Trading Metrics calculated at close of trading on 18-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,426.50 |
19,451.00 |
24.50 |
0.1% |
18,400.00 |
High |
19,615.50 |
19,660.50 |
45.00 |
0.2% |
19,577.25 |
Low |
19,341.00 |
19,331.00 |
-10.00 |
-0.1% |
18,386.00 |
Close |
19,439.25 |
19,349.25 |
-90.00 |
-0.5% |
19,530.25 |
Range |
274.50 |
329.50 |
55.00 |
20.0% |
1,191.25 |
ATR |
390.59 |
386.23 |
-4.36 |
-1.1% |
0.00 |
Volume |
254,059 |
138,848 |
-115,211 |
-45.3% |
2,850,784 |
|
Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,435.50 |
20,221.75 |
19,530.50 |
|
R3 |
20,106.00 |
19,892.25 |
19,439.75 |
|
R2 |
19,776.50 |
19,776.50 |
19,409.75 |
|
R1 |
19,562.75 |
19,562.75 |
19,379.50 |
19,505.00 |
PP |
19,447.00 |
19,447.00 |
19,447.00 |
19,418.00 |
S1 |
19,233.25 |
19,233.25 |
19,319.00 |
19,175.50 |
S2 |
19,117.50 |
19,117.50 |
19,288.75 |
|
S3 |
18,788.00 |
18,903.75 |
19,258.75 |
|
S4 |
18,458.50 |
18,574.25 |
19,168.00 |
|
|
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 |
19,660.50 |
19,185.00 |
475.50 |
2.5% |
265.75 |
1.4% |
35% |
True |
False |
356,333 |
10 |
19,660.50 |
18,339.50 |
1,321.00 |
6.8% |
367.50 |
1.9% |
76% |
True |
False |
489,494 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.7% |
380.75 |
2.0% |
60% |
False |
False |
524,162 |
40 |
20,025.25 |
17,351.00 |
2,674.25 |
13.8% |
449.00 |
2.3% |
75% |
False |
False |
595,740 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.8% |
400.50 |
2.1% |
55% |
False |
False |
617,501 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.8% |
364.75 |
1.9% |
55% |
False |
False |
510,849 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.8% |
336.75 |
1.7% |
55% |
False |
False |
408,869 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.9% |
335.25 |
1.7% |
55% |
False |
False |
340,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,061.00 |
2.618 |
20,523.25 |
1.618 |
20,193.75 |
1.000 |
19,990.00 |
0.618 |
19,864.25 |
HIGH |
19,660.50 |
0.618 |
19,534.75 |
0.500 |
19,495.75 |
0.382 |
19,456.75 |
LOW |
19,331.00 |
0.618 |
19,127.25 |
1.000 |
19,001.50 |
1.618 |
18,797.75 |
2.618 |
18,468.25 |
4.250 |
17,930.50 |
|
|
Fisher Pivots for day following 18-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,495.75 |
19,480.00 |
PP |
19,447.00 |
19,436.25 |
S1 |
19,398.00 |
19,392.75 |
|