Trading Metrics calculated at close of trading on 25-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,774.00 |
5,792.25 |
18.25 |
0.3% |
5,684.00 |
High |
5,794.25 |
5,798.75 |
4.50 |
0.1% |
5,797.50 |
Low |
5,754.75 |
5,768.00 |
13.25 |
0.2% |
5,669.50 |
Close |
5,792.00 |
5,779.00 |
-13.00 |
-0.2% |
5,762.00 |
Range |
39.50 |
30.75 |
-8.75 |
-22.2% |
128.00 |
ATR |
73.84 |
70.76 |
-3.08 |
-4.2% |
0.00 |
Volume |
1,181,221 |
1,043,665 |
-137,556 |
-11.6% |
8,611,610 |
|
Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,874.25 |
5,857.25 |
5,796.00 |
|
R3 |
5,843.50 |
5,826.50 |
5,787.50 |
|
R2 |
5,812.75 |
5,812.75 |
5,784.75 |
|
R1 |
5,795.75 |
5,795.75 |
5,781.75 |
5,789.00 |
PP |
5,782.00 |
5,782.00 |
5,782.00 |
5,778.50 |
S1 |
5,765.00 |
5,765.00 |
5,776.25 |
5,758.00 |
S2 |
5,751.25 |
5,751.25 |
5,773.25 |
|
S3 |
5,720.50 |
5,734.25 |
5,770.50 |
|
S4 |
5,689.75 |
5,703.50 |
5,762.00 |
|
|
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 |
5,798.75 |
5,691.00 |
107.75 |
1.9% |
51.75 |
0.9% |
82% |
True |
False |
1,333,119 |
10 |
5,798.75 |
5,600.25 |
198.50 |
3.4% |
54.25 |
0.9% |
90% |
True |
False |
1,308,331 |
20 |
5,798.75 |
5,451.25 |
347.50 |
6.0% |
75.75 |
1.3% |
94% |
True |
False |
675,859 |
40 |
5,798.75 |
5,168.50 |
630.25 |
10.9% |
85.75 |
1.5% |
97% |
True |
False |
341,031 |
60 |
5,798.75 |
5,168.50 |
630.25 |
10.9% |
79.00 |
1.4% |
97% |
True |
False |
228,042 |
80 |
5,798.75 |
5,168.50 |
630.25 |
10.9% |
71.25 |
1.2% |
97% |
True |
False |
171,209 |
100 |
5,798.75 |
5,168.50 |
630.25 |
10.9% |
65.50 |
1.1% |
97% |
True |
False |
136,998 |
120 |
5,798.75 |
5,075.00 |
723.75 |
12.5% |
66.75 |
1.2% |
97% |
True |
False |
114,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,929.50 |
2.618 |
5,879.25 |
1.618 |
5,848.50 |
1.000 |
5,829.50 |
0.618 |
5,817.75 |
HIGH |
5,798.75 |
0.618 |
5,787.00 |
0.500 |
5,783.50 |
0.382 |
5,779.75 |
LOW |
5,768.00 |
0.618 |
5,749.00 |
1.000 |
5,737.25 |
1.618 |
5,718.25 |
2.618 |
5,687.50 |
4.250 |
5,637.25 |
|
|
Fisher Pivots for day following 25-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,783.50 |
5,776.75 |
PP |
5,782.00 |
5,774.25 |
S1 |
5,780.50 |
5,772.00 |
|