Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,451.00 |
19,420.50 |
-30.50 |
-0.2% |
18,400.00 |
High |
19,660.50 |
19,966.75 |
306.25 |
1.6% |
19,577.25 |
Low |
19,331.00 |
19,406.50 |
75.50 |
0.4% |
18,386.00 |
Close |
19,349.25 |
19,850.25 |
501.00 |
2.6% |
19,530.25 |
Range |
329.50 |
560.25 |
230.75 |
70.0% |
1,191.25 |
ATR |
386.23 |
402.75 |
16.52 |
4.3% |
0.00 |
Volume |
138,848 |
134,917 |
-3,931 |
-2.8% |
2,850,784 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,422.00 |
21,196.25 |
20,158.50 |
|
R3 |
20,861.75 |
20,636.00 |
20,004.25 |
|
R2 |
20,301.50 |
20,301.50 |
19,953.00 |
|
R1 |
20,075.75 |
20,075.75 |
19,901.50 |
20,188.50 |
PP |
19,741.25 |
19,741.25 |
19,741.25 |
19,797.50 |
S1 |
19,515.50 |
19,515.50 |
19,799.00 |
19,628.50 |
S2 |
19,181.00 |
19,181.00 |
19,747.50 |
|
S3 |
18,620.75 |
18,955.25 |
19,696.25 |
|
S4 |
18,060.50 |
18,395.00 |
19,542.00 |
|
|
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 |
19,966.75 |
19,299.25 |
667.50 |
3.4% |
318.00 |
1.6% |
83% |
True |
False |
267,110 |
10 |
19,966.75 |
18,339.50 |
1,627.25 |
8.2% |
391.25 |
2.0% |
93% |
True |
False |
444,473 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.5% |
398.25 |
2.0% |
90% |
False |
False |
506,954 |
40 |
20,025.25 |
17,351.00 |
2,674.25 |
13.5% |
445.00 |
2.2% |
93% |
False |
False |
577,943 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
405.75 |
2.0% |
69% |
False |
False |
610,175 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
368.75 |
1.9% |
69% |
False |
False |
512,515 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
340.25 |
1.7% |
69% |
False |
False |
410,210 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.4% |
339.00 |
1.7% |
69% |
False |
False |
342,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,347.75 |
2.618 |
21,433.50 |
1.618 |
20,873.25 |
1.000 |
20,527.00 |
0.618 |
20,313.00 |
HIGH |
19,966.75 |
0.618 |
19,752.75 |
0.500 |
19,686.50 |
0.382 |
19,620.50 |
LOW |
19,406.50 |
0.618 |
19,060.25 |
1.000 |
18,846.25 |
1.618 |
18,500.00 |
2.618 |
17,939.75 |
4.250 |
17,025.50 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,795.75 |
19,783.00 |
PP |
19,741.25 |
19,716.00 |
S1 |
19,686.50 |
19,649.00 |
|