Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,889.0 |
18,998.0 |
109.0 |
0.6% |
18,592.0 |
High |
19,102.0 |
19,231.0 |
129.0 |
0.7% |
18,909.0 |
Low |
18,876.0 |
18,952.0 |
76.0 |
0.4% |
18,388.0 |
Close |
18,898.0 |
19,180.0 |
282.0 |
1.5% |
18,878.0 |
Range |
226.0 |
279.0 |
53.0 |
23.5% |
521.0 |
ATR |
193.5 |
203.4 |
10.0 |
5.2% |
0.0 |
Volume |
26,433 |
44,878 |
18,445 |
69.8% |
9,500 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,958.0 |
19,848.0 |
19,333.5 |
|
R3 |
19,679.0 |
19,569.0 |
19,256.7 |
|
R2 |
19,400.0 |
19,400.0 |
19,231.2 |
|
R1 |
19,290.0 |
19,290.0 |
19,205.6 |
19,345.0 |
PP |
19,121.0 |
19,121.0 |
19,121.0 |
19,148.5 |
S1 |
19,011.0 |
19,011.0 |
19,154.4 |
19,066.0 |
S2 |
18,842.0 |
18,842.0 |
19,128.9 |
|
S3 |
18,563.0 |
18,732.0 |
19,103.3 |
|
S4 |
18,284.0 |
18,453.0 |
19,026.6 |
|
|
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 |
19,231.0 |
18,723.0 |
508.0 |
2.6% |
201.0 |
1.0% |
90% |
True |
False |
26,588 |
10 |
19,231.0 |
18,388.0 |
843.0 |
4.4% |
221.7 |
1.2% |
94% |
True |
False |
13,606 |
20 |
19,231.0 |
18,388.0 |
843.0 |
4.4% |
158.4 |
0.8% |
94% |
True |
False |
6,910 |
40 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
139.9 |
0.7% |
97% |
True |
False |
3,465 |
60 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
118.5 |
0.6% |
97% |
True |
False |
2,313 |
80 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
92.6 |
0.5% |
97% |
True |
False |
1,735 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
10.9% |
78.7 |
0.4% |
91% |
False |
False |
1,388 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
10.9% |
66.6 |
0.3% |
91% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,416.8 |
2.618 |
19,961.4 |
1.618 |
19,682.4 |
1.000 |
19,510.0 |
0.618 |
19,403.4 |
HIGH |
19,231.0 |
0.618 |
19,124.4 |
0.500 |
19,091.5 |
0.382 |
19,058.6 |
LOW |
18,952.0 |
0.618 |
18,779.6 |
1.000 |
18,673.0 |
1.618 |
18,500.6 |
2.618 |
18,221.6 |
4.250 |
17,766.3 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,150.5 |
19,125.7 |
PP |
19,121.0 |
19,071.3 |
S1 |
19,091.5 |
19,017.0 |
|