Trading Metrics calculated at close of trading on 16-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,659.00 |
5,684.00 |
25.00 |
0.4% |
5,463.50 |
High |
5,702.25 |
5,702.75 |
0.50 |
0.0% |
5,702.25 |
Low |
5,658.00 |
5,669.50 |
11.50 |
0.2% |
5,463.00 |
Close |
5,691.00 |
5,699.25 |
8.25 |
0.1% |
5,691.00 |
Range |
44.25 |
33.25 |
-11.00 |
-24.9% |
239.25 |
ATR |
84.39 |
80.74 |
-3.65 |
-4.3% |
0.00 |
Volume |
904,268 |
1,740,015 |
835,747 |
92.4% |
1,412,919 |
|
Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,790.25 |
5,778.00 |
5,717.50 |
|
R3 |
5,757.00 |
5,744.75 |
5,708.50 |
|
R2 |
5,723.75 |
5,723.75 |
5,705.25 |
|
R1 |
5,711.50 |
5,711.50 |
5,702.25 |
5,717.50 |
PP |
5,690.50 |
5,690.50 |
5,690.50 |
5,693.50 |
S1 |
5,678.25 |
5,678.25 |
5,696.25 |
5,684.50 |
S2 |
5,657.25 |
5,657.25 |
5,693.25 |
|
S3 |
5,624.00 |
5,645.00 |
5,690.00 |
|
S4 |
5,590.75 |
5,611.75 |
5,681.00 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,336.50 |
6,253.00 |
5,822.50 |
|
R3 |
6,097.25 |
6,013.75 |
5,756.75 |
|
R2 |
5,858.00 |
5,858.00 |
5,734.75 |
|
R1 |
5,774.50 |
5,774.50 |
5,713.00 |
5,816.25 |
PP |
5,618.75 |
5,618.75 |
5,618.75 |
5,639.50 |
S1 |
5,535.25 |
5,535.25 |
5,669.00 |
5,577.00 |
S2 |
5,379.50 |
5,379.50 |
5,647.25 |
|
S3 |
5,140.25 |
5,296.00 |
5,625.25 |
|
S4 |
4,901.00 |
5,056.75 |
5,559.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,702.75 |
5,470.00 |
232.75 |
4.1% |
72.00 |
1.3% |
98% |
True |
False |
620,936 |
10 |
5,730.50 |
5,451.25 |
279.25 |
4.9% |
86.75 |
1.5% |
89% |
False |
False |
330,617 |
20 |
5,730.50 |
5,451.25 |
279.25 |
4.9% |
74.75 |
1.3% |
89% |
False |
False |
169,389 |
40 |
5,730.50 |
5,168.50 |
562.00 |
9.9% |
89.75 |
1.6% |
94% |
False |
False |
87,130 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
77.25 |
1.4% |
86% |
False |
False |
58,612 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
71.00 |
1.2% |
86% |
False |
False |
44,052 |
100 |
5,785.00 |
5,136.75 |
648.25 |
11.4% |
66.50 |
1.2% |
87% |
False |
False |
35,267 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
66.25 |
1.2% |
88% |
False |
False |
29,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,844.00 |
2.618 |
5,789.75 |
1.618 |
5,756.50 |
1.000 |
5,736.00 |
0.618 |
5,723.25 |
HIGH |
5,702.75 |
0.618 |
5,690.00 |
0.500 |
5,686.00 |
0.382 |
5,682.25 |
LOW |
5,669.50 |
0.618 |
5,649.00 |
1.000 |
5,636.25 |
1.618 |
5,615.75 |
2.618 |
5,582.50 |
4.250 |
5,528.25 |
|
|
Fisher Pivots for day following 16-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,695.00 |
5,683.25 |
PP |
5,690.50 |
5,667.50 |
S1 |
5,686.00 |
5,651.50 |
|