Trading Metrics calculated at close of trading on 16-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,862.0 |
4,882.0 |
20.0 |
0.4% |
4,780.0 |
High |
4,887.0 |
4,885.0 |
-2.0 |
0.0% |
4,887.0 |
Low |
4,848.0 |
4,850.0 |
2.0 |
0.0% |
4,757.0 |
Close |
4,873.0 |
4,856.0 |
-17.0 |
-0.3% |
4,873.0 |
Range |
39.0 |
35.0 |
-4.0 |
-10.3% |
130.0 |
ATR |
64.6 |
62.5 |
-2.1 |
-3.3% |
0.0 |
Volume |
332,026 |
1,146,616 |
814,590 |
245.3% |
650,608 |
|
Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,968.7 |
4,947.3 |
4,875.3 |
|
R3 |
4,933.7 |
4,912.3 |
4,865.6 |
|
R2 |
4,898.7 |
4,898.7 |
4,862.4 |
|
R1 |
4,877.3 |
4,877.3 |
4,859.2 |
4,870.5 |
PP |
4,863.7 |
4,863.7 |
4,863.7 |
4,860.3 |
S1 |
4,842.3 |
4,842.3 |
4,852.8 |
4,835.5 |
S2 |
4,828.7 |
4,828.7 |
4,849.6 |
|
S3 |
4,793.7 |
4,807.3 |
4,846.4 |
|
S4 |
4,758.7 |
4,772.3 |
4,836.8 |
|
|
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% |
59.2 |
1.2% |
76% |
False |
False |
350,526 |
10 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
66.3 |
1.4% |
37% |
False |
False |
187,963 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
53.9 |
1.1% |
37% |
False |
False |
94,388 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.3% |
58.6 |
1.2% |
66% |
False |
False |
47,645 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
52.0 |
1.1% |
56% |
False |
False |
31,823 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
42.8 |
0.9% |
42% |
False |
False |
23,939 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
34.7 |
0.7% |
42% |
False |
False |
19,306 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
29.5 |
0.6% |
42% |
False |
False |
16,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,033.8 |
2.618 |
4,976.6 |
1.618 |
4,941.6 |
1.000 |
4,920.0 |
0.618 |
4,906.6 |
HIGH |
4,885.0 |
0.618 |
4,871.6 |
0.500 |
4,867.5 |
0.382 |
4,863.4 |
LOW |
4,850.0 |
0.618 |
4,828.4 |
1.000 |
4,815.0 |
1.618 |
4,793.4 |
2.618 |
4,758.4 |
4.250 |
4,701.3 |
|
|
Fisher Pivots for day following 16-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,867.5 |
4,854.0 |
PP |
4,863.7 |
4,852.0 |
S1 |
4,859.8 |
4,850.0 |
|