Trading Metrics calculated at close of trading on 23-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
20,066.00 |
20,040.00 |
-26.00 |
-0.1% |
19,733.00 |
High |
20,084.00 |
20,164.00 |
80.00 |
0.4% |
20,203.00 |
Low |
19,860.00 |
19,955.25 |
95.25 |
0.5% |
19,529.00 |
Close |
20,028.25 |
20,080.00 |
51.75 |
0.3% |
20,028.25 |
Range |
224.00 |
208.75 |
-15.25 |
-6.8% |
674.00 |
ATR |
392.79 |
379.64 |
-13.15 |
-3.3% |
0.00 |
Volume |
479,646 |
394,947 |
-84,699 |
-17.7% |
2,540,549 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,692.75 |
20,595.00 |
20,194.75 |
|
R3 |
20,484.00 |
20,386.25 |
20,137.50 |
|
R2 |
20,275.25 |
20,275.25 |
20,118.25 |
|
R1 |
20,177.50 |
20,177.50 |
20,099.25 |
20,226.50 |
PP |
20,066.50 |
20,066.50 |
20,066.50 |
20,090.75 |
S1 |
19,968.75 |
19,968.75 |
20,060.75 |
20,017.50 |
S2 |
19,857.75 |
19,857.75 |
20,041.75 |
|
S3 |
19,649.00 |
19,760.00 |
20,022.50 |
|
S4 |
19,440.25 |
19,551.25 |
19,965.25 |
|
|
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 |
19,558.00 |
645.00 |
3.2% |
323.25 |
1.6% |
81% |
False |
False |
511,798 |
10 |
20,203.00 |
18,773.25 |
1,429.75 |
7.1% |
339.50 |
1.7% |
91% |
False |
False |
312,615 |
20 |
20,203.00 |
18,562.00 |
1,641.00 |
8.2% |
382.75 |
1.9% |
93% |
False |
False |
158,646 |
40 |
20,260.25 |
17,552.75 |
2,707.50 |
13.5% |
437.50 |
2.2% |
93% |
False |
False |
80,334 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
406.75 |
2.0% |
69% |
False |
False |
54,043 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
367.75 |
1.8% |
69% |
False |
False |
40,619 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
333.00 |
1.7% |
69% |
False |
False |
32,502 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
331.00 |
1.6% |
69% |
False |
False |
27,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,051.25 |
2.618 |
20,710.50 |
1.618 |
20,501.75 |
1.000 |
20,372.75 |
0.618 |
20,293.00 |
HIGH |
20,164.00 |
0.618 |
20,084.25 |
0.500 |
20,059.50 |
0.382 |
20,035.00 |
LOW |
19,955.25 |
0.618 |
19,826.25 |
1.000 |
19,746.50 |
1.618 |
19,617.50 |
2.618 |
19,408.75 |
4.250 |
19,068.00 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,073.25 |
20,026.50 |
PP |
20,066.50 |
19,973.25 |
S1 |
20,059.50 |
19,920.00 |
|