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 |
8,352.0 |
8,380.0 |
28.0 |
0.3% |
8,355.0 |
High |
8,430.0 |
8,380.0 |
-50.0 |
-0.6% |
8,430.0 |
Low |
8,339.5 |
8,252.0 |
-87.5 |
-1.0% |
8,252.0 |
Close |
8,390.5 |
8,282.5 |
-108.0 |
-1.3% |
8,282.5 |
Range |
90.5 |
128.0 |
37.5 |
41.4% |
178.0 |
ATR |
78.2 |
82.5 |
4.3 |
5.5% |
0.0 |
Volume |
98,906 |
128,361 |
29,455 |
29.8% |
835,341 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,689.0 |
8,613.5 |
8,353.0 |
|
R3 |
8,561.0 |
8,485.5 |
8,317.5 |
|
R2 |
8,433.0 |
8,433.0 |
8,306.0 |
|
R1 |
8,357.5 |
8,357.5 |
8,294.0 |
8,331.0 |
PP |
8,305.0 |
8,305.0 |
8,305.0 |
8,291.5 |
S1 |
8,229.5 |
8,229.5 |
8,271.0 |
8,203.0 |
S2 |
8,177.0 |
8,177.0 |
8,259.0 |
|
S3 |
8,049.0 |
8,101.5 |
8,247.5 |
|
S4 |
7,921.0 |
7,973.5 |
8,212.0 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,855.5 |
8,747.0 |
8,380.5 |
|
R3 |
8,677.5 |
8,569.0 |
8,331.5 |
|
R2 |
8,499.5 |
8,499.5 |
8,315.0 |
|
R1 |
8,391.0 |
8,391.0 |
8,299.0 |
8,356.0 |
PP |
8,321.5 |
8,321.5 |
8,321.5 |
8,304.0 |
S1 |
8,213.0 |
8,213.0 |
8,266.0 |
8,178.0 |
S2 |
8,143.5 |
8,143.5 |
8,250.0 |
|
S3 |
7,965.5 |
8,035.0 |
8,233.5 |
|
S4 |
7,787.5 |
7,857.0 |
8,184.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,430.0 |
8,252.0 |
178.0 |
2.1% |
87.0 |
1.0% |
17% |
False |
True |
167,068 |
10 |
8,430.0 |
8,236.0 |
194.0 |
2.3% |
87.5 |
1.1% |
24% |
False |
False |
94,248 |
20 |
8,497.5 |
8,236.0 |
261.5 |
3.2% |
64.5 |
0.8% |
18% |
False |
False |
47,647 |
40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
60.5 |
0.7% |
60% |
False |
False |
23,832 |
60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
55.5 |
0.7% |
60% |
False |
False |
15,891 |
80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
46.0 |
0.6% |
60% |
False |
False |
11,920 |
100 |
8,549.5 |
7,957.0 |
592.5 |
7.2% |
37.0 |
0.4% |
55% |
False |
False |
9,536 |
120 |
8,549.5 |
7,914.5 |
635.0 |
7.7% |
30.5 |
0.4% |
58% |
False |
False |
7,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,924.0 |
2.618 |
8,715.0 |
1.618 |
8,587.0 |
1.000 |
8,508.0 |
0.618 |
8,459.0 |
HIGH |
8,380.0 |
0.618 |
8,331.0 |
0.500 |
8,316.0 |
0.382 |
8,301.0 |
LOW |
8,252.0 |
0.618 |
8,173.0 |
1.000 |
8,124.0 |
1.618 |
8,045.0 |
2.618 |
7,917.0 |
4.250 |
7,708.0 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,316.0 |
8,341.0 |
PP |
8,305.0 |
8,321.5 |
S1 |
8,293.5 |
8,302.0 |
|