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 |
8,380.0 |
8,263.5 |
-116.5 |
-1.4% |
8,355.0 |
High |
8,380.0 |
8,322.5 |
-57.5 |
-0.7% |
8,430.0 |
Low |
8,252.0 |
8,259.0 |
7.0 |
0.1% |
8,252.0 |
Close |
8,282.5 |
8,311.0 |
28.5 |
0.3% |
8,282.5 |
Range |
128.0 |
63.5 |
-64.5 |
-50.4% |
178.0 |
ATR |
82.5 |
81.1 |
-1.4 |
-1.6% |
0.0 |
Volume |
128,361 |
77,961 |
-50,400 |
-39.3% |
835,341 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,488.0 |
8,463.0 |
8,346.0 |
|
R3 |
8,424.5 |
8,399.5 |
8,328.5 |
|
R2 |
8,361.0 |
8,361.0 |
8,322.5 |
|
R1 |
8,336.0 |
8,336.0 |
8,317.0 |
8,348.5 |
PP |
8,297.5 |
8,297.5 |
8,297.5 |
8,304.0 |
S1 |
8,272.5 |
8,272.5 |
8,305.0 |
8,285.0 |
S2 |
8,234.0 |
8,234.0 |
8,299.5 |
|
S3 |
8,170.5 |
8,209.0 |
8,293.5 |
|
S4 |
8,107.0 |
8,145.5 |
8,276.0 |
|
|
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% |
86.0 |
1.0% |
33% |
False |
False |
134,317 |
10 |
8,430.0 |
8,239.0 |
191.0 |
2.3% |
81.0 |
1.0% |
38% |
False |
False |
102,009 |
20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
67.5 |
0.8% |
29% |
False |
False |
51,545 |
40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
60.5 |
0.7% |
65% |
False |
False |
25,780 |
60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
55.5 |
0.7% |
65% |
False |
False |
17,190 |
80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
47.0 |
0.6% |
65% |
False |
False |
12,895 |
100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
37.5 |
0.5% |
60% |
False |
False |
10,316 |
120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
31.0 |
0.4% |
62% |
False |
False |
8,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,592.5 |
2.618 |
8,488.5 |
1.618 |
8,425.0 |
1.000 |
8,386.0 |
0.618 |
8,361.5 |
HIGH |
8,322.5 |
0.618 |
8,298.0 |
0.500 |
8,291.0 |
0.382 |
8,283.5 |
LOW |
8,259.0 |
0.618 |
8,220.0 |
1.000 |
8,195.5 |
1.618 |
8,156.5 |
2.618 |
8,093.0 |
4.250 |
7,989.0 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,304.0 |
8,341.0 |
PP |
8,297.5 |
8,331.0 |
S1 |
8,291.0 |
8,321.0 |
|