Trading Metrics calculated at close of trading on 23-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
20,231.50 |
20,212.00 |
-19.50 |
-0.1% |
19,950.00 |
High |
20,281.00 |
20,363.00 |
82.00 |
0.4% |
20,387.75 |
Low |
20,061.00 |
20,159.50 |
98.50 |
0.5% |
19,731.75 |
Close |
20,227.75 |
20,278.25 |
50.50 |
0.2% |
20,227.75 |
Range |
220.00 |
203.50 |
-16.50 |
-7.5% |
656.00 |
ATR |
366.10 |
354.49 |
-11.61 |
-3.2% |
0.00 |
Volume |
285 |
424 |
139 |
48.8% |
1,057 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,877.50 |
20,781.25 |
20,390.25 |
|
R3 |
20,674.00 |
20,577.75 |
20,334.25 |
|
R2 |
20,470.50 |
20,470.50 |
20,315.50 |
|
R1 |
20,374.25 |
20,374.25 |
20,297.00 |
20,422.50 |
PP |
20,267.00 |
20,267.00 |
20,267.00 |
20,291.00 |
S1 |
20,170.75 |
20,170.75 |
20,259.50 |
20,219.00 |
S2 |
20,063.50 |
20,063.50 |
20,241.00 |
|
S3 |
19,860.00 |
19,967.25 |
20,222.25 |
|
S4 |
19,656.50 |
19,763.75 |
20,166.25 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,083.75 |
21,811.75 |
20,588.50 |
|
R3 |
21,427.75 |
21,155.75 |
20,408.25 |
|
R2 |
20,771.75 |
20,771.75 |
20,348.00 |
|
R1 |
20,499.75 |
20,499.75 |
20,288.00 |
20,635.75 |
PP |
20,115.75 |
20,115.75 |
20,115.75 |
20,183.75 |
S1 |
19,843.75 |
19,843.75 |
20,167.50 |
19,979.75 |
S2 |
19,459.75 |
19,459.75 |
20,107.50 |
|
S3 |
18,803.75 |
19,187.75 |
20,047.25 |
|
S4 |
18,147.75 |
18,531.75 |
19,867.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,387.75 |
19,770.50 |
617.25 |
3.0% |
306.50 |
1.5% |
82% |
False |
False |
284 |
10 |
20,387.75 |
18,960.75 |
1,427.00 |
7.0% |
323.50 |
1.6% |
92% |
False |
False |
164 |
20 |
20,387.75 |
18,799.75 |
1,588.00 |
7.8% |
355.75 |
1.8% |
93% |
False |
False |
93 |
40 |
20,459.50 |
17,767.00 |
2,692.50 |
13.3% |
393.00 |
1.9% |
93% |
False |
False |
57 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.2% |
340.50 |
1.7% |
68% |
False |
False |
40 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.2% |
267.50 |
1.3% |
68% |
False |
False |
30 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.2% |
221.50 |
1.1% |
68% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,228.00 |
2.618 |
20,895.75 |
1.618 |
20,692.25 |
1.000 |
20,566.50 |
0.618 |
20,488.75 |
HIGH |
20,363.00 |
0.618 |
20,285.25 |
0.500 |
20,261.25 |
0.382 |
20,237.25 |
LOW |
20,159.50 |
0.618 |
20,033.75 |
1.000 |
19,956.00 |
1.618 |
19,830.25 |
2.618 |
19,626.75 |
4.250 |
19,294.50 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,272.50 |
20,229.75 |
PP |
20,267.00 |
20,181.25 |
S1 |
20,261.25 |
20,133.00 |
|