Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
2,203.5 |
2,211.7 |
8.2 |
0.4% |
2,110.5 |
High |
2,226.3 |
2,256.4 |
30.1 |
1.4% |
2,209.4 |
Low |
2,198.5 |
2,207.4 |
8.9 |
0.4% |
2,077.7 |
Close |
2,214.0 |
2,230.7 |
16.7 |
0.8% |
2,206.1 |
Range |
27.8 |
49.0 |
21.2 |
76.3% |
131.7 |
ATR |
45.5 |
45.8 |
0.2 |
0.5% |
0.0 |
Volume |
327,083 |
315,628 |
-11,455 |
-3.5% |
187,617 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,378.5 |
2,353.6 |
2,257.7 |
|
R3 |
2,329.5 |
2,304.6 |
2,244.2 |
|
R2 |
2,280.5 |
2,280.5 |
2,239.7 |
|
R1 |
2,255.6 |
2,255.6 |
2,235.2 |
2,268.1 |
PP |
2,231.5 |
2,231.5 |
2,231.5 |
2,237.7 |
S1 |
2,206.6 |
2,206.6 |
2,226.2 |
2,219.1 |
S2 |
2,182.5 |
2,182.5 |
2,221.7 |
|
S3 |
2,133.5 |
2,157.6 |
2,217.2 |
|
S4 |
2,084.5 |
2,108.6 |
2,203.8 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,559.5 |
2,514.5 |
2,278.5 |
|
R3 |
2,427.8 |
2,382.8 |
2,242.3 |
|
R2 |
2,296.1 |
2,296.1 |
2,230.2 |
|
R1 |
2,251.1 |
2,251.1 |
2,218.2 |
2,273.6 |
PP |
2,164.4 |
2,164.4 |
2,164.4 |
2,175.7 |
S1 |
2,119.4 |
2,119.4 |
2,194.0 |
2,141.9 |
S2 |
2,032.7 |
2,032.7 |
2,182.0 |
|
S3 |
1,901.0 |
1,987.7 |
2,169.9 |
|
S4 |
1,769.3 |
1,856.0 |
2,133.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,256.4 |
2,077.7 |
178.7 |
8.0% |
45.6 |
2.0% |
86% |
True |
False |
164,739 |
10 |
2,256.4 |
2,077.7 |
178.7 |
8.0% |
43.0 |
1.9% |
86% |
True |
False |
83,659 |
20 |
2,270.0 |
2,077.7 |
192.3 |
8.6% |
42.4 |
1.9% |
80% |
False |
False |
42,415 |
40 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
51.8 |
2.3% |
66% |
False |
False |
21,519 |
60 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
47.5 |
2.1% |
66% |
False |
False |
14,411 |
80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
37.2 |
1.7% |
66% |
False |
False |
10,812 |
100 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
29.8 |
1.3% |
66% |
False |
False |
8,649 |
120 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
24.8 |
1.1% |
67% |
False |
False |
7,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,464.7 |
2.618 |
2,384.7 |
1.618 |
2,335.7 |
1.000 |
2,305.4 |
0.618 |
2,286.7 |
HIGH |
2,256.4 |
0.618 |
2,237.7 |
0.500 |
2,231.9 |
0.382 |
2,226.1 |
LOW |
2,207.4 |
0.618 |
2,177.1 |
1.000 |
2,158.4 |
1.618 |
2,128.1 |
2.618 |
2,079.1 |
4.250 |
1,999.2 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
2,231.9 |
2,222.2 |
PP |
2,231.5 |
2,213.6 |
S1 |
2,231.1 |
2,205.1 |
|