Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,639.50 |
5,631.50 |
-8.00 |
-0.1% |
5,410.00 |
High |
5,696.25 |
5,737.50 |
41.25 |
0.7% |
5,641.50 |
Low |
5,613.75 |
5,631.50 |
17.75 |
0.3% |
5,405.25 |
Close |
5,620.75 |
5,717.75 |
97.00 |
1.7% |
5,629.75 |
Range |
82.50 |
106.00 |
23.50 |
28.5% |
236.25 |
ATR |
78.95 |
81.65 |
2.70 |
3.4% |
0.00 |
Volume |
605,651 |
461,433 |
-144,218 |
-23.8% |
8,879,216 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,013.50 |
5,971.75 |
5,776.00 |
|
R3 |
5,907.50 |
5,865.75 |
5,747.00 |
|
R2 |
5,801.50 |
5,801.50 |
5,737.25 |
|
R1 |
5,759.75 |
5,759.75 |
5,727.50 |
5,780.50 |
PP |
5,695.50 |
5,695.50 |
5,695.50 |
5,706.00 |
S1 |
5,653.75 |
5,653.75 |
5,708.00 |
5,674.50 |
S2 |
5,589.50 |
5,589.50 |
5,698.25 |
|
S3 |
5,483.50 |
5,547.75 |
5,688.50 |
|
S4 |
5,377.50 |
5,441.75 |
5,659.50 |
|
|
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 |
5,737.50 |
5,597.25 |
140.25 |
2.5% |
64.75 |
1.1% |
86% |
True |
False |
1,083,520 |
10 |
5,737.50 |
5,394.00 |
343.50 |
6.0% |
83.00 |
1.5% |
94% |
True |
False |
1,496,802 |
20 |
5,737.50 |
5,394.00 |
343.50 |
6.0% |
79.50 |
1.4% |
94% |
True |
False |
1,491,001 |
40 |
5,737.50 |
5,120.00 |
617.50 |
10.8% |
90.00 |
1.6% |
97% |
True |
False |
1,682,494 |
60 |
5,737.50 |
5,120.00 |
617.50 |
10.8% |
79.50 |
1.4% |
97% |
True |
False |
1,640,289 |
80 |
5,737.50 |
5,120.00 |
617.50 |
10.8% |
72.50 |
1.3% |
97% |
True |
False |
1,373,169 |
100 |
5,737.50 |
5,092.00 |
645.50 |
11.3% |
68.00 |
1.2% |
97% |
True |
False |
1,099,238 |
120 |
5,737.50 |
5,019.75 |
717.75 |
12.6% |
68.75 |
1.2% |
97% |
True |
False |
916,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,188.00 |
2.618 |
6,015.00 |
1.618 |
5,909.00 |
1.000 |
5,843.50 |
0.618 |
5,803.00 |
HIGH |
5,737.50 |
0.618 |
5,697.00 |
0.500 |
5,684.50 |
0.382 |
5,672.00 |
LOW |
5,631.50 |
0.618 |
5,566.00 |
1.000 |
5,525.50 |
1.618 |
5,460.00 |
2.618 |
5,354.00 |
4.250 |
5,181.00 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,706.75 |
5,703.75 |
PP |
5,695.50 |
5,689.75 |
S1 |
5,684.50 |
5,675.50 |
|