| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,680.00 |
19,940.50 |
260.50 |
1.3% |
18,894.00 |
| High |
19,901.25 |
20,000.50 |
99.25 |
0.5% |
20,000.50 |
| Low |
19,623.25 |
19,846.25 |
223.00 |
1.1% |
18,806.75 |
| Close |
19,876.50 |
19,964.75 |
88.25 |
0.4% |
19,964.75 |
| Range |
278.00 |
154.25 |
-123.75 |
-44.5% |
1,193.75 |
| ATR |
395.29 |
378.07 |
-17.22 |
-4.4% |
0.00 |
| Volume |
82 |
10 |
-72 |
-87.8% |
194 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,400.00 |
20,336.50 |
20,049.50 |
|
| R3 |
20,245.75 |
20,182.25 |
20,007.25 |
|
| R2 |
20,091.50 |
20,091.50 |
19,993.00 |
|
| R1 |
20,028.00 |
20,028.00 |
19,979.00 |
20,059.75 |
| PP |
19,937.25 |
19,937.25 |
19,937.25 |
19,953.00 |
| S1 |
19,873.75 |
19,873.75 |
19,950.50 |
19,905.50 |
| S2 |
19,783.00 |
19,783.00 |
19,936.50 |
|
| S3 |
19,628.75 |
19,719.50 |
19,922.25 |
|
| S4 |
19,474.50 |
19,565.25 |
19,880.00 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,172.00 |
22,762.00 |
20,621.25 |
|
| R3 |
21,978.25 |
21,568.25 |
20,293.00 |
|
| R2 |
20,784.50 |
20,784.50 |
20,183.50 |
|
| R1 |
20,374.50 |
20,374.50 |
20,074.25 |
20,579.50 |
| PP |
19,590.75 |
19,590.75 |
19,590.75 |
19,693.00 |
| S1 |
19,180.75 |
19,180.75 |
19,855.25 |
19,385.75 |
| S2 |
18,397.00 |
18,397.00 |
19,746.00 |
|
| S3 |
17,203.25 |
17,987.00 |
19,636.50 |
|
| S4 |
16,009.50 |
16,793.25 |
19,308.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,000.50 |
18,806.75 |
1,193.75 |
6.0% |
358.50 |
1.8% |
97% |
True |
False |
38 |
| 10 |
20,100.75 |
18,799.75 |
1,301.00 |
6.5% |
393.50 |
2.0% |
90% |
False |
False |
36 |
| 20 |
20,459.50 |
18,799.75 |
1,659.75 |
8.3% |
346.00 |
1.7% |
70% |
False |
False |
20 |
| 40 |
20,556.50 |
17,767.00 |
2,789.50 |
14.0% |
399.50 |
2.0% |
79% |
False |
False |
22 |
| 60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.5% |
316.75 |
1.6% |
59% |
False |
False |
15 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.5% |
248.00 |
1.2% |
59% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,656.00 |
|
2.618 |
20,404.25 |
|
1.618 |
20,250.00 |
|
1.000 |
20,154.75 |
|
0.618 |
20,095.75 |
|
HIGH |
20,000.50 |
|
0.618 |
19,941.50 |
|
0.500 |
19,923.50 |
|
0.382 |
19,905.25 |
|
LOW |
19,846.25 |
|
0.618 |
19,751.00 |
|
1.000 |
19,692.00 |
|
1.618 |
19,596.75 |
|
2.618 |
19,442.50 |
|
4.250 |
19,190.75 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,951.00 |
19,803.50 |
| PP |
19,937.25 |
19,642.00 |
| S1 |
19,923.50 |
19,480.50 |
|