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 |
19,950.00 |
19,894.00 |
-56.00 |
-0.3% |
18,894.00 |
High |
19,973.75 |
20,041.50 |
67.75 |
0.3% |
20,000.50 |
Low |
19,731.75 |
19,772.00 |
40.25 |
0.2% |
18,806.75 |
Close |
19,861.50 |
19,867.75 |
6.25 |
0.0% |
19,964.75 |
Range |
242.00 |
269.50 |
27.50 |
11.4% |
1,193.75 |
ATR |
368.35 |
361.29 |
-7.06 |
-1.9% |
0.00 |
Volume |
57 |
111 |
54 |
94.7% |
194 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,702.25 |
20,554.50 |
20,016.00 |
|
R3 |
20,432.75 |
20,285.00 |
19,941.75 |
|
R2 |
20,163.25 |
20,163.25 |
19,917.25 |
|
R1 |
20,015.50 |
20,015.50 |
19,892.50 |
19,954.50 |
PP |
19,893.75 |
19,893.75 |
19,893.75 |
19,863.25 |
S1 |
19,746.00 |
19,746.00 |
19,843.00 |
19,685.00 |
S2 |
19,624.25 |
19,624.25 |
19,818.25 |
|
S3 |
19,354.75 |
19,476.50 |
19,793.75 |
|
S4 |
19,085.25 |
19,207.00 |
19,719.50 |
|
|
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 |
20,041.50 |
18,960.75 |
1,080.75 |
5.4% |
338.00 |
1.7% |
84% |
True |
False |
62 |
10 |
20,041.50 |
18,799.75 |
1,241.75 |
6.3% |
347.25 |
1.7% |
86% |
True |
False |
51 |
20 |
20,459.50 |
18,799.75 |
1,659.75 |
8.4% |
346.25 |
1.7% |
64% |
False |
False |
28 |
40 |
20,556.50 |
17,767.00 |
2,789.50 |
14.0% |
397.50 |
2.0% |
75% |
False |
False |
26 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.6% |
320.75 |
1.6% |
57% |
False |
False |
18 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.6% |
254.50 |
1.3% |
57% |
False |
False |
14 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.6% |
208.75 |
1.1% |
57% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,187.00 |
2.618 |
20,747.00 |
1.618 |
20,477.50 |
1.000 |
20,311.00 |
0.618 |
20,208.00 |
HIGH |
20,041.50 |
0.618 |
19,938.50 |
0.500 |
19,906.75 |
0.382 |
19,875.00 |
LOW |
19,772.00 |
0.618 |
19,605.50 |
1.000 |
19,502.50 |
1.618 |
19,336.00 |
2.618 |
19,066.50 |
4.250 |
18,626.50 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,906.75 |
19,886.50 |
PP |
19,893.75 |
19,880.25 |
S1 |
19,880.75 |
19,874.00 |
|