Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,420.50 |
19,831.25 |
410.75 |
2.1% |
19,498.00 |
High |
19,966.75 |
19,838.25 |
-128.50 |
-0.6% |
19,966.75 |
Low |
19,406.50 |
19,746.50 |
340.00 |
1.8% |
19,299.25 |
Close |
19,850.25 |
19,808.01 |
-42.24 |
-0.2% |
19,808.01 |
Range |
560.25 |
91.75 |
-468.50 |
-83.6% |
667.50 |
ATR |
402.75 |
381.39 |
-21.36 |
-5.3% |
0.00 |
Volume |
134,917 |
4,958 |
-129,959 |
-96.3% |
872,563 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,072.75 |
20,032.25 |
19,858.50 |
|
R3 |
19,981.00 |
19,940.50 |
19,833.25 |
|
R2 |
19,889.25 |
19,889.25 |
19,824.75 |
|
R1 |
19,848.75 |
19,848.75 |
19,816.50 |
19,823.25 |
PP |
19,797.50 |
19,797.50 |
19,797.50 |
19,784.75 |
S1 |
19,757.00 |
19,757.00 |
19,799.50 |
19,731.50 |
S2 |
19,705.75 |
19,705.75 |
19,791.25 |
|
S3 |
19,614.00 |
19,665.25 |
19,782.75 |
|
S4 |
19,522.25 |
19,573.50 |
19,757.50 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,693.75 |
21,418.50 |
20,175.25 |
|
R3 |
21,026.25 |
20,751.00 |
19,991.50 |
|
R2 |
20,358.75 |
20,358.75 |
19,930.50 |
|
R1 |
20,083.50 |
20,083.50 |
19,869.25 |
20,221.25 |
PP |
19,691.25 |
19,691.25 |
19,691.25 |
19,760.25 |
S1 |
19,416.00 |
19,416.00 |
19,746.75 |
19,553.75 |
S2 |
19,023.75 |
19,023.75 |
19,685.75 |
|
S3 |
18,356.25 |
18,748.50 |
19,624.50 |
|
S4 |
17,688.75 |
18,081.00 |
19,441.00 |
|
|
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% |
300.75 |
1.5% |
76% |
False |
False |
174,512 |
10 |
19,966.75 |
18,386.00 |
1,580.75 |
8.0% |
337.25 |
1.7% |
90% |
False |
False |
372,334 |
20 |
19,966.75 |
18,339.50 |
1,627.25 |
8.2% |
378.75 |
1.9% |
90% |
False |
False |
475,692 |
40 |
20,025.25 |
17,351.00 |
2,674.25 |
13.5% |
434.75 |
2.2% |
92% |
False |
False |
553,266 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
404.50 |
2.0% |
68% |
False |
False |
600,421 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
367.75 |
1.9% |
68% |
False |
False |
512,559 |
100 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
339.50 |
1.7% |
68% |
False |
False |
410,256 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.4% |
338.25 |
1.7% |
68% |
False |
False |
342,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,228.25 |
2.618 |
20,078.50 |
1.618 |
19,986.75 |
1.000 |
19,930.00 |
0.618 |
19,895.00 |
HIGH |
19,838.25 |
0.618 |
19,803.25 |
0.500 |
19,792.50 |
0.382 |
19,781.50 |
LOW |
19,746.50 |
0.618 |
19,689.75 |
1.000 |
19,654.75 |
1.618 |
19,598.00 |
2.618 |
19,506.25 |
4.250 |
19,356.50 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,802.75 |
19,755.00 |
PP |
19,797.50 |
19,702.00 |
S1 |
19,792.50 |
19,649.00 |
|