| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,686.75 |
19,648.75 |
-38.00 |
-0.2% |
18,589.50 |
| High |
19,900.00 |
20,203.00 |
303.00 |
1.5% |
19,813.50 |
| Low |
19,558.00 |
19,636.75 |
78.75 |
0.4% |
18,589.50 |
| Close |
19,580.50 |
20,088.00 |
507.50 |
2.6% |
19,767.00 |
| Range |
342.00 |
566.25 |
224.25 |
65.6% |
1,224.00 |
| ATR |
388.77 |
405.46 |
16.70 |
4.3% |
0.00 |
| Volume |
559,587 |
615,561 |
55,974 |
10.0% |
199,712 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,674.75 |
21,447.50 |
20,399.50 |
|
| R3 |
21,108.50 |
20,881.25 |
20,243.75 |
|
| R2 |
20,542.25 |
20,542.25 |
20,191.75 |
|
| R1 |
20,315.00 |
20,315.00 |
20,140.00 |
20,428.50 |
| PP |
19,976.00 |
19,976.00 |
19,976.00 |
20,032.75 |
| S1 |
19,748.75 |
19,748.75 |
20,036.00 |
19,862.50 |
| S2 |
19,409.75 |
19,409.75 |
19,984.25 |
|
| S3 |
18,843.50 |
19,182.50 |
19,932.25 |
|
| S4 |
18,277.25 |
18,616.25 |
19,776.50 |
|
|
| 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 |
20,203.00 |
19,529.00 |
674.00 |
3.4% |
323.50 |
1.6% |
83% |
True |
False |
438,309 |
| 10 |
20,203.00 |
18,562.00 |
1,641.00 |
8.2% |
396.50 |
2.0% |
93% |
True |
False |
227,109 |
| 20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.5% |
400.75 |
2.0% |
90% |
False |
False |
115,097 |
| 40 |
20,260.25 |
17,552.75 |
2,707.50 |
13.5% |
447.25 |
2.2% |
94% |
False |
False |
58,623 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
406.50 |
2.0% |
69% |
False |
False |
39,494 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
366.50 |
1.8% |
69% |
False |
False |
29,688 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
334.00 |
1.7% |
69% |
False |
False |
23,757 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
331.25 |
1.6% |
69% |
False |
False |
19,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,609.50 |
|
2.618 |
21,685.50 |
|
1.618 |
21,119.25 |
|
1.000 |
20,769.25 |
|
0.618 |
20,553.00 |
|
HIGH |
20,203.00 |
|
0.618 |
19,986.75 |
|
0.500 |
19,920.00 |
|
0.382 |
19,853.00 |
|
LOW |
19,636.75 |
|
0.618 |
19,286.75 |
|
1.000 |
19,070.50 |
|
1.618 |
18,720.50 |
|
2.618 |
18,154.25 |
|
4.250 |
17,230.25 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,032.00 |
20,018.75 |
| PP |
19,976.00 |
19,949.75 |
| S1 |
19,920.00 |
19,880.50 |
|