Trading Metrics calculated at close of trading on 23-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
63,065.91 |
62,836.45 |
-229.46 |
-0.4% |
59,919.42 |
High |
64,073.12 |
64,699.43 |
626.31 |
1.0% |
64,073.12 |
Low |
62,422.48 |
62,448.16 |
25.68 |
0.0% |
57,555.60 |
Close |
62,849.01 |
63,381.77 |
532.76 |
0.8% |
62,849.01 |
Range |
1,650.64 |
2,251.27 |
600.63 |
36.4% |
6,517.52 |
ATR |
2,695.06 |
2,663.36 |
-31.70 |
-1.2% |
0.00 |
Volume |
7,226 |
70 |
-7,156 |
-99.0% |
36,411 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70,263.60 |
69,073.95 |
64,619.97 |
|
R3 |
68,012.33 |
66,822.68 |
64,000.87 |
|
R2 |
65,761.06 |
65,761.06 |
63,794.50 |
|
R1 |
64,571.41 |
64,571.41 |
63,588.14 |
65,166.24 |
PP |
63,509.79 |
63,509.79 |
63,509.79 |
63,807.20 |
S1 |
62,320.14 |
62,320.14 |
63,175.40 |
62,914.97 |
S2 |
61,258.52 |
61,258.52 |
62,969.04 |
|
S3 |
59,007.25 |
60,068.87 |
62,762.67 |
|
S4 |
56,755.98 |
57,817.60 |
62,143.57 |
|
|
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 |
64,699.43 |
57,646.74 |
7,052.69 |
11.1% |
2,603.46 |
4.1% |
81% |
True |
False |
7,282 |
10 |
64,699.43 |
55,635.37 |
9,064.06 |
14.3% |
2,335.69 |
3.7% |
85% |
True |
False |
8,602 |
20 |
64,936.25 |
52,781.77 |
12,154.48 |
19.2% |
2,531.50 |
4.0% |
87% |
False |
False |
11,253 |
40 |
69,898.02 |
49,784.02 |
20,114.00 |
31.7% |
2,986.93 |
4.7% |
68% |
False |
False |
14,906 |
60 |
69,898.02 |
49,784.02 |
20,114.00 |
31.7% |
2,901.13 |
4.6% |
68% |
False |
False |
15,639 |
80 |
71,924.09 |
49,784.02 |
22,140.07 |
34.9% |
2,767.17 |
4.4% |
61% |
False |
False |
15,546 |
100 |
71,924.09 |
49,784.02 |
22,140.07 |
34.9% |
2,746.93 |
4.3% |
61% |
False |
False |
16,281 |
120 |
72,666.20 |
49,784.02 |
22,882.18 |
36.1% |
2,844.44 |
4.5% |
59% |
False |
False |
17,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74,267.33 |
2.618 |
70,593.25 |
1.618 |
68,341.98 |
1.000 |
66,950.70 |
0.618 |
66,090.71 |
HIGH |
64,699.43 |
0.618 |
63,839.44 |
0.500 |
63,573.80 |
0.382 |
63,308.15 |
LOW |
62,448.16 |
0.618 |
61,056.88 |
1.000 |
60,196.89 |
1.618 |
58,805.61 |
2.618 |
56,554.34 |
4.250 |
52,880.26 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
63,573.80 |
63,077.26 |
PP |
63,509.79 |
62,772.74 |
S1 |
63,445.78 |
62,468.23 |
|