Trading Metrics calculated at close of trading on 16-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,675.50 |
19,733.00 |
57.50 |
0.3% |
18,589.50 |
High |
19,813.50 |
19,784.00 |
-29.50 |
-0.1% |
19,813.50 |
Low |
19,634.75 |
19,529.00 |
-105.75 |
-0.5% |
18,589.50 |
Close |
19,767.00 |
19,665.25 |
-101.75 |
-0.5% |
19,767.00 |
Range |
178.75 |
255.00 |
76.25 |
42.7% |
1,224.00 |
ATR |
412.59 |
401.33 |
-11.26 |
-2.7% |
0.00 |
Volume |
130,643 |
376,502 |
245,859 |
188.2% |
199,712 |
|
Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,424.50 |
20,299.75 |
19,805.50 |
|
R3 |
20,169.50 |
20,044.75 |
19,735.50 |
|
R2 |
19,914.50 |
19,914.50 |
19,712.00 |
|
R1 |
19,789.75 |
19,789.75 |
19,688.50 |
19,724.50 |
PP |
19,659.50 |
19,659.50 |
19,659.50 |
19,626.75 |
S1 |
19,534.75 |
19,534.75 |
19,642.00 |
19,469.50 |
S2 |
19,404.50 |
19,404.50 |
19,618.50 |
|
S3 |
19,149.50 |
19,279.75 |
19,595.00 |
|
S4 |
18,894.50 |
19,024.75 |
19,525.00 |
|
|
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 |
18,773.25 |
1,040.25 |
5.3% |
355.50 |
1.8% |
86% |
False |
False |
113,431 |
10 |
19,919.25 |
18,562.00 |
1,357.25 |
6.9% |
417.00 |
2.1% |
81% |
False |
False |
60,313 |
20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.6% |
378.75 |
1.9% |
65% |
False |
False |
31,026 |
40 |
20,334.25 |
17,552.75 |
2,781.50 |
14.1% |
449.00 |
2.3% |
76% |
False |
False |
16,641 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
398.75 |
2.0% |
57% |
False |
False |
11,465 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
361.25 |
1.8% |
57% |
False |
False |
8,634 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
332.50 |
1.7% |
57% |
False |
False |
6,914 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
324.50 |
1.7% |
57% |
False |
False |
5,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,867.75 |
2.618 |
20,451.50 |
1.618 |
20,196.50 |
1.000 |
20,039.00 |
0.618 |
19,941.50 |
HIGH |
19,784.00 |
0.618 |
19,686.50 |
0.500 |
19,656.50 |
0.382 |
19,626.50 |
LOW |
19,529.00 |
0.618 |
19,371.50 |
1.000 |
19,274.00 |
1.618 |
19,116.50 |
2.618 |
18,861.50 |
4.250 |
18,445.25 |
|
|
Fisher Pivots for day following 16-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,662.25 |
19,648.75 |
PP |
19,659.50 |
19,632.25 |
S1 |
19,656.50 |
19,616.00 |
|