Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,693.00 |
5,776.00 |
83.00 |
1.5% |
5,684.00 |
High |
5,797.50 |
5,776.75 |
-20.75 |
-0.4% |
5,797.50 |
Low |
5,691.00 |
5,733.50 |
42.50 |
0.7% |
5,669.50 |
Close |
5,778.00 |
5,762.00 |
-16.00 |
-0.3% |
5,762.00 |
Range |
106.50 |
43.25 |
-63.25 |
-59.4% |
128.00 |
ATR |
82.03 |
79.35 |
-2.68 |
-3.3% |
0.00 |
Volume |
1,739,117 |
1,623,655 |
-115,462 |
-6.6% |
8,611,610 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,887.25 |
5,867.75 |
5,785.75 |
|
R3 |
5,844.00 |
5,824.50 |
5,774.00 |
|
R2 |
5,800.75 |
5,800.75 |
5,770.00 |
|
R1 |
5,781.25 |
5,781.25 |
5,766.00 |
5,769.50 |
PP |
5,757.50 |
5,757.50 |
5,757.50 |
5,751.50 |
S1 |
5,738.00 |
5,738.00 |
5,758.00 |
5,726.00 |
S2 |
5,714.25 |
5,714.25 |
5,754.00 |
|
S3 |
5,671.00 |
5,694.75 |
5,750.00 |
|
S4 |
5,627.75 |
5,651.50 |
5,738.25 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,127.00 |
6,072.50 |
5,832.50 |
|
R3 |
5,999.00 |
5,944.50 |
5,797.25 |
|
R2 |
5,871.00 |
5,871.00 |
5,785.50 |
|
R1 |
5,816.50 |
5,816.50 |
5,773.75 |
5,843.75 |
PP |
5,743.00 |
5,743.00 |
5,743.00 |
5,756.50 |
S1 |
5,688.50 |
5,688.50 |
5,750.25 |
5,715.75 |
S2 |
5,615.00 |
5,615.00 |
5,738.50 |
|
S3 |
5,487.00 |
5,560.50 |
5,726.75 |
|
S4 |
5,359.00 |
5,432.50 |
5,691.50 |
|
|
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 |
5,669.50 |
128.00 |
2.2% |
64.50 |
1.1% |
72% |
False |
False |
1,722,322 |
10 |
5,797.50 |
5,463.00 |
334.50 |
5.8% |
73.75 |
1.3% |
89% |
False |
False |
1,002,452 |
20 |
5,797.50 |
5,451.25 |
346.25 |
6.0% |
77.75 |
1.4% |
90% |
False |
False |
512,042 |
40 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
88.75 |
1.5% |
94% |
False |
False |
258,681 |
60 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
79.75 |
1.4% |
94% |
False |
False |
173,079 |
80 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
72.00 |
1.2% |
94% |
False |
False |
129,933 |
100 |
5,797.50 |
5,148.25 |
649.25 |
11.3% |
67.00 |
1.2% |
95% |
False |
False |
103,977 |
120 |
5,797.50 |
5,075.00 |
722.50 |
12.5% |
67.50 |
1.2% |
95% |
False |
False |
86,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,960.50 |
2.618 |
5,890.00 |
1.618 |
5,846.75 |
1.000 |
5,820.00 |
0.618 |
5,803.50 |
HIGH |
5,776.75 |
0.618 |
5,760.25 |
0.500 |
5,755.00 |
0.382 |
5,750.00 |
LOW |
5,733.50 |
0.618 |
5,706.75 |
1.000 |
5,690.25 |
1.618 |
5,663.50 |
2.618 |
5,620.25 |
4.250 |
5,549.75 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,759.75 |
5,753.50 |
PP |
5,757.50 |
5,745.00 |
S1 |
5,755.00 |
5,736.50 |
|