| 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 |
19,112.0 |
19,443.0 |
331.0 |
1.7% |
18,915.0 |
| High |
19,463.0 |
19,663.0 |
200.0 |
1.0% |
19,663.0 |
| Low |
19,112.0 |
19,397.0 |
285.0 |
1.5% |
18,851.0 |
| Close |
19,388.0 |
19,647.0 |
259.0 |
1.3% |
19,647.0 |
| Range |
351.0 |
266.0 |
-85.0 |
-24.2% |
812.0 |
| ATR |
217.4 |
221.5 |
4.1 |
1.9% |
0.0 |
| Volume |
55,578 |
48,208 |
-7,370 |
-13.3% |
209,758 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,367.0 |
20,273.0 |
19,793.3 |
|
| R3 |
20,101.0 |
20,007.0 |
19,720.2 |
|
| R2 |
19,835.0 |
19,835.0 |
19,695.8 |
|
| R1 |
19,741.0 |
19,741.0 |
19,671.4 |
19,788.0 |
| PP |
19,569.0 |
19,569.0 |
19,569.0 |
19,592.5 |
| S1 |
19,475.0 |
19,475.0 |
19,622.6 |
19,522.0 |
| S2 |
19,303.0 |
19,303.0 |
19,598.2 |
|
| S3 |
19,037.0 |
19,209.0 |
19,573.9 |
|
| S4 |
18,771.0 |
18,943.0 |
19,500.7 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,823.0 |
21,547.0 |
20,093.6 |
|
| R3 |
21,011.0 |
20,735.0 |
19,870.3 |
|
| R2 |
20,199.0 |
20,199.0 |
19,795.9 |
|
| R1 |
19,923.0 |
19,923.0 |
19,721.4 |
20,061.0 |
| PP |
19,387.0 |
19,387.0 |
19,387.0 |
19,456.0 |
| S1 |
19,111.0 |
19,111.0 |
19,572.6 |
19,249.0 |
| S2 |
18,575.0 |
18,575.0 |
19,498.1 |
|
| S3 |
17,763.0 |
18,299.0 |
19,423.7 |
|
| S4 |
16,951.0 |
17,487.0 |
19,200.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,663.0 |
18,851.0 |
812.0 |
4.1% |
231.8 |
1.2% |
98% |
True |
False |
41,951 |
| 10 |
19,663.0 |
18,780.0 |
883.0 |
4.5% |
223.5 |
1.1% |
98% |
True |
False |
38,697 |
| 20 |
19,663.0 |
18,388.0 |
1,275.0 |
6.5% |
213.2 |
1.1% |
99% |
True |
False |
19,921 |
| 40 |
19,663.0 |
17,265.0 |
2,398.0 |
12.2% |
155.0 |
0.8% |
99% |
True |
False |
9,979 |
| 60 |
19,663.0 |
17,265.0 |
2,398.0 |
12.2% |
138.9 |
0.7% |
99% |
True |
False |
6,656 |
| 80 |
19,663.0 |
17,265.0 |
2,398.0 |
12.2% |
108.7 |
0.6% |
99% |
True |
False |
4,993 |
| 100 |
19,663.0 |
17,265.0 |
2,398.0 |
12.2% |
88.4 |
0.5% |
99% |
True |
False |
3,994 |
| 120 |
19,663.0 |
17,265.0 |
2,398.0 |
12.2% |
77.4 |
0.4% |
99% |
True |
False |
3,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,793.5 |
|
2.618 |
20,359.4 |
|
1.618 |
20,093.4 |
|
1.000 |
19,929.0 |
|
0.618 |
19,827.4 |
|
HIGH |
19,663.0 |
|
0.618 |
19,561.4 |
|
0.500 |
19,530.0 |
|
0.382 |
19,498.6 |
|
LOW |
19,397.0 |
|
0.618 |
19,232.6 |
|
1.000 |
19,131.0 |
|
1.618 |
18,966.6 |
|
2.618 |
18,700.6 |
|
4.250 |
18,266.5 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,608.0 |
19,543.2 |
| PP |
19,569.0 |
19,439.3 |
| S1 |
19,530.0 |
19,335.5 |
|