Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,498.00 |
19,426.50 |
-71.50 |
-0.4% |
18,400.00 |
High |
19,546.50 |
19,615.50 |
69.00 |
0.4% |
19,577.25 |
Low |
19,299.25 |
19,341.00 |
41.75 |
0.2% |
18,386.00 |
Close |
19,433.00 |
19,439.25 |
6.25 |
0.0% |
19,530.25 |
Range |
247.25 |
274.50 |
27.25 |
11.0% |
1,191.25 |
ATR |
399.52 |
390.59 |
-8.93 |
-2.2% |
0.00 |
Volume |
339,781 |
254,059 |
-85,722 |
-25.2% |
2,850,784 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,288.75 |
20,138.50 |
19,590.25 |
|
R3 |
20,014.25 |
19,864.00 |
19,514.75 |
|
R2 |
19,739.75 |
19,739.75 |
19,489.50 |
|
R1 |
19,589.50 |
19,589.50 |
19,464.50 |
19,664.50 |
PP |
19,465.25 |
19,465.25 |
19,465.25 |
19,502.75 |
S1 |
19,315.00 |
19,315.00 |
19,414.00 |
19,390.00 |
S2 |
19,190.75 |
19,190.75 |
19,389.00 |
|
S3 |
18,916.25 |
19,040.50 |
19,363.75 |
|
S4 |
18,641.75 |
18,766.00 |
19,288.25 |
|
|
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 |
19,615.50 |
18,547.00 |
1,068.50 |
5.5% |
349.25 |
1.8% |
84% |
True |
False |
474,432 |
10 |
19,615.50 |
18,339.50 |
1,276.00 |
6.6% |
363.50 |
1.9% |
86% |
True |
False |
533,821 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.7% |
373.75 |
1.9% |
65% |
False |
False |
541,491 |
40 |
20,084.75 |
17,351.00 |
2,733.75 |
14.1% |
446.25 |
2.3% |
76% |
False |
False |
607,319 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
400.25 |
2.1% |
57% |
False |
False |
626,586 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
365.50 |
1.9% |
57% |
False |
False |
509,141 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
338.75 |
1.7% |
57% |
False |
False |
407,489 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.8% |
334.00 |
1.7% |
58% |
False |
False |
339,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,782.00 |
2.618 |
20,334.25 |
1.618 |
20,059.75 |
1.000 |
19,890.00 |
0.618 |
19,785.25 |
HIGH |
19,615.50 |
0.618 |
19,510.75 |
0.500 |
19,478.25 |
0.382 |
19,445.75 |
LOW |
19,341.00 |
0.618 |
19,171.25 |
1.000 |
19,066.50 |
1.618 |
18,896.75 |
2.618 |
18,622.25 |
4.250 |
18,174.50 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,478.25 |
19,457.50 |
PP |
19,465.25 |
19,451.25 |
S1 |
19,452.25 |
19,445.25 |
|