Trading Metrics calculated at close of trading on 23-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,776.00 |
5,762.00 |
-14.00 |
-0.2% |
5,684.00 |
High |
5,776.75 |
5,784.50 |
7.75 |
0.1% |
5,797.50 |
Low |
5,733.50 |
5,745.25 |
11.75 |
0.2% |
5,669.50 |
Close |
5,762.00 |
5,776.75 |
14.75 |
0.3% |
5,762.00 |
Range |
43.25 |
39.25 |
-4.00 |
-9.2% |
128.00 |
ATR |
79.35 |
76.48 |
-2.86 |
-3.6% |
0.00 |
Volume |
1,623,655 |
1,077,941 |
-545,714 |
-33.6% |
8,611,610 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.50 |
5,871.00 |
5,798.25 |
|
R3 |
5,847.25 |
5,831.75 |
5,787.50 |
|
R2 |
5,808.00 |
5,808.00 |
5,784.00 |
|
R1 |
5,792.50 |
5,792.50 |
5,780.25 |
5,800.25 |
PP |
5,768.75 |
5,768.75 |
5,768.75 |
5,772.75 |
S1 |
5,753.25 |
5,753.25 |
5,773.25 |
5,761.00 |
S2 |
5,729.50 |
5,729.50 |
5,769.50 |
|
S3 |
5,690.25 |
5,714.00 |
5,766.00 |
|
S4 |
5,651.00 |
5,674.75 |
5,755.25 |
|
|
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 |
5,675.25 |
122.25 |
2.1% |
65.75 |
1.1% |
83% |
False |
False |
1,589,907 |
10 |
5,797.50 |
5,470.00 |
327.50 |
5.7% |
68.75 |
1.2% |
94% |
False |
False |
1,105,421 |
20 |
5,797.50 |
5,451.25 |
346.25 |
6.0% |
76.75 |
1.3% |
94% |
False |
False |
565,356 |
40 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
87.75 |
1.5% |
97% |
False |
False |
285,524 |
60 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
79.75 |
1.4% |
97% |
False |
False |
191,026 |
80 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
72.00 |
1.2% |
97% |
False |
False |
143,404 |
100 |
5,797.50 |
5,148.25 |
649.25 |
11.2% |
66.50 |
1.2% |
97% |
False |
False |
114,752 |
120 |
5,797.50 |
5,075.00 |
722.50 |
12.5% |
67.50 |
1.2% |
97% |
False |
False |
95,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,951.25 |
2.618 |
5,887.25 |
1.618 |
5,848.00 |
1.000 |
5,823.75 |
0.618 |
5,808.75 |
HIGH |
5,784.50 |
0.618 |
5,769.50 |
0.500 |
5,765.00 |
0.382 |
5,760.25 |
LOW |
5,745.25 |
0.618 |
5,721.00 |
1.000 |
5,706.00 |
1.618 |
5,681.75 |
2.618 |
5,642.50 |
4.250 |
5,578.50 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,772.75 |
5,766.00 |
PP |
5,768.75 |
5,755.00 |
S1 |
5,765.00 |
5,744.25 |
|