Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,902.0 |
4,921.0 |
19.0 |
0.4% |
4,882.0 |
High |
4,927.0 |
4,982.0 |
55.0 |
1.1% |
4,985.0 |
Low |
4,881.0 |
4,915.0 |
34.0 |
0.7% |
4,850.0 |
Close |
4,911.0 |
4,964.0 |
53.0 |
1.1% |
4,901.0 |
Range |
46.0 |
67.0 |
21.0 |
45.7% |
135.0 |
ATR |
65.6 |
66.0 |
0.4 |
0.6% |
0.0 |
Volume |
443,302 |
670,470 |
227,168 |
51.2% |
4,479,538 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,154.7 |
5,126.3 |
5,000.9 |
|
R3 |
5,087.7 |
5,059.3 |
4,982.4 |
|
R2 |
5,020.7 |
5,020.7 |
4,976.3 |
|
R1 |
4,992.3 |
4,992.3 |
4,970.1 |
5,006.5 |
PP |
4,953.7 |
4,953.7 |
4,953.7 |
4,960.8 |
S1 |
4,925.3 |
4,925.3 |
4,957.9 |
4,939.5 |
S2 |
4,886.7 |
4,886.7 |
4,951.7 |
|
S3 |
4,819.7 |
4,858.3 |
4,945.6 |
|
S4 |
4,752.7 |
4,791.3 |
4,927.2 |
|
|
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 |
4,858.0 |
127.0 |
2.6% |
70.2 |
1.4% |
83% |
False |
False |
671,792 |
10 |
4,985.0 |
4,767.0 |
218.0 |
4.4% |
61.3 |
1.2% |
90% |
False |
False |
615,728 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.4% |
61.4 |
1.2% |
78% |
False |
False |
316,587 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.1% |
59.7 |
1.2% |
88% |
False |
False |
158,754 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
55.4 |
1.1% |
75% |
False |
False |
105,896 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
47.5 |
1.0% |
56% |
False |
False |
79,523 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
38.6 |
0.8% |
56% |
False |
False |
63,623 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
32.2 |
0.6% |
56% |
False |
False |
53,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,266.8 |
2.618 |
5,157.4 |
1.618 |
5,090.4 |
1.000 |
5,049.0 |
0.618 |
5,023.4 |
HIGH |
4,982.0 |
0.618 |
4,956.4 |
0.500 |
4,948.5 |
0.382 |
4,940.6 |
LOW |
4,915.0 |
0.618 |
4,873.6 |
1.000 |
4,848.0 |
1.618 |
4,806.6 |
2.618 |
4,739.6 |
4.250 |
4,630.3 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,958.8 |
4,953.2 |
PP |
4,953.7 |
4,942.3 |
S1 |
4,948.5 |
4,931.5 |
|