Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,901.0 |
4,961.0 |
60.0 |
1.2% |
4,882.0 |
High |
4,985.0 |
4,964.0 |
-21.0 |
-0.4% |
4,985.0 |
Low |
4,889.0 |
4,894.0 |
5.0 |
0.1% |
4,850.0 |
Close |
4,969.0 |
4,901.0 |
-68.0 |
-1.4% |
4,901.0 |
Range |
96.0 |
70.0 |
-26.0 |
-27.1% |
135.0 |
ATR |
66.5 |
67.1 |
0.6 |
0.9% |
0.0 |
Volume |
826,424 |
812,662 |
-13,762 |
-1.7% |
4,479,538 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,129.7 |
5,085.3 |
4,939.5 |
|
R3 |
5,059.7 |
5,015.3 |
4,920.3 |
|
R2 |
4,989.7 |
4,989.7 |
4,913.8 |
|
R1 |
4,945.3 |
4,945.3 |
4,907.4 |
4,932.5 |
PP |
4,919.7 |
4,919.7 |
4,919.7 |
4,913.3 |
S1 |
4,875.3 |
4,875.3 |
4,894.6 |
4,862.5 |
S2 |
4,849.7 |
4,849.7 |
4,888.2 |
|
S3 |
4,779.7 |
4,805.3 |
4,881.8 |
|
S4 |
4,709.7 |
4,735.3 |
4,862.5 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,317.0 |
5,244.0 |
4,975.3 |
|
R3 |
5,182.0 |
5,109.0 |
4,938.1 |
|
R2 |
5,047.0 |
5,047.0 |
4,925.8 |
|
R1 |
4,974.0 |
4,974.0 |
4,913.4 |
5,010.5 |
PP |
4,912.0 |
4,912.0 |
4,912.0 |
4,930.3 |
S1 |
4,839.0 |
4,839.0 |
4,888.6 |
4,875.5 |
S2 |
4,777.0 |
4,777.0 |
4,876.3 |
|
S3 |
4,642.0 |
4,704.0 |
4,863.9 |
|
S4 |
4,507.0 |
4,569.0 |
4,826.8 |
|
|
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 |
4,850.0 |
135.0 |
2.8% |
63.8 |
1.3% |
38% |
False |
False |
895,907 |
10 |
4,985.0 |
4,757.0 |
228.0 |
4.7% |
63.5 |
1.3% |
63% |
False |
False |
513,014 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.4% |
59.2 |
1.2% |
54% |
False |
False |
260,926 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.2% |
60.2 |
1.2% |
75% |
False |
False |
130,916 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.0% |
54.0 |
1.1% |
64% |
False |
False |
87,368 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
46.1 |
0.9% |
48% |
False |
False |
65,601 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
37.5 |
0.8% |
48% |
False |
False |
52,636 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
31.7 |
0.6% |
48% |
False |
False |
43,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,261.5 |
2.618 |
5,147.3 |
1.618 |
5,077.3 |
1.000 |
5,034.0 |
0.618 |
5,007.3 |
HIGH |
4,964.0 |
0.618 |
4,937.3 |
0.500 |
4,929.0 |
0.382 |
4,920.7 |
LOW |
4,894.0 |
0.618 |
4,850.7 |
1.000 |
4,824.0 |
1.618 |
4,780.7 |
2.618 |
4,710.7 |
4.250 |
4,596.5 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,929.0 |
4,921.5 |
PP |
4,919.7 |
4,914.7 |
S1 |
4,910.3 |
4,907.8 |
|