Trading Metrics calculated at close of trading on 12-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,837.75 |
19,241.50 |
403.75 |
2.1% |
19,599.00 |
High |
19,293.50 |
19,483.50 |
190.00 |
1.0% |
19,683.00 |
Low |
18,547.00 |
19,185.00 |
638.00 |
3.4% |
18,339.50 |
Close |
19,271.00 |
19,447.25 |
176.25 |
0.9% |
18,458.25 |
Range |
746.50 |
298.50 |
-448.00 |
-60.0% |
1,343.50 |
ATR |
439.15 |
429.10 |
-10.05 |
-2.3% |
0.00 |
Volume |
729,344 |
581,032 |
-148,312 |
-20.3% |
2,592,033 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,267.50 |
20,155.75 |
19,611.50 |
|
R3 |
19,969.00 |
19,857.25 |
19,529.25 |
|
R2 |
19,670.50 |
19,670.50 |
19,502.00 |
|
R1 |
19,558.75 |
19,558.75 |
19,474.50 |
19,614.50 |
PP |
19,372.00 |
19,372.00 |
19,372.00 |
19,399.75 |
S1 |
19,260.25 |
19,260.25 |
19,420.00 |
19,316.00 |
S2 |
19,073.50 |
19,073.50 |
19,392.50 |
|
S3 |
18,775.00 |
18,961.75 |
19,365.25 |
|
S4 |
18,476.50 |
18,663.25 |
19,283.00 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,857.50 |
22,001.25 |
19,197.25 |
|
R3 |
21,514.00 |
20,657.75 |
18,827.75 |
|
R2 |
20,170.50 |
20,170.50 |
18,704.50 |
|
R1 |
19,314.25 |
19,314.25 |
18,581.50 |
19,070.50 |
PP |
18,827.00 |
18,827.00 |
18,827.00 |
18,705.00 |
S1 |
17,970.75 |
17,970.75 |
18,335.00 |
17,727.00 |
S2 |
17,483.50 |
17,483.50 |
18,212.00 |
|
S3 |
16,140.00 |
16,627.25 |
18,088.75 |
|
S4 |
14,796.50 |
15,283.75 |
17,719.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,483.50 |
18,339.50 |
1,144.00 |
5.9% |
464.50 |
2.4% |
97% |
True |
False |
621,837 |
10 |
19,693.50 |
18,339.50 |
1,354.00 |
7.0% |
452.25 |
2.3% |
82% |
False |
False |
614,018 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.7% |
393.00 |
2.0% |
66% |
False |
False |
558,929 |
40 |
20,162.50 |
17,351.00 |
2,811.50 |
14.5% |
455.00 |
2.3% |
75% |
False |
False |
640,680 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
400.50 |
2.1% |
58% |
False |
False |
643,338 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
362.75 |
1.9% |
58% |
False |
False |
495,914 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
341.75 |
1.8% |
58% |
False |
False |
396,899 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.8% |
332.25 |
1.7% |
58% |
False |
False |
330,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,752.00 |
2.618 |
20,265.00 |
1.618 |
19,966.50 |
1.000 |
19,782.00 |
0.618 |
19,668.00 |
HIGH |
19,483.50 |
0.618 |
19,369.50 |
0.500 |
19,334.25 |
0.382 |
19,299.00 |
LOW |
19,185.00 |
0.618 |
19,000.50 |
1.000 |
18,886.50 |
1.618 |
18,702.00 |
2.618 |
18,403.50 |
4.250 |
17,916.50 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,409.50 |
19,303.25 |
PP |
19,372.00 |
19,159.25 |
S1 |
19,334.25 |
19,015.25 |
|