Trading Metrics calculated at close of trading on 18-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,876.0 |
4,892.0 |
16.0 |
0.3% |
4,780.0 |
High |
4,911.0 |
4,930.0 |
19.0 |
0.4% |
4,887.0 |
Low |
4,865.0 |
4,858.0 |
-7.0 |
-0.1% |
4,757.0 |
Close |
4,893.0 |
4,868.0 |
-25.0 |
-0.5% |
4,873.0 |
Range |
46.0 |
72.0 |
26.0 |
56.5% |
130.0 |
ATR |
61.9 |
62.6 |
0.7 |
1.2% |
0.0 |
Volume |
1,087,731 |
606,105 |
-481,626 |
-44.3% |
650,608 |
|
Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,101.3 |
5,056.7 |
4,907.6 |
|
R3 |
5,029.3 |
4,984.7 |
4,887.8 |
|
R2 |
4,957.3 |
4,957.3 |
4,881.2 |
|
R1 |
4,912.7 |
4,912.7 |
4,874.6 |
4,899.0 |
PP |
4,885.3 |
4,885.3 |
4,885.3 |
4,878.5 |
S1 |
4,840.7 |
4,840.7 |
4,861.4 |
4,827.0 |
S2 |
4,813.3 |
4,813.3 |
4,854.8 |
|
S3 |
4,741.3 |
4,768.7 |
4,848.2 |
|
S4 |
4,669.3 |
4,696.7 |
4,828.4 |
|
|
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 |
4,930.0 |
4,813.0 |
117.0 |
2.4% |
49.6 |
1.0% |
47% |
True |
False |
661,097 |
10 |
4,930.0 |
4,757.0 |
173.0 |
3.6% |
62.5 |
1.3% |
64% |
True |
False |
355,774 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
54.9 |
1.1% |
42% |
False |
False |
179,052 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.3% |
59.0 |
1.2% |
69% |
False |
False |
89,940 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
52.8 |
1.1% |
58% |
False |
False |
60,051 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
44.1 |
0.9% |
44% |
False |
False |
45,112 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
35.9 |
0.7% |
44% |
False |
False |
36,245 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
30.5 |
0.6% |
44% |
False |
False |
30,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,236.0 |
2.618 |
5,118.5 |
1.618 |
5,046.5 |
1.000 |
5,002.0 |
0.618 |
4,974.5 |
HIGH |
4,930.0 |
0.618 |
4,902.5 |
0.500 |
4,894.0 |
0.382 |
4,885.5 |
LOW |
4,858.0 |
0.618 |
4,813.5 |
1.000 |
4,786.0 |
1.618 |
4,741.5 |
2.618 |
4,669.5 |
4.250 |
4,552.0 |
|
|
Fisher Pivots for day following 18-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,894.0 |
4,890.0 |
PP |
4,885.3 |
4,882.7 |
S1 |
4,876.7 |
4,875.3 |
|