Trading Metrics calculated at close of trading on 18-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,633.25 |
5,639.50 |
6.25 |
0.1% |
5,410.00 |
High |
5,675.50 |
5,696.25 |
20.75 |
0.4% |
5,641.50 |
Low |
5,617.00 |
5,613.75 |
-3.25 |
-0.1% |
5,405.25 |
Close |
5,639.00 |
5,620.75 |
-18.25 |
-0.3% |
5,629.75 |
Range |
58.50 |
82.50 |
24.00 |
41.0% |
236.25 |
ATR |
78.67 |
78.95 |
0.27 |
0.3% |
0.00 |
Volume |
1,056,184 |
605,651 |
-450,533 |
-42.7% |
8,879,216 |
|
Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,891.00 |
5,838.50 |
5,666.00 |
|
R3 |
5,808.50 |
5,756.00 |
5,643.50 |
|
R2 |
5,726.00 |
5,726.00 |
5,636.00 |
|
R1 |
5,673.50 |
5,673.50 |
5,628.25 |
5,658.50 |
PP |
5,643.50 |
5,643.50 |
5,643.50 |
5,636.00 |
S1 |
5,591.00 |
5,591.00 |
5,613.25 |
5,576.00 |
S2 |
5,561.00 |
5,561.00 |
5,605.50 |
|
S3 |
5,478.50 |
5,508.50 |
5,598.00 |
|
S4 |
5,396.00 |
5,426.00 |
5,575.50 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,267.50 |
6,185.00 |
5,759.75 |
|
R3 |
6,031.25 |
5,948.75 |
5,694.75 |
|
R2 |
5,795.00 |
5,795.00 |
5,673.00 |
|
R1 |
5,712.50 |
5,712.50 |
5,651.50 |
5,753.75 |
PP |
5,558.75 |
5,558.75 |
5,558.75 |
5,579.50 |
S1 |
5,476.25 |
5,476.25 |
5,608.00 |
5,517.50 |
S2 |
5,322.50 |
5,322.50 |
5,586.50 |
|
S3 |
5,086.25 |
5,240.00 |
5,564.75 |
|
S4 |
4,850.00 |
5,003.75 |
5,499.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,696.25 |
5,540.25 |
156.00 |
2.8% |
56.75 |
1.0% |
52% |
True |
False |
1,336,520 |
10 |
5,696.25 |
5,394.00 |
302.25 |
5.4% |
79.00 |
1.4% |
75% |
True |
False |
1,624,380 |
20 |
5,696.25 |
5,394.00 |
302.25 |
5.4% |
76.25 |
1.4% |
75% |
True |
False |
1,522,270 |
40 |
5,696.25 |
5,120.00 |
576.25 |
10.3% |
90.25 |
1.6% |
87% |
True |
False |
1,725,426 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
78.25 |
1.4% |
83% |
False |
False |
1,651,618 |
80 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
71.50 |
1.3% |
83% |
False |
False |
1,367,501 |
100 |
5,721.25 |
5,092.00 |
629.25 |
11.2% |
67.25 |
1.2% |
84% |
False |
False |
1,094,652 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
68.00 |
1.2% |
86% |
False |
False |
912,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,047.00 |
2.618 |
5,912.25 |
1.618 |
5,829.75 |
1.000 |
5,778.75 |
0.618 |
5,747.25 |
HIGH |
5,696.25 |
0.618 |
5,664.75 |
0.500 |
5,655.00 |
0.382 |
5,645.25 |
LOW |
5,613.75 |
0.618 |
5,562.75 |
1.000 |
5,531.25 |
1.618 |
5,480.25 |
2.618 |
5,397.75 |
4.250 |
5,263.00 |
|
|
Fisher Pivots for day following 18-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,655.00 |
5,652.75 |
PP |
5,643.50 |
5,642.00 |
S1 |
5,632.25 |
5,631.50 |
|