| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
64,635 |
63,895 |
-740 |
-1.1% |
60,325 |
| High |
65,365 |
66,430 |
1,065 |
1.6% |
64,700 |
| Low |
63,380 |
63,065 |
-315 |
-0.5% |
57,990 |
| Close |
63,580 |
65,215 |
1,635 |
2.6% |
63,400 |
| Range |
1,985 |
3,365 |
1,380 |
69.5% |
6,710 |
| ATR |
2,708 |
2,755 |
47 |
1.7% |
0 |
| Volume |
7,496 |
12,634 |
5,138 |
68.5% |
24,019 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74,998 |
73,472 |
67,066 |
|
| R3 |
71,633 |
70,107 |
66,140 |
|
| R2 |
68,268 |
68,268 |
65,832 |
|
| R1 |
66,742 |
66,742 |
65,523 |
67,505 |
| PP |
64,903 |
64,903 |
64,903 |
65,285 |
| S1 |
63,377 |
63,377 |
64,907 |
64,140 |
| S2 |
61,538 |
61,538 |
64,598 |
|
| S3 |
58,173 |
60,012 |
64,290 |
|
| S4 |
54,808 |
56,647 |
63,364 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82,160 |
79,490 |
67,091 |
|
| R3 |
75,450 |
72,780 |
65,245 |
|
| R2 |
68,740 |
68,740 |
64,630 |
|
| R1 |
66,070 |
66,070 |
64,015 |
67,405 |
| PP |
62,030 |
62,030 |
62,030 |
62,698 |
| S1 |
59,360 |
59,360 |
62,785 |
60,695 |
| S2 |
55,320 |
55,320 |
62,170 |
|
| S3 |
48,610 |
52,650 |
61,555 |
|
| S4 |
41,900 |
45,940 |
59,710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66,430 |
62,900 |
3,530 |
5.4% |
2,284 |
3.5% |
66% |
True |
False |
8,200 |
| 10 |
66,430 |
57,990 |
8,440 |
12.9% |
2,572 |
3.9% |
86% |
True |
False |
6,207 |
| 20 |
66,430 |
53,205 |
13,225 |
20.3% |
2,597 |
4.0% |
91% |
True |
False |
4,367 |
| 40 |
67,070 |
50,270 |
16,800 |
25.8% |
2,930 |
4.5% |
89% |
False |
False |
2,276 |
| 60 |
71,950 |
50,270 |
21,680 |
33.2% |
2,815 |
4.3% |
69% |
False |
False |
1,532 |
| 80 |
75,265 |
50,270 |
24,995 |
38.3% |
2,547 |
3.9% |
60% |
False |
False |
1,150 |
| 100 |
75,265 |
50,270 |
24,995 |
38.3% |
2,343 |
3.6% |
60% |
False |
False |
920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80,731 |
|
2.618 |
75,240 |
|
1.618 |
71,875 |
|
1.000 |
69,795 |
|
0.618 |
68,510 |
|
HIGH |
66,430 |
|
0.618 |
65,145 |
|
0.500 |
64,748 |
|
0.382 |
64,350 |
|
LOW |
63,065 |
|
0.618 |
60,985 |
|
1.000 |
59,700 |
|
1.618 |
57,620 |
|
2.618 |
54,255 |
|
4.250 |
48,764 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
65,059 |
65,059 |
| PP |
64,903 |
64,903 |
| S1 |
64,748 |
64,748 |
|