2,702.5 |
|
0.618 |
2,690.9 |
|
HIGH |
2,672.1 |
|
0.618 |
2,660.5 |
|
0.500 |
2,656.9 |
|
0.382 |
2,653.3 |
|
LOW |
2,641.7 |
|
0.618 |
2,622.9 |
|
1.000 |
2,611.3 |
|
1.618 |
2,592.5 |
|
2.618 |
2,562.1 |
|
4.250 |
2,512.5 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,656.9 |
2,662.8 |
| PP |
2,652.7 |
2,656.6 |
| S1 |
2,648.5 |
2,650.5 |
|