| 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 |
2,681.2 |
2,695.1 |
13.9 |
0.5% |
2,646.2 |
| High |
2,708.7 |
2,696.9 |
-11.8 |
-0.4% |
2,708.7 |
| Low |
2,677.5 |
2,665.3 |
-12.2 |
-0.5% |
2,638.6 |
| Close |
2,694.9 |
2,668.1 |
-26.8 |
-1.0% |
2,668.1 |
| Range |
31.2 |
31.6 |
0.4 |
1.3% |
70.1 |
| ATR |
33.9 |
33.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
217,643 |
196,732 |
-20,911 |
-9.6% |
991,365 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.6 |
2,751.4 |
2,685.5 |
|
| R3 |
2,740.0 |
2,719.8 |
2,676.8 |
|
| R2 |
2,708.4 |
2,708.4 |
2,673.9 |
|
| R1 |
2,688.2 |
2,688.2 |
2,671.0 |
2,682.5 |
| PP |
2,676.8 |
2,676.8 |
2,676.8 |
2,673.9 |
| S1 |
2,656.6 |
2,656.6 |
2,665.2 |
2,650.9 |
| S2 |
2,645.2 |
2,645.2 |
2,662.3 |
|
| S3 |
2,613.6 |
2,625.0 |
2,659.4 |
|
| S4 |
2,582.0 |
2,593.4 |
2,650.7 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.1 |
2,845.2 |
2,706.7 |
|
| R3 |
2,812.0 |
2,775.1 |
2,687.4 |
|
| R2 |
2,741.9 |
2,741.9 |
2,681.0 |
|
| R1 |
2,705.0 |
2,705.0 |
2,674.5 |
2,723.5 |
| PP |
2,671.8 |
2,671.8 |
2,671.8 |
2,681.0 |
| S1 |
2,634.9 |
2,634.9 |
2,661.7 |
2,653.4 |
| S2 |
2,601.7 |
2,601.7 |
2,655.2 |
|
| S3 |
2,531.6 |
2,564.8 |
2,648.8 |
|
| S4 |
2,461.5 |
2,494.7 |
2,629.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,708.7 |
2,638.6 |
70.1 |
2.6% |
29.6 |
1.1% |
42% |
False |
False |
198,273 |
| 10 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
33.1 |
1.2% |
70% |
False |
False |
192,327 |
| 20 |
2,708.7 |
2,502.7 |
206.0 |
7.7% |
32.7 |
1.2% |
80% |
False |
False |
191,018 |
| 40 |
2,708.7 |
2,403.8 |
304.9 |
11.4% |
36.1 |
1.4% |
87% |
False |
False |
187,729 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
36.6 |
1.4% |
87% |
False |
False |
154,829 |
| 80 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.5 |
1.3% |
89% |
False |
False |
117,917 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.3 |
1.3% |
89% |
False |
False |
95,049 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
36.6 |
1.4% |
89% |
False |
False |
79,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.2 |
|
2.618 |
2,779.6 |
|
1.618 |
2,748.0 |
|
1.000 |
2,728.5 |
|
0.618 |
2,716.4 |
|
HIGH |
2,696.9 |
|
0.618 |
2,684.8 |
|
0.500 |
2,681.1 |
|
0.382 |
2,677.4 |
|
LOW |
2,665.3 |
|
0.618 |
2,645.8 |
|
1.000 |
2,633.7 |
|
1.618 |
2,614.2 |
|
2.618 |
2,582.6 |
|
4.250 |
2,531.0 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,681.1 |
2,687.0 |
| PP |
2,676.8 |
2,680.7 |
| S1 |
2,672.4 |
2,674.4 |
|