Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,901.0 |
18,878.0 |
-23.0 |
-0.1% |
18,592.0 |
High |
18,907.0 |
18,990.0 |
83.0 |
0.4% |
18,909.0 |
Low |
18,780.0 |
18,803.0 |
23.0 |
0.1% |
18,388.0 |
Close |
18,812.0 |
18,914.0 |
102.0 |
0.5% |
18,878.0 |
Range |
127.0 |
187.0 |
60.0 |
47.2% |
521.0 |
ATR |
191.3 |
191.0 |
-0.3 |
-0.2% |
0.0 |
Volume |
21,704 |
33,309 |
11,605 |
53.5% |
9,500 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,463.3 |
19,375.7 |
19,016.9 |
|
R3 |
19,276.3 |
19,188.7 |
18,965.4 |
|
R2 |
19,089.3 |
19,089.3 |
18,948.3 |
|
R1 |
19,001.7 |
19,001.7 |
18,931.1 |
19,045.5 |
PP |
18,902.3 |
18,902.3 |
18,902.3 |
18,924.3 |
S1 |
18,814.7 |
18,814.7 |
18,896.9 |
18,858.5 |
S2 |
18,715.3 |
18,715.3 |
18,879.7 |
|
S3 |
18,528.3 |
18,627.7 |
18,862.6 |
|
S4 |
18,341.3 |
18,440.7 |
18,811.2 |
|
|
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 |
18,990.0 |
18,396.0 |
594.0 |
3.1% |
200.0 |
1.1% |
87% |
True |
False |
12,703 |
10 |
18,990.0 |
18,388.0 |
602.0 |
3.2% |
197.2 |
1.0% |
87% |
True |
False |
6,631 |
20 |
19,202.0 |
18,388.0 |
814.0 |
4.3% |
137.8 |
0.7% |
65% |
False |
False |
3,346 |
40 |
19,202.0 |
17,265.0 |
1,937.0 |
10.2% |
133.6 |
0.7% |
85% |
False |
False |
1,683 |
60 |
19,202.0 |
17,265.0 |
1,937.0 |
10.2% |
110.1 |
0.6% |
85% |
False |
False |
1,125 |
80 |
19,202.0 |
17,265.0 |
1,937.0 |
10.2% |
86.3 |
0.5% |
85% |
False |
False |
844 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
73.7 |
0.4% |
79% |
False |
False |
675 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
62.4 |
0.3% |
79% |
False |
False |
562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,784.8 |
2.618 |
19,479.6 |
1.618 |
19,292.6 |
1.000 |
19,177.0 |
0.618 |
19,105.6 |
HIGH |
18,990.0 |
0.618 |
18,918.6 |
0.500 |
18,896.5 |
0.382 |
18,874.4 |
LOW |
18,803.0 |
0.618 |
18,687.4 |
1.000 |
18,616.0 |
1.618 |
18,500.4 |
2.618 |
18,313.4 |
4.250 |
18,008.3 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,908.2 |
18,894.8 |
PP |
18,902.3 |
18,875.7 |
S1 |
18,896.5 |
18,856.5 |
|