Trading Metrics calculated at close of trading on 25-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,921.0 |
4,963.0 |
42.0 |
0.9% |
4,882.0 |
High |
4,982.0 |
4,963.0 |
-19.0 |
-0.4% |
4,985.0 |
Low |
4,915.0 |
4,932.0 |
17.0 |
0.3% |
4,850.0 |
Close |
4,964.0 |
4,945.0 |
-19.0 |
-0.4% |
4,901.0 |
Range |
67.0 |
31.0 |
-36.0 |
-53.7% |
135.0 |
ATR |
66.0 |
63.6 |
-2.4 |
-3.7% |
0.0 |
Volume |
670,470 |
495,790 |
-174,680 |
-26.1% |
4,479,538 |
|
Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,039.7 |
5,023.3 |
4,962.1 |
|
R3 |
5,008.7 |
4,992.3 |
4,953.5 |
|
R2 |
4,977.7 |
4,977.7 |
4,950.7 |
|
R1 |
4,961.3 |
4,961.3 |
4,947.8 |
4,954.0 |
PP |
4,946.7 |
4,946.7 |
4,946.7 |
4,943.0 |
S1 |
4,930.3 |
4,930.3 |
4,942.2 |
4,923.0 |
S2 |
4,915.7 |
4,915.7 |
4,939.3 |
|
S3 |
4,884.7 |
4,899.3 |
4,936.5 |
|
S4 |
4,853.7 |
4,868.3 |
4,928.0 |
|
|
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 |
4,881.0 |
104.0 |
2.1% |
62.0 |
1.3% |
62% |
False |
False |
649,729 |
10 |
4,985.0 |
4,813.0 |
172.0 |
3.5% |
55.8 |
1.1% |
77% |
False |
False |
655,413 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.4% |
61.9 |
1.3% |
70% |
False |
False |
341,312 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.1% |
59.3 |
1.2% |
84% |
False |
False |
171,149 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
55.5 |
1.1% |
71% |
False |
False |
114,159 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
47.9 |
1.0% |
54% |
False |
False |
85,720 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
39.0 |
0.8% |
54% |
False |
False |
68,581 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
32.5 |
0.7% |
54% |
False |
False |
57,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,094.8 |
2.618 |
5,044.2 |
1.618 |
5,013.2 |
1.000 |
4,994.0 |
0.618 |
4,982.2 |
HIGH |
4,963.0 |
0.618 |
4,951.2 |
0.500 |
4,947.5 |
0.382 |
4,943.8 |
LOW |
4,932.0 |
0.618 |
4,912.8 |
1.000 |
4,901.0 |
1.618 |
4,881.8 |
2.618 |
4,850.8 |
4.250 |
4,800.3 |
|
|
Fisher Pivots for day following 25-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,947.5 |
4,940.5 |
PP |
4,946.7 |
4,936.0 |
S1 |
4,945.8 |
4,931.5 |
|