Trading Metrics calculated at close of trading on 23-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
19,127.0 |
18,915.0 |
-212.0 |
-1.1% |
18,901.0 |
High |
19,134.0 |
19,059.0 |
-75.0 |
-0.4% |
19,231.0 |
Low |
18,877.0 |
18,851.0 |
-26.0 |
-0.1% |
18,780.0 |
Close |
18,904.0 |
19,002.0 |
98.0 |
0.5% |
18,904.0 |
Range |
257.0 |
208.0 |
-49.0 |
-19.1% |
451.0 |
ATR |
210.6 |
210.4 |
-0.2 |
-0.1% |
0.0 |
Volume |
50,889 |
32,649 |
-18,240 |
-35.8% |
177,213 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,594.7 |
19,506.3 |
19,116.4 |
|
R3 |
19,386.7 |
19,298.3 |
19,059.2 |
|
R2 |
19,178.7 |
19,178.7 |
19,040.1 |
|
R1 |
19,090.3 |
19,090.3 |
19,021.1 |
19,134.5 |
PP |
18,970.7 |
18,970.7 |
18,970.7 |
18,992.8 |
S1 |
18,882.3 |
18,882.3 |
18,982.9 |
18,926.5 |
S2 |
18,762.7 |
18,762.7 |
18,963.9 |
|
S3 |
18,554.7 |
18,674.3 |
18,944.8 |
|
S4 |
18,346.7 |
18,466.3 |
18,887.6 |
|
|
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 |
18,803.0 |
428.0 |
2.3% |
231.4 |
1.2% |
46% |
False |
False |
37,631 |
10 |
19,231.0 |
18,388.0 |
843.0 |
4.4% |
227.0 |
1.2% |
73% |
False |
False |
21,900 |
20 |
19,231.0 |
18,388.0 |
843.0 |
4.4% |
176.5 |
0.9% |
73% |
False |
False |
11,082 |
40 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
146.7 |
0.8% |
88% |
False |
False |
5,553 |
60 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
126.2 |
0.7% |
88% |
False |
False |
3,705 |
80 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
98.4 |
0.5% |
88% |
False |
False |
2,779 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.0% |
79.5 |
0.4% |
83% |
False |
False |
2,223 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.0% |
69.5 |
0.4% |
83% |
False |
False |
1,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,943.0 |
2.618 |
19,603.5 |
1.618 |
19,395.5 |
1.000 |
19,267.0 |
0.618 |
19,187.5 |
HIGH |
19,059.0 |
0.618 |
18,979.5 |
0.500 |
18,955.0 |
0.382 |
18,930.5 |
LOW |
18,851.0 |
0.618 |
18,722.5 |
1.000 |
18,643.0 |
1.618 |
18,514.5 |
2.618 |
18,306.5 |
4.250 |
17,967.0 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,986.3 |
19,041.0 |
PP |
18,970.7 |
19,028.0 |
S1 |
18,955.0 |
19,015.0 |
|