Trading Metrics calculated at close of trading on 13-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,695.0 |
18,786.0 |
91.0 |
0.5% |
18,592.0 |
High |
18,782.0 |
18,909.0 |
127.0 |
0.7% |
18,909.0 |
Low |
18,568.0 |
18,723.0 |
155.0 |
0.8% |
18,388.0 |
Close |
18,693.0 |
18,878.0 |
185.0 |
1.0% |
18,878.0 |
Range |
214.0 |
186.0 |
-28.0 |
-13.1% |
521.0 |
ATR |
194.7 |
196.2 |
1.5 |
0.8% |
0.0 |
Volume |
948 |
6,620 |
5,672 |
598.3% |
9,500 |
|
Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,394.7 |
19,322.3 |
18,980.3 |
|
R3 |
19,208.7 |
19,136.3 |
18,929.2 |
|
R2 |
19,022.7 |
19,022.7 |
18,912.1 |
|
R1 |
18,950.3 |
18,950.3 |
18,895.1 |
18,986.5 |
PP |
18,836.7 |
18,836.7 |
18,836.7 |
18,854.8 |
S1 |
18,764.3 |
18,764.3 |
18,861.0 |
18,800.5 |
S2 |
18,650.7 |
18,650.7 |
18,843.9 |
|
S3 |
18,464.7 |
18,578.3 |
18,826.9 |
|
S4 |
18,278.7 |
18,392.3 |
18,775.7 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,288.0 |
20,104.0 |
19,164.6 |
|
R3 |
19,767.0 |
19,583.0 |
19,021.3 |
|
R2 |
19,246.0 |
19,246.0 |
18,973.5 |
|
R1 |
19,062.0 |
19,062.0 |
18,925.8 |
19,154.0 |
PP |
18,725.0 |
18,725.0 |
18,725.0 |
18,771.0 |
S1 |
18,541.0 |
18,541.0 |
18,830.2 |
18,633.0 |
S2 |
18,204.0 |
18,204.0 |
18,782.5 |
|
S3 |
17,683.0 |
18,020.0 |
18,734.7 |
|
S4 |
17,162.0 |
17,499.0 |
18,591.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,909.0 |
18,388.0 |
521.0 |
2.8% |
219.8 |
1.2% |
94% |
True |
False |
1,900 |
10 |
19,202.0 |
18,388.0 |
814.0 |
4.3% |
202.8 |
1.1% |
60% |
False |
False |
1,145 |
20 |
19,202.0 |
18,388.0 |
814.0 |
4.3% |
134.3 |
0.7% |
60% |
False |
False |
598 |
40 |
19,202.0 |
17,265.0 |
1,937.0 |
10.3% |
130.7 |
0.7% |
83% |
False |
False |
308 |
60 |
19,202.0 |
17,265.0 |
1,937.0 |
10.3% |
104.8 |
0.6% |
83% |
False |
False |
208 |
80 |
19,206.0 |
17,265.0 |
1,941.0 |
10.3% |
82.4 |
0.4% |
83% |
False |
False |
156 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
70.5 |
0.4% |
77% |
False |
False |
125 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
59.8 |
0.3% |
77% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,699.5 |
2.618 |
19,395.9 |
1.618 |
19,209.9 |
1.000 |
19,095.0 |
0.618 |
19,023.9 |
HIGH |
18,909.0 |
0.618 |
18,837.9 |
0.500 |
18,816.0 |
0.382 |
18,794.1 |
LOW |
18,723.0 |
0.618 |
18,608.1 |
1.000 |
18,537.0 |
1.618 |
18,422.1 |
2.618 |
18,236.1 |
4.250 |
17,932.5 |
|
|
Fisher Pivots for day following 13-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,857.3 |
18,802.8 |
PP |
18,836.7 |
18,727.7 |
S1 |
18,816.0 |
18,652.5 |
|