Trading Metrics calculated at close of trading on 16-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,419.50 |
19,498.00 |
78.50 |
0.4% |
18,400.00 |
High |
19,577.25 |
19,546.50 |
-30.75 |
-0.2% |
19,577.25 |
Low |
19,398.25 |
19,299.25 |
-99.00 |
-0.5% |
18,386.00 |
Close |
19,530.25 |
19,433.00 |
-97.25 |
-0.5% |
19,530.25 |
Range |
179.00 |
247.25 |
68.25 |
38.1% |
1,191.25 |
ATR |
411.24 |
399.52 |
-11.71 |
-2.8% |
0.00 |
Volume |
467,948 |
339,781 |
-128,167 |
-27.4% |
2,850,784 |
|
Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,168.00 |
20,047.75 |
19,569.00 |
|
R3 |
19,920.75 |
19,800.50 |
19,501.00 |
|
R2 |
19,673.50 |
19,673.50 |
19,478.25 |
|
R1 |
19,553.25 |
19,553.25 |
19,455.75 |
19,489.75 |
PP |
19,426.25 |
19,426.25 |
19,426.25 |
19,394.50 |
S1 |
19,306.00 |
19,306.00 |
19,410.25 |
19,242.50 |
S2 |
19,179.00 |
19,179.00 |
19,387.75 |
|
S3 |
18,931.75 |
19,058.75 |
19,365.00 |
|
S4 |
18,684.50 |
18,811.50 |
19,297.00 |
|
|
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 |
18,547.00 |
1,030.25 |
5.3% |
353.50 |
1.8% |
86% |
False |
False |
530,865 |
10 |
19,683.00 |
18,339.50 |
1,343.50 |
6.9% |
413.25 |
2.1% |
81% |
False |
False |
578,259 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.7% |
377.25 |
1.9% |
65% |
False |
False |
550,253 |
40 |
20,084.75 |
17,351.00 |
2,733.75 |
14.1% |
447.50 |
2.3% |
76% |
False |
False |
617,413 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
398.50 |
2.1% |
57% |
False |
False |
632,199 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
364.50 |
1.9% |
57% |
False |
False |
505,985 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
339.25 |
1.7% |
57% |
False |
False |
404,957 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.8% |
333.25 |
1.7% |
58% |
False |
False |
337,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,597.25 |
2.618 |
20,193.75 |
1.618 |
19,946.50 |
1.000 |
19,793.75 |
0.618 |
19,699.25 |
HIGH |
19,546.50 |
0.618 |
19,452.00 |
0.500 |
19,423.00 |
0.382 |
19,393.75 |
LOW |
19,299.25 |
0.618 |
19,146.50 |
1.000 |
19,052.00 |
1.618 |
18,899.25 |
2.618 |
18,652.00 |
4.250 |
18,248.50 |
|
|
Fisher Pivots for day following 16-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,429.50 |
19,415.75 |
PP |
19,426.25 |
19,398.50 |
S1 |
19,423.00 |
19,381.00 |
|