Trading Metrics calculated at close of trading on 13-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,241.50 |
19,419.50 |
178.00 |
0.9% |
18,400.00 |
High |
19,483.50 |
19,577.25 |
93.75 |
0.5% |
19,577.25 |
Low |
19,185.00 |
19,398.25 |
213.25 |
1.1% |
18,386.00 |
Close |
19,447.25 |
19,530.25 |
83.00 |
0.4% |
19,530.25 |
Range |
298.50 |
179.00 |
-119.50 |
-40.0% |
1,191.25 |
ATR |
429.10 |
411.24 |
-17.86 |
-4.2% |
0.00 |
Volume |
581,032 |
467,948 |
-113,084 |
-19.5% |
2,850,784 |
|
Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,039.00 |
19,963.50 |
19,628.75 |
|
R3 |
19,860.00 |
19,784.50 |
19,579.50 |
|
R2 |
19,681.00 |
19,681.00 |
19,563.00 |
|
R1 |
19,605.50 |
19,605.50 |
19,546.75 |
19,643.25 |
PP |
19,502.00 |
19,502.00 |
19,502.00 |
19,520.75 |
S1 |
19,426.50 |
19,426.50 |
19,513.75 |
19,464.25 |
S2 |
19,323.00 |
19,323.00 |
19,497.50 |
|
S3 |
19,144.00 |
19,247.50 |
19,481.00 |
|
S4 |
18,965.00 |
19,068.50 |
19,431.75 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,738.25 |
22,325.50 |
20,185.50 |
|
R3 |
21,547.00 |
21,134.25 |
19,857.75 |
|
R2 |
20,355.75 |
20,355.75 |
19,748.75 |
|
R1 |
19,943.00 |
19,943.00 |
19,639.50 |
20,149.50 |
PP |
19,164.50 |
19,164.50 |
19,164.50 |
19,267.75 |
S1 |
18,751.75 |
18,751.75 |
19,421.00 |
18,958.00 |
S2 |
17,973.25 |
17,973.25 |
19,311.75 |
|
S3 |
16,782.00 |
17,560.50 |
19,202.75 |
|
S4 |
15,590.75 |
16,369.25 |
18,875.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,577.25 |
18,386.00 |
1,191.25 |
6.1% |
373.75 |
1.9% |
96% |
True |
False |
570,156 |
10 |
19,683.00 |
18,339.50 |
1,343.50 |
6.9% |
414.75 |
2.1% |
89% |
False |
False |
593,842 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.6% |
376.75 |
1.9% |
71% |
False |
False |
556,211 |
40 |
20,084.75 |
17,351.00 |
2,733.75 |
14.0% |
449.50 |
2.3% |
80% |
False |
False |
628,272 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.6% |
401.25 |
2.1% |
60% |
False |
False |
641,489 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.6% |
363.25 |
1.9% |
60% |
False |
False |
501,751 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.6% |
340.50 |
1.7% |
60% |
False |
False |
401,566 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.7% |
332.50 |
1.7% |
60% |
False |
False |
334,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,338.00 |
2.618 |
20,045.75 |
1.618 |
19,866.75 |
1.000 |
19,756.25 |
0.618 |
19,687.75 |
HIGH |
19,577.25 |
0.618 |
19,508.75 |
0.500 |
19,487.75 |
0.382 |
19,466.75 |
LOW |
19,398.25 |
0.618 |
19,287.75 |
1.000 |
19,219.25 |
1.618 |
19,108.75 |
2.618 |
18,929.75 |
4.250 |
18,637.50 |
|
|
Fisher Pivots for day following 13-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,516.00 |
19,374.25 |
PP |
19,502.00 |
19,218.25 |
S1 |
19,487.75 |
19,062.00 |
|