| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
60,245.93 |
63,065.91 |
2,819.98 |
4.7% |
59,919.42 |
| High |
63,854.10 |
64,073.12 |
219.02 |
0.3% |
64,073.12 |
| Low |
60,237.02 |
62,422.48 |
2,185.46 |
3.6% |
57,555.60 |
| Close |
63,070.97 |
62,849.01 |
-221.96 |
-0.4% |
62,849.01 |
| Range |
3,617.08 |
1,650.64 |
-1,966.44 |
-54.4% |
6,517.52 |
| ATR |
2,775.40 |
2,695.06 |
-80.34 |
-2.9% |
0.00 |
| Volume |
11,092 |
7,226 |
-3,866 |
-34.9% |
36,411 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68,066.79 |
67,108.54 |
63,756.86 |
|
| R3 |
66,416.15 |
65,457.90 |
63,302.94 |
|
| R2 |
64,765.51 |
64,765.51 |
63,151.63 |
|
| R1 |
63,807.26 |
63,807.26 |
63,000.32 |
63,461.07 |
| PP |
63,114.87 |
63,114.87 |
63,114.87 |
62,941.77 |
| S1 |
62,156.62 |
62,156.62 |
62,697.70 |
61,810.43 |
| S2 |
61,464.23 |
61,464.23 |
62,546.39 |
|
| S3 |
59,813.59 |
60,505.98 |
62,395.08 |
|
| S4 |
58,162.95 |
58,855.34 |
61,941.16 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81,045.14 |
78,464.59 |
66,433.65 |
|
| R3 |
74,527.62 |
71,947.07 |
64,641.33 |
|
| R2 |
68,010.10 |
68,010.10 |
64,043.89 |
|
| R1 |
65,429.55 |
65,429.55 |
63,446.45 |
66,719.83 |
| PP |
61,492.58 |
61,492.58 |
61,492.58 |
62,137.71 |
| S1 |
58,912.03 |
58,912.03 |
62,251.57 |
60,202.31 |
| S2 |
54,975.06 |
54,975.06 |
61,654.13 |
|
| S3 |
48,457.54 |
52,394.51 |
61,056.69 |
|
| S4 |
41,940.02 |
45,876.99 |
59,264.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64,073.12 |
57,555.60 |
6,517.52 |
10.4% |
2,776.62 |
4.4% |
81% |
True |
False |
7,282 |
| 10 |
64,073.12 |
52,781.77 |
11,291.35 |
18.0% |
2,545.03 |
4.0% |
89% |
True |
False |
8,616 |
| 20 |
64,936.25 |
52,781.77 |
12,154.48 |
19.3% |
2,588.83 |
4.1% |
83% |
False |
False |
12,527 |
| 40 |
69,898.02 |
49,784.02 |
20,114.00 |
32.0% |
3,005.17 |
4.8% |
65% |
False |
False |
15,360 |
| 60 |
69,898.02 |
49,784.02 |
20,114.00 |
32.0% |
2,890.97 |
4.6% |
65% |
False |
False |
15,930 |
| 80 |
71,924.09 |
49,784.02 |
22,140.07 |
35.2% |
2,760.03 |
4.4% |
59% |
False |
False |
15,741 |
| 100 |
71,924.09 |
49,784.02 |
22,140.07 |
35.2% |
2,774.49 |
4.4% |
59% |
False |
False |
16,630 |
| 120 |
72,666.20 |
49,784.02 |
22,882.18 |
36.4% |
2,869.29 |
4.6% |
57% |
False |
False |
17,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71,088.34 |
|
2.618 |
68,394.50 |
|
1.618 |
66,743.86 |
|
1.000 |
65,723.76 |
|
0.618 |
65,093.22 |
|
HIGH |
64,073.12 |
|
0.618 |
63,442.58 |
|
0.500 |
63,247.80 |
|
0.382 |
63,053.02 |
|
LOW |
62,422.48 |
|
0.618 |
61,402.38 |
|
1.000 |
60,771.84 |
|
1.618 |
59,751.74 |
|
2.618 |
58,101.10 |
|
4.250 |
55,407.26 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
63,247.80 |
62,455.14 |
| PP |
63,114.87 |
62,061.27 |
| S1 |
62,981.94 |
61,667.41 |
|