| 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 |
8,312.5 |
8,329.5 |
17.0 |
0.2% |
8,355.0 |
| High |
8,371.0 |
8,383.5 |
12.5 |
0.1% |
8,430.0 |
| Low |
8,280.5 |
8,314.5 |
34.0 |
0.4% |
8,252.0 |
| Close |
8,318.0 |
8,335.5 |
17.5 |
0.2% |
8,282.5 |
| Range |
90.5 |
69.0 |
-21.5 |
-23.8% |
178.0 |
| ATR |
80.9 |
80.0 |
-0.8 |
-1.0% |
0.0 |
| Volume |
78,080 |
84,580 |
6,500 |
8.3% |
835,341 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,551.5 |
8,512.5 |
8,373.5 |
|
| R3 |
8,482.5 |
8,443.5 |
8,354.5 |
|
| R2 |
8,413.5 |
8,413.5 |
8,348.0 |
|
| R1 |
8,374.5 |
8,374.5 |
8,342.0 |
8,394.0 |
| PP |
8,344.5 |
8,344.5 |
8,344.5 |
8,354.0 |
| S1 |
8,305.5 |
8,305.5 |
8,329.0 |
8,325.0 |
| S2 |
8,275.5 |
8,275.5 |
8,323.0 |
|
| S3 |
8,206.5 |
8,236.5 |
8,316.5 |
|
| S4 |
8,137.5 |
8,167.5 |
8,297.5 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,855.5 |
8,747.0 |
8,380.5 |
|
| R3 |
8,677.5 |
8,569.0 |
8,331.5 |
|
| R2 |
8,499.5 |
8,499.5 |
8,315.0 |
|
| R1 |
8,391.0 |
8,391.0 |
8,299.0 |
8,356.0 |
| PP |
8,321.5 |
8,321.5 |
8,321.5 |
8,304.0 |
| S1 |
8,213.0 |
8,213.0 |
8,266.0 |
8,178.0 |
| S2 |
8,143.5 |
8,143.5 |
8,250.0 |
|
| S3 |
7,965.5 |
8,035.0 |
8,233.5 |
|
| S4 |
7,787.5 |
7,857.0 |
8,184.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,383.5 |
8,252.0 |
131.5 |
1.6% |
83.5 |
1.0% |
63% |
True |
False |
87,758 |
| 10 |
8,430.0 |
8,252.0 |
178.0 |
2.1% |
78.0 |
0.9% |
47% |
False |
False |
121,626 |
| 20 |
8,491.0 |
8,236.0 |
255.0 |
3.1% |
75.0 |
0.9% |
39% |
False |
False |
63,167 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
63.5 |
0.8% |
70% |
False |
False |
31,592 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
57.0 |
0.7% |
70% |
False |
False |
21,064 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
49.5 |
0.6% |
70% |
False |
False |
15,800 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
39.5 |
0.5% |
64% |
False |
False |
12,641 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
33.0 |
0.4% |
66% |
False |
False |
10,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,677.0 |
|
2.618 |
8,564.0 |
|
1.618 |
8,495.0 |
|
1.000 |
8,452.5 |
|
0.618 |
8,426.0 |
|
HIGH |
8,383.5 |
|
0.618 |
8,357.0 |
|
0.500 |
8,349.0 |
|
0.382 |
8,341.0 |
|
LOW |
8,314.5 |
|
0.618 |
8,272.0 |
|
1.000 |
8,245.5 |
|
1.618 |
8,203.0 |
|
2.618 |
8,134.0 |
|
4.250 |
8,021.0 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,349.0 |
8,334.5 |
| PP |
8,344.5 |
8,333.0 |
| S1 |
8,340.0 |
8,332.0 |
|