Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,892.0 |
4,901.0 |
9.0 |
0.2% |
4,780.0 |
High |
4,930.0 |
4,985.0 |
55.0 |
1.1% |
4,887.0 |
Low |
4,858.0 |
4,889.0 |
31.0 |
0.6% |
4,757.0 |
Close |
4,868.0 |
4,969.0 |
101.0 |
2.1% |
4,873.0 |
Range |
72.0 |
96.0 |
24.0 |
33.3% |
130.0 |
ATR |
62.6 |
66.5 |
3.9 |
6.2% |
0.0 |
Volume |
606,105 |
826,424 |
220,319 |
36.3% |
650,608 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,235.7 |
5,198.3 |
5,021.8 |
|
R3 |
5,139.7 |
5,102.3 |
4,995.4 |
|
R2 |
5,043.7 |
5,043.7 |
4,986.6 |
|
R1 |
5,006.3 |
5,006.3 |
4,977.8 |
5,025.0 |
PP |
4,947.7 |
4,947.7 |
4,947.7 |
4,957.0 |
S1 |
4,910.3 |
4,910.3 |
4,960.2 |
4,929.0 |
S2 |
4,851.7 |
4,851.7 |
4,951.4 |
|
S3 |
4,755.7 |
4,814.3 |
4,942.6 |
|
S4 |
4,659.7 |
4,718.3 |
4,916.2 |
|
|
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 |
4,985.0 |
4,848.0 |
137.0 |
2.8% |
57.6 |
1.2% |
88% |
True |
False |
799,780 |
10 |
4,985.0 |
4,757.0 |
228.0 |
4.6% |
67.3 |
1.4% |
93% |
True |
False |
436,637 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.4% |
58.0 |
1.2% |
79% |
False |
False |
220,368 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.0% |
60.2 |
1.2% |
89% |
False |
False |
110,600 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
53.3 |
1.1% |
75% |
False |
False |
73,825 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
45.3 |
0.9% |
57% |
False |
False |
55,442 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
36.8 |
0.7% |
57% |
False |
False |
44,509 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
31.3 |
0.6% |
57% |
False |
False |
37,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,393.0 |
2.618 |
5,236.3 |
1.618 |
5,140.3 |
1.000 |
5,081.0 |
0.618 |
5,044.3 |
HIGH |
4,985.0 |
0.618 |
4,948.3 |
0.500 |
4,937.0 |
0.382 |
4,925.7 |
LOW |
4,889.0 |
0.618 |
4,829.7 |
1.000 |
4,793.0 |
1.618 |
4,733.7 |
2.618 |
4,637.7 |
4.250 |
4,481.0 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,958.3 |
4,953.2 |
PP |
4,947.7 |
4,937.3 |
S1 |
4,937.0 |
4,921.5 |
|