Trading Metrics calculated at close of trading on 18-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,655.00 |
19,686.75 |
31.75 |
0.2% |
18,589.50 |
High |
19,850.25 |
19,900.00 |
49.75 |
0.3% |
19,813.50 |
Low |
19,574.50 |
19,558.00 |
-16.50 |
-0.1% |
18,589.50 |
Close |
19,675.75 |
19,580.50 |
-95.25 |
-0.5% |
19,767.00 |
Range |
275.75 |
342.00 |
66.25 |
24.0% |
1,224.00 |
ATR |
392.36 |
388.77 |
-3.60 |
-0.9% |
0.00 |
Volume |
509,253 |
559,587 |
50,334 |
9.9% |
199,712 |
|
Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,705.50 |
20,485.00 |
19,768.50 |
|
R3 |
20,363.50 |
20,143.00 |
19,674.50 |
|
R2 |
20,021.50 |
20,021.50 |
19,643.25 |
|
R1 |
19,801.00 |
19,801.00 |
19,611.75 |
19,740.25 |
PP |
19,679.50 |
19,679.50 |
19,679.50 |
19,649.00 |
S1 |
19,459.00 |
19,459.00 |
19,549.25 |
19,398.25 |
S2 |
19,337.50 |
19,337.50 |
19,517.75 |
|
S3 |
18,995.50 |
19,117.00 |
19,486.50 |
|
S4 |
18,653.50 |
18,775.00 |
19,392.50 |
|
|
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 |
19,900.00 |
19,418.25 |
481.75 |
2.5% |
270.00 |
1.4% |
34% |
True |
False |
321,149 |
10 |
19,900.00 |
18,562.00 |
1,338.00 |
6.8% |
372.00 |
1.9% |
76% |
True |
False |
166,138 |
20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.7% |
382.75 |
2.0% |
60% |
False |
False |
84,380 |
40 |
20,260.25 |
17,552.75 |
2,707.50 |
13.8% |
451.00 |
2.3% |
75% |
False |
False |
43,312 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
401.25 |
2.0% |
55% |
False |
False |
29,249 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
362.25 |
1.9% |
55% |
False |
False |
21,993 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
330.50 |
1.7% |
55% |
False |
False |
17,601 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
327.00 |
1.7% |
55% |
False |
False |
14,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,353.50 |
2.618 |
20,795.25 |
1.618 |
20,453.25 |
1.000 |
20,242.00 |
0.618 |
20,111.25 |
HIGH |
19,900.00 |
0.618 |
19,769.25 |
0.500 |
19,729.00 |
0.382 |
19,688.75 |
LOW |
19,558.00 |
0.618 |
19,346.75 |
1.000 |
19,216.00 |
1.618 |
19,004.75 |
2.618 |
18,662.75 |
4.250 |
18,104.50 |
|
|
Fisher Pivots for day following 18-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,729.00 |
19,714.50 |
PP |
19,679.50 |
19,669.75 |
S1 |
19,630.00 |
19,625.25 |
|