| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,471.50 |
19,675.50 |
204.00 |
1.0% |
18,589.50 |
| High |
19,716.75 |
19,813.50 |
96.75 |
0.5% |
19,813.50 |
| Low |
19,418.25 |
19,634.75 |
216.50 |
1.1% |
18,589.50 |
| Close |
19,681.75 |
19,767.00 |
85.25 |
0.4% |
19,767.00 |
| Range |
298.50 |
178.75 |
-119.75 |
-40.1% |
1,224.00 |
| ATR |
430.58 |
412.59 |
-17.99 |
-4.2% |
0.00 |
| Volume |
29,764 |
130,643 |
100,879 |
338.9% |
199,712 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,274.75 |
20,199.50 |
19,865.25 |
|
| R3 |
20,096.00 |
20,020.75 |
19,816.25 |
|
| R2 |
19,917.25 |
19,917.25 |
19,799.75 |
|
| R1 |
19,842.00 |
19,842.00 |
19,783.50 |
19,879.50 |
| PP |
19,738.50 |
19,738.50 |
19,738.50 |
19,757.25 |
| S1 |
19,663.25 |
19,663.25 |
19,750.50 |
19,701.00 |
| S2 |
19,559.75 |
19,559.75 |
19,734.25 |
|
| S3 |
19,381.00 |
19,484.50 |
19,717.75 |
|
| S4 |
19,202.25 |
19,305.75 |
19,668.75 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,062.00 |
22,638.50 |
20,440.25 |
|
| R3 |
21,838.00 |
21,414.50 |
20,103.50 |
|
| R2 |
20,614.00 |
20,614.00 |
19,991.50 |
|
| R1 |
20,190.50 |
20,190.50 |
19,879.25 |
20,402.25 |
| PP |
19,390.00 |
19,390.00 |
19,390.00 |
19,496.00 |
| S1 |
18,966.50 |
18,966.50 |
19,654.75 |
19,178.25 |
| S2 |
18,166.00 |
18,166.00 |
19,542.50 |
|
| S3 |
16,942.00 |
17,742.50 |
19,430.50 |
|
| S4 |
15,718.00 |
16,518.50 |
19,093.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,813.50 |
18,589.50 |
1,224.00 |
6.2% |
377.75 |
1.9% |
96% |
True |
False |
39,942 |
| 10 |
19,919.25 |
18,562.00 |
1,357.25 |
6.9% |
417.50 |
2.1% |
89% |
False |
False |
22,833 |
| 20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.6% |
377.75 |
1.9% |
71% |
False |
False |
12,255 |
| 40 |
20,334.25 |
17,552.75 |
2,781.50 |
14.1% |
450.75 |
2.3% |
80% |
False |
False |
7,271 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
401.00 |
2.0% |
60% |
False |
False |
5,202 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
359.50 |
1.8% |
60% |
False |
False |
3,928 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
333.50 |
1.7% |
60% |
False |
False |
3,149 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
323.75 |
1.6% |
60% |
False |
False |
2,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,573.25 |
|
2.618 |
20,281.50 |
|
1.618 |
20,102.75 |
|
1.000 |
19,992.25 |
|
0.618 |
19,924.00 |
|
HIGH |
19,813.50 |
|
0.618 |
19,745.25 |
|
0.500 |
19,724.00 |
|
0.382 |
19,703.00 |
|
LOW |
19,634.75 |
|
0.618 |
19,524.25 |
|
1.000 |
19,456.00 |
|
1.618 |
19,345.50 |
|
2.618 |
19,166.75 |
|
4.250 |
18,875.00 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,752.75 |
19,609.00 |
| PP |
19,738.50 |
19,451.25 |
| S1 |
19,724.00 |
19,293.50 |
|