Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,684.00 |
5,694.25 |
10.25 |
0.2% |
5,463.50 |
High |
5,702.75 |
5,737.00 |
34.25 |
0.6% |
5,702.25 |
Low |
5,669.50 |
5,677.75 |
8.25 |
0.1% |
5,463.00 |
Close |
5,699.25 |
5,700.25 |
1.00 |
0.0% |
5,691.00 |
Range |
33.25 |
59.25 |
26.00 |
78.2% |
239.25 |
ATR |
80.74 |
79.20 |
-1.53 |
-1.9% |
0.00 |
Volume |
1,740,015 |
1,773,538 |
33,523 |
1.9% |
1,412,919 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,882.75 |
5,850.75 |
5,732.75 |
|
R3 |
5,823.50 |
5,791.50 |
5,716.50 |
|
R2 |
5,764.25 |
5,764.25 |
5,711.00 |
|
R1 |
5,732.25 |
5,732.25 |
5,705.75 |
5,748.25 |
PP |
5,705.00 |
5,705.00 |
5,705.00 |
5,713.00 |
S1 |
5,673.00 |
5,673.00 |
5,694.75 |
5,689.00 |
S2 |
5,645.75 |
5,645.75 |
5,689.50 |
|
S3 |
5,586.50 |
5,613.75 |
5,684.00 |
|
S4 |
5,527.25 |
5,554.50 |
5,667.75 |
|
|
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 |
5,737.00 |
5,470.00 |
267.00 |
4.7% |
72.00 |
1.3% |
86% |
True |
False |
963,790 |
10 |
5,737.00 |
5,451.25 |
285.75 |
5.0% |
77.25 |
1.4% |
87% |
True |
False |
506,500 |
20 |
5,737.00 |
5,451.25 |
285.75 |
5.0% |
74.25 |
1.3% |
87% |
True |
False |
257,848 |
40 |
5,737.00 |
5,168.50 |
568.50 |
10.0% |
89.75 |
1.6% |
94% |
True |
False |
131,422 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
77.75 |
1.4% |
86% |
False |
False |
88,156 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
71.25 |
1.2% |
86% |
False |
False |
66,219 |
100 |
5,785.00 |
5,136.75 |
648.25 |
11.4% |
66.50 |
1.2% |
87% |
False |
False |
52,998 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
66.50 |
1.2% |
88% |
False |
False |
44,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,988.75 |
2.618 |
5,892.00 |
1.618 |
5,832.75 |
1.000 |
5,796.25 |
0.618 |
5,773.50 |
HIGH |
5,737.00 |
0.618 |
5,714.25 |
0.500 |
5,707.50 |
0.382 |
5,700.50 |
LOW |
5,677.75 |
0.618 |
5,641.25 |
1.000 |
5,618.50 |
1.618 |
5,582.00 |
2.618 |
5,522.75 |
4.250 |
5,426.00 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,707.50 |
5,699.25 |
PP |
5,705.00 |
5,698.50 |
S1 |
5,702.50 |
5,697.50 |
|