Trading Metrics calculated at close of trading on 12-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,472.0 |
18,695.0 |
223.0 |
1.2% |
19,185.0 |
High |
18,682.0 |
18,782.0 |
100.0 |
0.5% |
19,202.0 |
Low |
18,396.0 |
18,568.0 |
172.0 |
0.9% |
18,479.0 |
Close |
18,518.0 |
18,693.0 |
175.0 |
0.9% |
18,479.0 |
Range |
286.0 |
214.0 |
-72.0 |
-25.2% |
723.0 |
ATR |
189.4 |
194.7 |
5.3 |
2.8% |
0.0 |
Volume |
936 |
948 |
12 |
1.3% |
1,901 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,323.0 |
19,222.0 |
18,810.7 |
|
R3 |
19,109.0 |
19,008.0 |
18,751.9 |
|
R2 |
18,895.0 |
18,895.0 |
18,732.2 |
|
R1 |
18,794.0 |
18,794.0 |
18,712.6 |
18,737.5 |
PP |
18,681.0 |
18,681.0 |
18,681.0 |
18,652.8 |
S1 |
18,580.0 |
18,580.0 |
18,673.4 |
18,523.5 |
S2 |
18,467.0 |
18,467.0 |
18,653.8 |
|
S3 |
18,253.0 |
18,366.0 |
18,634.2 |
|
S4 |
18,039.0 |
18,152.0 |
18,575.3 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,889.0 |
20,407.0 |
18,876.7 |
|
R3 |
20,166.0 |
19,684.0 |
18,677.8 |
|
R2 |
19,443.0 |
19,443.0 |
18,611.6 |
|
R1 |
18,961.0 |
18,961.0 |
18,545.3 |
18,840.5 |
PP |
18,720.0 |
18,720.0 |
18,720.0 |
18,659.8 |
S1 |
18,238.0 |
18,238.0 |
18,412.7 |
18,117.5 |
S2 |
17,997.0 |
17,997.0 |
18,346.5 |
|
S3 |
17,274.0 |
17,515.0 |
18,280.2 |
|
S4 |
16,551.0 |
16,792.0 |
18,081.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,782.0 |
18,388.0 |
394.0 |
2.1% |
242.4 |
1.3% |
77% |
True |
False |
624 |
10 |
19,202.0 |
18,388.0 |
814.0 |
4.4% |
192.2 |
1.0% |
37% |
False |
False |
497 |
20 |
19,202.0 |
18,166.0 |
1,036.0 |
5.5% |
138.1 |
0.7% |
51% |
False |
False |
269 |
40 |
19,202.0 |
17,265.0 |
1,937.0 |
10.4% |
131.3 |
0.7% |
74% |
False |
False |
143 |
60 |
19,202.0 |
17,265.0 |
1,937.0 |
10.4% |
101.9 |
0.5% |
74% |
False |
False |
97 |
80 |
19,206.0 |
17,265.0 |
1,941.0 |
10.4% |
80.0 |
0.4% |
74% |
False |
False |
73 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.2% |
68.7 |
0.4% |
68% |
False |
False |
59 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.2% |
58.2 |
0.3% |
68% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,691.5 |
2.618 |
19,342.3 |
1.618 |
19,128.3 |
1.000 |
18,996.0 |
0.618 |
18,914.3 |
HIGH |
18,782.0 |
0.618 |
18,700.3 |
0.500 |
18,675.0 |
0.382 |
18,649.7 |
LOW |
18,568.0 |
0.618 |
18,435.7 |
1.000 |
18,354.0 |
1.618 |
18,221.7 |
2.618 |
18,007.7 |
4.250 |
17,658.5 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,687.0 |
18,657.0 |
PP |
18,681.0 |
18,621.0 |
S1 |
18,675.0 |
18,585.0 |
|