Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,762.00 |
5,774.00 |
12.00 |
0.2% |
5,684.00 |
High |
5,784.50 |
5,794.25 |
9.75 |
0.2% |
5,797.50 |
Low |
5,745.25 |
5,754.75 |
9.50 |
0.2% |
5,669.50 |
Close |
5,776.75 |
5,792.00 |
15.25 |
0.3% |
5,762.00 |
Range |
39.25 |
39.50 |
0.25 |
0.6% |
128.00 |
ATR |
76.48 |
73.84 |
-2.64 |
-3.5% |
0.00 |
Volume |
1,077,941 |
1,181,221 |
103,280 |
9.6% |
8,611,610 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,898.75 |
5,885.00 |
5,813.75 |
|
R3 |
5,859.25 |
5,845.50 |
5,802.75 |
|
R2 |
5,819.75 |
5,819.75 |
5,799.25 |
|
R1 |
5,806.00 |
5,806.00 |
5,795.50 |
5,813.00 |
PP |
5,780.25 |
5,780.25 |
5,780.25 |
5,783.75 |
S1 |
5,766.50 |
5,766.50 |
5,788.50 |
5,773.50 |
S2 |
5,740.75 |
5,740.75 |
5,784.75 |
|
S3 |
5,701.25 |
5,727.00 |
5,781.25 |
|
S4 |
5,661.75 |
5,687.50 |
5,770.25 |
|
|
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% |
61.75 |
1.1% |
96% |
False |
False |
1,471,443 |
10 |
5,797.50 |
5,470.00 |
327.50 |
5.7% |
67.00 |
1.2% |
98% |
False |
False |
1,217,617 |
20 |
5,797.50 |
5,451.25 |
346.25 |
6.0% |
76.25 |
1.3% |
98% |
False |
False |
624,198 |
40 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
87.50 |
1.5% |
99% |
False |
False |
315,023 |
60 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
79.25 |
1.4% |
99% |
False |
False |
210,662 |
80 |
5,797.50 |
5,168.50 |
629.00 |
10.9% |
72.00 |
1.2% |
99% |
False |
False |
158,167 |
100 |
5,797.50 |
5,148.25 |
649.25 |
11.2% |
66.00 |
1.1% |
99% |
False |
False |
126,562 |
120 |
5,797.50 |
5,075.00 |
722.50 |
12.5% |
67.50 |
1.2% |
99% |
False |
False |
105,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,962.00 |
2.618 |
5,897.75 |
1.618 |
5,858.25 |
1.000 |
5,833.75 |
0.618 |
5,818.75 |
HIGH |
5,794.25 |
0.618 |
5,779.25 |
0.500 |
5,774.50 |
0.382 |
5,769.75 |
LOW |
5,754.75 |
0.618 |
5,730.25 |
1.000 |
5,715.25 |
1.618 |
5,690.75 |
2.618 |
5,651.25 |
4.250 |
5,587.00 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,786.25 |
5,782.50 |
PP |
5,780.25 |
5,773.25 |
S1 |
5,774.50 |
5,764.00 |
|