Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,882.0 |
4,876.0 |
-6.0 |
-0.1% |
4,780.0 |
High |
4,885.0 |
4,911.0 |
26.0 |
0.5% |
4,887.0 |
Low |
4,850.0 |
4,865.0 |
15.0 |
0.3% |
4,757.0 |
Close |
4,856.0 |
4,893.0 |
37.0 |
0.8% |
4,873.0 |
Range |
35.0 |
46.0 |
11.0 |
31.4% |
130.0 |
ATR |
62.5 |
61.9 |
-0.5 |
-0.9% |
0.0 |
Volume |
1,146,616 |
1,087,731 |
-58,885 |
-5.1% |
650,608 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,027.7 |
5,006.3 |
4,918.3 |
|
R3 |
4,981.7 |
4,960.3 |
4,905.7 |
|
R2 |
4,935.7 |
4,935.7 |
4,901.4 |
|
R1 |
4,914.3 |
4,914.3 |
4,897.2 |
4,925.0 |
PP |
4,889.7 |
4,889.7 |
4,889.7 |
4,895.0 |
S1 |
4,868.3 |
4,868.3 |
4,888.8 |
4,879.0 |
S2 |
4,843.7 |
4,843.7 |
4,884.6 |
|
S3 |
4,797.7 |
4,822.3 |
4,880.4 |
|
S4 |
4,751.7 |
4,776.3 |
4,867.7 |
|
|
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 |
4,911.0 |
4,767.0 |
144.0 |
2.9% |
52.4 |
1.1% |
88% |
True |
False |
559,664 |
10 |
4,925.0 |
4,757.0 |
168.0 |
3.4% |
60.7 |
1.2% |
81% |
False |
False |
295,988 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
54.0 |
1.1% |
51% |
False |
False |
148,765 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.2% |
58.0 |
1.2% |
74% |
False |
False |
74,788 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.0% |
52.2 |
1.1% |
62% |
False |
False |
49,949 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
43.4 |
0.9% |
47% |
False |
False |
37,536 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
35.1 |
0.7% |
47% |
False |
False |
30,184 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
29.9 |
0.6% |
47% |
False |
False |
25,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,106.5 |
2.618 |
5,031.4 |
1.618 |
4,985.4 |
1.000 |
4,957.0 |
0.618 |
4,939.4 |
HIGH |
4,911.0 |
0.618 |
4,893.4 |
0.500 |
4,888.0 |
0.382 |
4,882.6 |
LOW |
4,865.0 |
0.618 |
4,836.6 |
1.000 |
4,819.0 |
1.618 |
4,790.6 |
2.618 |
4,744.6 |
4.250 |
4,669.5 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,891.3 |
4,888.5 |
PP |
4,889.7 |
4,884.0 |
S1 |
4,888.0 |
4,879.5 |
|