Trading Metrics calculated at close of trading on 18-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,694.25 |
5,701.00 |
6.75 |
0.1% |
5,463.50 |
High |
5,737.00 |
5,755.75 |
18.75 |
0.3% |
5,702.25 |
Low |
5,677.75 |
5,675.25 |
-2.50 |
0.0% |
5,463.00 |
Close |
5,700.25 |
5,680.00 |
-20.25 |
-0.4% |
5,691.00 |
Range |
59.25 |
80.50 |
21.25 |
35.9% |
239.25 |
ATR |
79.20 |
79.30 |
0.09 |
0.1% |
0.00 |
Volume |
1,773,538 |
1,735,285 |
-38,253 |
-2.2% |
1,412,919 |
|
Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,945.25 |
5,893.00 |
5,724.25 |
|
R3 |
5,864.75 |
5,812.50 |
5,702.25 |
|
R2 |
5,784.25 |
5,784.25 |
5,694.75 |
|
R1 |
5,732.00 |
5,732.00 |
5,687.50 |
5,718.00 |
PP |
5,703.75 |
5,703.75 |
5,703.75 |
5,696.50 |
S1 |
5,651.50 |
5,651.50 |
5,672.50 |
5,637.50 |
S2 |
5,623.25 |
5,623.25 |
5,665.25 |
|
S3 |
5,542.75 |
5,571.00 |
5,657.75 |
|
S4 |
5,462.25 |
5,490.50 |
5,635.75 |
|
|
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 |
5,755.75 |
5,600.25 |
155.50 |
2.7% |
56.75 |
1.0% |
51% |
True |
False |
1,283,542 |
10 |
5,755.75 |
5,451.25 |
304.50 |
5.4% |
79.50 |
1.4% |
75% |
True |
False |
676,443 |
20 |
5,755.75 |
5,451.25 |
304.50 |
5.4% |
76.50 |
1.3% |
75% |
True |
False |
344,509 |
40 |
5,755.75 |
5,168.50 |
587.25 |
10.3% |
90.75 |
1.6% |
87% |
True |
False |
174,772 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
78.25 |
1.4% |
83% |
False |
False |
117,066 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
71.00 |
1.3% |
83% |
False |
False |
87,910 |
100 |
5,785.00 |
5,148.25 |
636.75 |
11.2% |
66.25 |
1.2% |
84% |
False |
False |
70,350 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
67.00 |
1.2% |
85% |
False |
False |
58,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,098.00 |
2.618 |
5,966.50 |
1.618 |
5,886.00 |
1.000 |
5,836.25 |
0.618 |
5,805.50 |
HIGH |
5,755.75 |
0.618 |
5,725.00 |
0.500 |
5,715.50 |
0.382 |
5,706.00 |
LOW |
5,675.25 |
0.618 |
5,625.50 |
1.000 |
5,594.75 |
1.618 |
5,545.00 |
2.618 |
5,464.50 |
4.250 |
5,333.00 |
|
|
Fisher Pivots for day following 18-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,715.50 |
5,712.50 |
PP |
5,703.75 |
5,701.75 |
S1 |
5,691.75 |
5,691.00 |
|