Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
18,915.0 |
19,034.0 |
119.0 |
0.6% |
18,901.0 |
High |
19,059.0 |
19,200.0 |
141.0 |
0.7% |
19,231.0 |
Low |
18,851.0 |
19,015.0 |
164.0 |
0.9% |
18,780.0 |
Close |
19,002.0 |
19,155.0 |
153.0 |
0.8% |
18,904.0 |
Range |
208.0 |
185.0 |
-23.0 |
-11.1% |
451.0 |
ATR |
210.4 |
209.5 |
-0.9 |
-0.4% |
0.0 |
Volume |
32,649 |
39,129 |
6,480 |
19.8% |
177,213 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,678.3 |
19,601.7 |
19,256.8 |
|
R3 |
19,493.3 |
19,416.7 |
19,205.9 |
|
R2 |
19,308.3 |
19,308.3 |
19,188.9 |
|
R1 |
19,231.7 |
19,231.7 |
19,172.0 |
19,270.0 |
PP |
19,123.3 |
19,123.3 |
19,123.3 |
19,142.5 |
S1 |
19,046.7 |
19,046.7 |
19,138.0 |
19,085.0 |
S2 |
18,938.3 |
18,938.3 |
19,121.1 |
|
S3 |
18,753.3 |
18,861.7 |
19,104.1 |
|
S4 |
18,568.3 |
18,676.7 |
19,053.3 |
|
|
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 |
18,851.0 |
380.0 |
2.0% |
231.0 |
1.2% |
80% |
False |
False |
38,795 |
10 |
19,231.0 |
18,396.0 |
835.0 |
4.4% |
215.5 |
1.1% |
91% |
False |
False |
25,749 |
20 |
19,231.0 |
18,388.0 |
843.0 |
4.4% |
184.7 |
1.0% |
91% |
False |
False |
13,038 |
40 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
146.6 |
0.8% |
96% |
False |
False |
6,531 |
60 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
126.8 |
0.7% |
96% |
False |
False |
4,357 |
80 |
19,231.0 |
17,265.0 |
1,966.0 |
10.3% |
100.7 |
0.5% |
96% |
False |
False |
3,268 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
10.9% |
81.4 |
0.4% |
90% |
False |
False |
2,615 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
10.9% |
71.0 |
0.4% |
90% |
False |
False |
2,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,986.3 |
2.618 |
19,684.3 |
1.618 |
19,499.3 |
1.000 |
19,385.0 |
0.618 |
19,314.3 |
HIGH |
19,200.0 |
0.618 |
19,129.3 |
0.500 |
19,107.5 |
0.382 |
19,085.7 |
LOW |
19,015.0 |
0.618 |
18,900.7 |
1.000 |
18,830.0 |
1.618 |
18,715.7 |
2.618 |
18,530.7 |
4.250 |
18,228.8 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,139.2 |
19,111.8 |
PP |
19,123.3 |
19,068.7 |
S1 |
19,107.5 |
19,025.5 |
|