Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
20,040.00 |
20,063.25 |
23.25 |
0.1% |
19,733.00 |
High |
20,164.00 |
20,214.75 |
50.75 |
0.3% |
20,203.00 |
Low |
19,955.25 |
19,953.00 |
-2.25 |
0.0% |
19,529.00 |
Close |
20,080.00 |
20,167.75 |
87.75 |
0.4% |
20,028.25 |
Range |
208.75 |
261.75 |
53.00 |
25.4% |
674.00 |
ATR |
379.64 |
371.22 |
-8.42 |
-2.2% |
0.00 |
Volume |
394,947 |
457,126 |
62,179 |
15.7% |
2,540,549 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,897.00 |
20,794.25 |
20,311.75 |
|
R3 |
20,635.25 |
20,532.50 |
20,239.75 |
|
R2 |
20,373.50 |
20,373.50 |
20,215.75 |
|
R1 |
20,270.75 |
20,270.75 |
20,191.75 |
20,322.00 |
PP |
20,111.75 |
20,111.75 |
20,111.75 |
20,137.50 |
S1 |
20,009.00 |
20,009.00 |
20,143.75 |
20,060.50 |
S2 |
19,850.00 |
19,850.00 |
20,119.75 |
|
S3 |
19,588.25 |
19,747.25 |
20,095.75 |
|
S4 |
19,326.50 |
19,485.50 |
20,023.75 |
|
|
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 |
20,214.75 |
19,558.00 |
656.75 |
3.3% |
320.50 |
1.6% |
93% |
True |
False |
501,373 |
10 |
20,214.75 |
18,773.25 |
1,441.50 |
7.1% |
336.00 |
1.7% |
97% |
True |
False |
357,469 |
20 |
20,214.75 |
18,562.00 |
1,652.75 |
8.2% |
378.75 |
1.9% |
97% |
True |
False |
181,440 |
40 |
20,260.25 |
17,552.75 |
2,707.50 |
13.4% |
437.50 |
2.2% |
97% |
False |
False |
91,727 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
405.25 |
2.0% |
71% |
False |
False |
61,639 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
368.25 |
1.8% |
71% |
False |
False |
46,332 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
332.00 |
1.6% |
71% |
False |
False |
37,073 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
331.50 |
1.6% |
71% |
False |
False |
30,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,327.25 |
2.618 |
20,900.00 |
1.618 |
20,638.25 |
1.000 |
20,476.50 |
0.618 |
20,376.50 |
HIGH |
20,214.75 |
0.618 |
20,114.75 |
0.500 |
20,084.00 |
0.382 |
20,053.00 |
LOW |
19,953.00 |
0.618 |
19,791.25 |
1.000 |
19,691.25 |
1.618 |
19,529.50 |
2.618 |
19,267.75 |
4.250 |
18,840.50 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,139.75 |
20,124.25 |
PP |
20,111.75 |
20,080.75 |
S1 |
20,084.00 |
20,037.50 |
|