Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,998.0 |
19,127.0 |
129.0 |
0.7% |
18,901.0 |
High |
19,231.0 |
19,134.0 |
-97.0 |
-0.5% |
19,231.0 |
Low |
18,952.0 |
18,877.0 |
-75.0 |
-0.4% |
18,780.0 |
Close |
19,180.0 |
18,904.0 |
-276.0 |
-1.4% |
18,904.0 |
Range |
279.0 |
257.0 |
-22.0 |
-7.9% |
451.0 |
ATR |
203.4 |
210.6 |
7.1 |
3.5% |
0.0 |
Volume |
44,878 |
50,889 |
6,011 |
13.4% |
177,213 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,742.7 |
19,580.3 |
19,045.4 |
|
R3 |
19,485.7 |
19,323.3 |
18,974.7 |
|
R2 |
19,228.7 |
19,228.7 |
18,951.1 |
|
R1 |
19,066.3 |
19,066.3 |
18,927.6 |
19,019.0 |
PP |
18,971.7 |
18,971.7 |
18,971.7 |
18,948.0 |
S1 |
18,809.3 |
18,809.3 |
18,880.4 |
18,762.0 |
S2 |
18,714.7 |
18,714.7 |
18,856.9 |
|
S3 |
18,457.7 |
18,552.3 |
18,833.3 |
|
S4 |
18,200.7 |
18,295.3 |
18,762.7 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,324.7 |
20,065.3 |
19,152.1 |
|
R3 |
19,873.7 |
19,614.3 |
19,028.0 |
|
R2 |
19,422.7 |
19,422.7 |
18,986.7 |
|
R1 |
19,163.3 |
19,163.3 |
18,945.3 |
19,293.0 |
PP |
18,971.7 |
18,971.7 |
18,971.7 |
19,036.5 |
S1 |
18,712.3 |
18,712.3 |
18,862.7 |
18,842.0 |
S2 |
18,520.7 |
18,520.7 |
18,821.3 |
|
S3 |
18,069.7 |
18,261.3 |
18,780.0 |
|
S4 |
17,618.7 |
17,810.3 |
18,656.0 |
|
|
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 |
18,780.0 |
451.0 |
2.4% |
215.2 |
1.1% |
27% |
False |
False |
35,442 |
10 |
19,231.0 |
18,388.0 |
843.0 |
4.5% |
217.5 |
1.2% |
61% |
False |
False |
18,671 |
20 |
19,231.0 |
18,388.0 |
843.0 |
4.5% |
169.4 |
0.9% |
61% |
False |
False |
9,451 |
40 |
19,231.0 |
17,265.0 |
1,966.0 |
10.4% |
141.6 |
0.7% |
83% |
False |
False |
4,737 |
60 |
19,231.0 |
17,265.0 |
1,966.0 |
10.4% |
122.8 |
0.6% |
83% |
False |
False |
3,161 |
80 |
19,231.0 |
17,265.0 |
1,966.0 |
10.4% |
95.8 |
0.5% |
83% |
False |
False |
2,371 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
81.3 |
0.4% |
78% |
False |
False |
1,897 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
67.7 |
0.4% |
78% |
False |
False |
1,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,226.3 |
2.618 |
19,806.8 |
1.618 |
19,549.8 |
1.000 |
19,391.0 |
0.618 |
19,292.8 |
HIGH |
19,134.0 |
0.618 |
19,035.8 |
0.500 |
19,005.5 |
0.382 |
18,975.2 |
LOW |
18,877.0 |
0.618 |
18,718.2 |
1.000 |
18,620.0 |
1.618 |
18,461.2 |
2.618 |
18,204.2 |
4.250 |
17,784.8 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,005.5 |
19,053.5 |
PP |
18,971.7 |
19,003.7 |
S1 |
18,937.8 |
18,953.8 |
|