Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,701.00 |
5,693.00 |
-8.00 |
-0.1% |
5,463.50 |
High |
5,755.75 |
5,797.50 |
41.75 |
0.7% |
5,702.25 |
Low |
5,675.25 |
5,691.00 |
15.75 |
0.3% |
5,463.00 |
Close |
5,680.00 |
5,778.00 |
98.00 |
1.7% |
5,691.00 |
Range |
80.50 |
106.50 |
26.00 |
32.3% |
239.25 |
ATR |
79.30 |
82.03 |
2.73 |
3.4% |
0.00 |
Volume |
1,735,285 |
1,739,117 |
3,832 |
0.2% |
1,412,919 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,075.00 |
6,033.00 |
5,836.50 |
|
R3 |
5,968.50 |
5,926.50 |
5,807.25 |
|
R2 |
5,862.00 |
5,862.00 |
5,797.50 |
|
R1 |
5,820.00 |
5,820.00 |
5,787.75 |
5,841.00 |
PP |
5,755.50 |
5,755.50 |
5,755.50 |
5,766.00 |
S1 |
5,713.50 |
5,713.50 |
5,768.25 |
5,734.50 |
S2 |
5,649.00 |
5,649.00 |
5,758.50 |
|
S3 |
5,542.50 |
5,607.00 |
5,748.75 |
|
S4 |
5,436.00 |
5,500.50 |
5,719.50 |
|
|
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 |
5,797.50 |
5,658.00 |
139.50 |
2.4% |
64.75 |
1.1% |
86% |
True |
False |
1,578,444 |
10 |
5,797.50 |
5,451.25 |
346.25 |
6.0% |
83.50 |
1.4% |
94% |
True |
False |
847,078 |
20 |
5,797.50 |
5,451.25 |
346.25 |
6.0% |
79.75 |
1.4% |
94% |
True |
False |
431,294 |
40 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
90.25 |
1.6% |
97% |
True |
False |
218,173 |
60 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
79.50 |
1.4% |
97% |
True |
False |
146,036 |
80 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
72.00 |
1.2% |
97% |
True |
False |
109,641 |
100 |
5,797.50 |
5,148.25 |
649.25 |
11.2% |
66.75 |
1.2% |
97% |
True |
False |
87,740 |
120 |
5,797.50 |
5,075.00 |
722.50 |
12.5% |
67.75 |
1.2% |
97% |
True |
False |
73,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,250.00 |
2.618 |
6,076.25 |
1.618 |
5,969.75 |
1.000 |
5,904.00 |
0.618 |
5,863.25 |
HIGH |
5,797.50 |
0.618 |
5,756.75 |
0.500 |
5,744.25 |
0.382 |
5,731.75 |
LOW |
5,691.00 |
0.618 |
5,625.25 |
1.000 |
5,584.50 |
1.618 |
5,518.75 |
2.618 |
5,412.25 |
4.250 |
5,238.50 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,766.75 |
5,764.00 |
PP |
5,755.50 |
5,750.25 |
S1 |
5,744.25 |
5,736.50 |
|