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 |
8,263.5 |
8,320.0 |
56.5 |
0.7% |
8,355.0 |
High |
8,322.5 |
8,368.5 |
46.0 |
0.6% |
8,430.0 |
Low |
8,259.0 |
8,301.5 |
42.5 |
0.5% |
8,252.0 |
Close |
8,311.0 |
8,333.5 |
22.5 |
0.3% |
8,282.5 |
Range |
63.5 |
67.0 |
3.5 |
5.5% |
178.0 |
ATR |
81.1 |
80.1 |
-1.0 |
-1.2% |
0.0 |
Volume |
77,961 |
69,808 |
-8,153 |
-10.5% |
835,341 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,535.5 |
8,501.5 |
8,370.5 |
|
R3 |
8,468.5 |
8,434.5 |
8,352.0 |
|
R2 |
8,401.5 |
8,401.5 |
8,346.0 |
|
R1 |
8,367.5 |
8,367.5 |
8,339.5 |
8,384.5 |
PP |
8,334.5 |
8,334.5 |
8,334.5 |
8,343.0 |
S1 |
8,300.5 |
8,300.5 |
8,327.5 |
8,317.5 |
S2 |
8,267.5 |
8,267.5 |
8,321.0 |
|
S3 |
8,200.5 |
8,233.5 |
8,315.0 |
|
S4 |
8,133.5 |
8,166.5 |
8,296.5 |
|
|
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% |
83.5 |
1.0% |
46% |
False |
False |
97,767 |
10 |
8,430.0 |
8,239.0 |
191.0 |
2.3% |
79.5 |
1.0% |
49% |
False |
False |
108,715 |
20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
69.5 |
0.8% |
37% |
False |
False |
55,034 |
40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
60.0 |
0.7% |
70% |
False |
False |
27,526 |
60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
55.5 |
0.7% |
70% |
False |
False |
18,353 |
80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
47.5 |
0.6% |
70% |
False |
False |
13,767 |
100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
38.0 |
0.5% |
64% |
False |
False |
11,014 |
120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
32.0 |
0.4% |
66% |
False |
False |
9,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,653.0 |
2.618 |
8,544.0 |
1.618 |
8,477.0 |
1.000 |
8,435.5 |
0.618 |
8,410.0 |
HIGH |
8,368.5 |
0.618 |
8,343.0 |
0.500 |
8,335.0 |
0.382 |
8,327.0 |
LOW |
8,301.5 |
0.618 |
8,260.0 |
1.000 |
8,234.5 |
1.618 |
8,193.0 |
2.618 |
8,126.0 |
4.250 |
8,017.0 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,335.0 |
8,327.5 |
PP |
8,334.5 |
8,322.0 |
S1 |
8,334.0 |
8,316.0 |
|