| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,648.75 |
20,066.00 |
417.25 |
2.1% |
19,733.00 |
| High |
20,203.00 |
20,084.00 |
-119.00 |
-0.6% |
20,203.00 |
| Low |
19,636.75 |
19,860.00 |
223.25 |
1.1% |
19,529.00 |
| Close |
20,088.00 |
20,028.25 |
-59.75 |
-0.3% |
20,028.25 |
| Range |
566.25 |
224.00 |
-342.25 |
-60.4% |
674.00 |
| ATR |
405.46 |
392.79 |
-12.68 |
-3.1% |
0.00 |
| Volume |
615,561 |
479,646 |
-135,915 |
-22.1% |
2,540,549 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,662.75 |
20,569.50 |
20,151.50 |
|
| R3 |
20,438.75 |
20,345.50 |
20,089.75 |
|
| R2 |
20,214.75 |
20,214.75 |
20,069.25 |
|
| R1 |
20,121.50 |
20,121.50 |
20,048.75 |
20,056.00 |
| PP |
19,990.75 |
19,990.75 |
19,990.75 |
19,958.00 |
| S1 |
19,897.50 |
19,897.50 |
20,007.75 |
19,832.00 |
| S2 |
19,766.75 |
19,766.75 |
19,987.25 |
|
| S3 |
19,542.75 |
19,673.50 |
19,966.75 |
|
| S4 |
19,318.75 |
19,449.50 |
19,905.00 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,942.00 |
21,659.25 |
20,399.00 |
|
| R3 |
21,268.00 |
20,985.25 |
20,213.50 |
|
| R2 |
20,594.00 |
20,594.00 |
20,151.75 |
|
| R1 |
20,311.25 |
20,311.25 |
20,090.00 |
20,452.50 |
| PP |
19,920.00 |
19,920.00 |
19,920.00 |
19,990.75 |
| S1 |
19,637.25 |
19,637.25 |
19,966.50 |
19,778.50 |
| S2 |
19,246.00 |
19,246.00 |
19,904.75 |
|
| S3 |
18,572.00 |
18,963.25 |
19,843.00 |
|
| S4 |
17,898.00 |
18,289.25 |
19,657.50 |
|
|
| 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% |
332.50 |
1.7% |
74% |
False |
False |
508,109 |
| 10 |
20,203.00 |
18,589.50 |
1,613.50 |
8.1% |
355.25 |
1.8% |
89% |
False |
False |
274,026 |
| 20 |
20,203.00 |
18,562.00 |
1,641.00 |
8.2% |
387.75 |
1.9% |
89% |
False |
False |
139,007 |
| 40 |
20,260.25 |
17,552.75 |
2,707.50 |
13.5% |
440.00 |
2.2% |
91% |
False |
False |
70,510 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
407.50 |
2.0% |
67% |
False |
False |
47,474 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
367.50 |
1.8% |
67% |
False |
False |
35,682 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
335.00 |
1.7% |
67% |
False |
False |
28,553 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
331.50 |
1.7% |
67% |
False |
False |
23,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,036.00 |
|
2.618 |
20,670.50 |
|
1.618 |
20,446.50 |
|
1.000 |
20,308.00 |
|
0.618 |
20,222.50 |
|
HIGH |
20,084.00 |
|
0.618 |
19,998.50 |
|
0.500 |
19,972.00 |
|
0.382 |
19,945.50 |
|
LOW |
19,860.00 |
|
0.618 |
19,721.50 |
|
1.000 |
19,636.00 |
|
1.618 |
19,497.50 |
|
2.618 |
19,273.50 |
|
4.250 |
18,908.00 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,009.50 |
19,979.00 |
| PP |
19,990.75 |
19,929.75 |
| S1 |
19,972.00 |
19,880.50 |
|