Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,733.00 |
19,655.00 |
-78.00 |
-0.4% |
18,589.50 |
High |
19,784.00 |
19,850.25 |
66.25 |
0.3% |
19,813.50 |
Low |
19,529.00 |
19,574.50 |
45.50 |
0.2% |
18,589.50 |
Close |
19,665.25 |
19,675.75 |
10.50 |
0.1% |
19,767.00 |
Range |
255.00 |
275.75 |
20.75 |
8.1% |
1,224.00 |
ATR |
401.33 |
392.36 |
-8.97 |
-2.2% |
0.00 |
Volume |
376,502 |
509,253 |
132,751 |
35.3% |
199,712 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,527.50 |
20,377.25 |
19,827.50 |
|
R3 |
20,251.75 |
20,101.50 |
19,751.50 |
|
R2 |
19,976.00 |
19,976.00 |
19,726.25 |
|
R1 |
19,825.75 |
19,825.75 |
19,701.00 |
19,901.00 |
PP |
19,700.25 |
19,700.25 |
19,700.25 |
19,737.75 |
S1 |
19,550.00 |
19,550.00 |
19,650.50 |
19,625.00 |
S2 |
19,424.50 |
19,424.50 |
19,625.25 |
|
S3 |
19,148.75 |
19,274.25 |
19,600.00 |
|
S4 |
18,873.00 |
18,998.50 |
19,524.00 |
|
|
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 |
19,850.25 |
18,773.25 |
1,077.00 |
5.5% |
351.75 |
1.8% |
84% |
True |
False |
213,564 |
10 |
19,850.25 |
18,562.00 |
1,288.25 |
6.5% |
366.75 |
1.9% |
86% |
True |
False |
110,819 |
20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.6% |
375.00 |
1.9% |
66% |
False |
False |
56,443 |
40 |
20,334.25 |
17,552.75 |
2,781.50 |
14.1% |
447.75 |
2.3% |
76% |
False |
False |
29,342 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
400.50 |
2.0% |
58% |
False |
False |
19,943 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
363.00 |
1.8% |
58% |
False |
False |
14,999 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
332.00 |
1.7% |
58% |
False |
False |
12,006 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
325.75 |
1.7% |
58% |
False |
False |
10,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,022.25 |
2.618 |
20,572.25 |
1.618 |
20,296.50 |
1.000 |
20,126.00 |
0.618 |
20,020.75 |
HIGH |
19,850.25 |
0.618 |
19,745.00 |
0.500 |
19,712.50 |
0.382 |
19,679.75 |
LOW |
19,574.50 |
0.618 |
19,404.00 |
1.000 |
19,298.75 |
1.618 |
19,128.25 |
2.618 |
18,852.50 |
4.250 |
18,402.50 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,712.50 |
19,689.50 |
PP |
19,700.25 |
19,685.00 |
S1 |
19,688.00 |
19,680.50 |
|