Trading Metrics calculated at close of trading on 13-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,852.0 |
4,862.0 |
10.0 |
0.2% |
4,780.0 |
High |
4,869.0 |
4,887.0 |
18.0 |
0.4% |
4,887.0 |
Low |
4,813.0 |
4,848.0 |
35.0 |
0.7% |
4,757.0 |
Close |
4,840.0 |
4,873.0 |
33.0 |
0.7% |
4,873.0 |
Range |
56.0 |
39.0 |
-17.0 |
-30.4% |
130.0 |
ATR |
65.9 |
64.6 |
-1.4 |
-2.1% |
0.0 |
Volume |
133,010 |
332,026 |
199,016 |
149.6% |
650,608 |
|
Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,986.3 |
4,968.7 |
4,894.5 |
|
R3 |
4,947.3 |
4,929.7 |
4,883.7 |
|
R2 |
4,908.3 |
4,908.3 |
4,880.2 |
|
R1 |
4,890.7 |
4,890.7 |
4,876.6 |
4,899.5 |
PP |
4,869.3 |
4,869.3 |
4,869.3 |
4,873.8 |
S1 |
4,851.7 |
4,851.7 |
4,869.4 |
4,860.5 |
S2 |
4,830.3 |
4,830.3 |
4,865.9 |
|
S3 |
4,791.3 |
4,812.7 |
4,862.3 |
|
S4 |
4,752.3 |
4,773.7 |
4,851.6 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,229.0 |
5,181.0 |
4,944.5 |
|
R3 |
5,099.0 |
5,051.0 |
4,908.8 |
|
R2 |
4,969.0 |
4,969.0 |
4,896.8 |
|
R1 |
4,921.0 |
4,921.0 |
4,884.9 |
4,945.0 |
PP |
4,839.0 |
4,839.0 |
4,839.0 |
4,851.0 |
S1 |
4,791.0 |
4,791.0 |
4,861.1 |
4,815.0 |
S2 |
4,709.0 |
4,709.0 |
4,849.2 |
|
S3 |
4,579.0 |
4,661.0 |
4,837.3 |
|
S4 |
4,449.0 |
4,531.0 |
4,801.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,887.0 |
4,757.0 |
130.0 |
2.7% |
63.2 |
1.3% |
89% |
True |
False |
130,121 |
10 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
66.1 |
1.4% |
43% |
False |
False |
73,496 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
53.7 |
1.1% |
43% |
False |
False |
37,084 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.2% |
59.0 |
1.2% |
70% |
False |
False |
18,980 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
51.9 |
1.1% |
59% |
False |
False |
12,755 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
42.9 |
0.9% |
45% |
False |
False |
9,606 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
34.3 |
0.7% |
45% |
False |
False |
7,848 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
29.2 |
0.6% |
45% |
False |
False |
6,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,052.8 |
2.618 |
4,989.1 |
1.618 |
4,950.1 |
1.000 |
4,926.0 |
0.618 |
4,911.1 |
HIGH |
4,887.0 |
0.618 |
4,872.1 |
0.500 |
4,867.5 |
0.382 |
4,862.9 |
LOW |
4,848.0 |
0.618 |
4,823.9 |
1.000 |
4,809.0 |
1.618 |
4,784.9 |
2.618 |
4,745.9 |
4.250 |
4,682.3 |
|
|
Fisher Pivots for day following 13-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,871.2 |
4,857.7 |
PP |
4,869.3 |
4,842.3 |
S1 |
4,867.5 |
4,827.0 |
|