| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,894.00 |
19,900.00 |
6.00 |
0.0% |
18,894.00 |
| High |
20,041.50 |
20,100.00 |
58.50 |
0.3% |
20,000.50 |
| Low |
19,772.00 |
19,770.50 |
-1.50 |
0.0% |
18,806.75 |
| Close |
19,867.75 |
19,776.00 |
-91.75 |
-0.5% |
19,964.75 |
| Range |
269.50 |
329.50 |
60.00 |
22.3% |
1,193.75 |
| ATR |
361.29 |
359.02 |
-2.27 |
-0.6% |
0.00 |
| Volume |
111 |
172 |
61 |
55.0% |
194 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,870.75 |
20,652.75 |
19,957.25 |
|
| R3 |
20,541.25 |
20,323.25 |
19,866.50 |
|
| R2 |
20,211.75 |
20,211.75 |
19,836.50 |
|
| R1 |
19,993.75 |
19,993.75 |
19,806.25 |
19,938.00 |
| PP |
19,882.25 |
19,882.25 |
19,882.25 |
19,854.25 |
| S1 |
19,664.25 |
19,664.25 |
19,745.75 |
19,608.50 |
| S2 |
19,552.75 |
19,552.75 |
19,715.50 |
|
| S3 |
19,223.25 |
19,334.75 |
19,685.50 |
|
| S4 |
18,893.75 |
19,005.25 |
19,594.75 |
|
|
| 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 |
20,100.00 |
19,623.25 |
476.75 |
2.4% |
254.75 |
1.3% |
32% |
True |
False |
86 |
| 10 |
20,100.00 |
18,799.75 |
1,300.25 |
6.6% |
351.50 |
1.8% |
75% |
True |
False |
65 |
| 20 |
20,459.50 |
18,799.75 |
1,659.75 |
8.4% |
354.75 |
1.8% |
59% |
False |
False |
36 |
| 40 |
20,459.50 |
17,767.00 |
2,692.50 |
13.6% |
401.25 |
2.0% |
75% |
False |
False |
30 |
| 60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.7% |
326.25 |
1.6% |
54% |
False |
False |
21 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.7% |
255.75 |
1.3% |
54% |
False |
False |
16 |
| 100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.7% |
212.25 |
1.1% |
54% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,500.50 |
|
2.618 |
20,962.75 |
|
1.618 |
20,633.25 |
|
1.000 |
20,429.50 |
|
0.618 |
20,303.75 |
|
HIGH |
20,100.00 |
|
0.618 |
19,974.25 |
|
0.500 |
19,935.25 |
|
0.382 |
19,896.25 |
|
LOW |
19,770.50 |
|
0.618 |
19,566.75 |
|
1.000 |
19,441.00 |
|
1.618 |
19,237.25 |
|
2.618 |
18,907.75 |
|
4.250 |
18,370.00 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,935.25 |
19,916.00 |
| PP |
19,882.25 |
19,869.25 |
| S1 |
19,829.00 |
19,822.50 |
|