Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
20,212.00 |
20,261.00 |
49.00 |
0.2% |
19,950.00 |
High |
20,363.00 |
20,409.25 |
46.25 |
0.2% |
20,387.75 |
Low |
20,159.50 |
20,148.50 |
-11.00 |
-0.1% |
19,731.75 |
Close |
20,278.25 |
20,364.00 |
85.75 |
0.4% |
20,227.75 |
Range |
203.50 |
260.75 |
57.25 |
28.1% |
656.00 |
ATR |
354.49 |
347.79 |
-6.70 |
-1.9% |
0.00 |
Volume |
424 |
543 |
119 |
28.1% |
1,057 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,089.50 |
20,987.50 |
20,507.50 |
|
R3 |
20,828.75 |
20,726.75 |
20,435.75 |
|
R2 |
20,568.00 |
20,568.00 |
20,411.75 |
|
R1 |
20,466.00 |
20,466.00 |
20,388.00 |
20,517.00 |
PP |
20,307.25 |
20,307.25 |
20,307.25 |
20,332.75 |
S1 |
20,205.25 |
20,205.25 |
20,340.00 |
20,256.25 |
S2 |
20,046.50 |
20,046.50 |
20,316.25 |
|
S3 |
19,785.75 |
19,944.50 |
20,292.25 |
|
S4 |
19,525.00 |
19,683.75 |
20,220.50 |
|
|
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 |
20,409.25 |
19,770.50 |
638.75 |
3.1% |
304.75 |
1.5% |
93% |
True |
False |
371 |
10 |
20,409.25 |
18,960.75 |
1,448.50 |
7.1% |
321.25 |
1.6% |
97% |
True |
False |
217 |
20 |
20,409.25 |
18,799.75 |
1,609.50 |
7.9% |
354.00 |
1.7% |
97% |
True |
False |
120 |
40 |
20,459.50 |
17,767.00 |
2,692.50 |
13.2% |
393.50 |
1.9% |
96% |
False |
False |
70 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.2% |
340.25 |
1.7% |
70% |
False |
False |
49 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.2% |
270.75 |
1.3% |
70% |
False |
False |
37 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.2% |
221.75 |
1.1% |
70% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,517.50 |
2.618 |
21,092.00 |
1.618 |
20,831.25 |
1.000 |
20,670.00 |
0.618 |
20,570.50 |
HIGH |
20,409.25 |
0.618 |
20,309.75 |
0.500 |
20,279.00 |
0.382 |
20,248.00 |
LOW |
20,148.50 |
0.618 |
19,987.25 |
1.000 |
19,887.75 |
1.618 |
19,726.50 |
2.618 |
19,465.75 |
4.250 |
19,040.25 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,335.50 |
20,321.00 |
PP |
20,307.25 |
20,278.00 |
S1 |
20,279.00 |
20,235.00 |
|