Trading Metrics calculated at close of trading on 25-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
20,261.00 |
20,387.00 |
126.00 |
0.6% |
19,950.00 |
High |
20,409.25 |
20,467.00 |
57.75 |
0.3% |
20,387.75 |
Low |
20,148.50 |
20,262.75 |
114.25 |
0.6% |
19,731.75 |
Close |
20,364.00 |
20,389.00 |
25.00 |
0.1% |
20,227.75 |
Range |
260.75 |
204.25 |
-56.50 |
-21.7% |
656.00 |
ATR |
347.79 |
337.54 |
-10.25 |
-2.9% |
0.00 |
Volume |
543 |
587 |
44 |
8.1% |
1,057 |
|
Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,985.75 |
20,891.50 |
20,501.25 |
|
R3 |
20,781.50 |
20,687.25 |
20,445.25 |
|
R2 |
20,577.25 |
20,577.25 |
20,426.50 |
|
R1 |
20,483.00 |
20,483.00 |
20,407.75 |
20,530.00 |
PP |
20,373.00 |
20,373.00 |
20,373.00 |
20,396.50 |
S1 |
20,278.75 |
20,278.75 |
20,370.25 |
20,326.00 |
S2 |
20,168.75 |
20,168.75 |
20,351.50 |
|
S3 |
19,964.50 |
20,074.50 |
20,332.75 |
|
S4 |
19,760.25 |
19,870.25 |
20,276.75 |
|
|
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 |
20,467.00 |
19,878.00 |
589.00 |
2.9% |
279.75 |
1.4% |
87% |
True |
False |
454 |
10 |
20,467.00 |
19,623.25 |
843.75 |
4.1% |
267.25 |
1.3% |
91% |
True |
False |
270 |
20 |
20,467.00 |
18,799.75 |
1,667.25 |
8.2% |
353.00 |
1.7% |
95% |
True |
False |
149 |
40 |
20,467.00 |
17,767.00 |
2,700.00 |
13.2% |
384.75 |
1.9% |
97% |
True |
False |
83 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
341.25 |
1.7% |
71% |
False |
False |
59 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
270.25 |
1.3% |
71% |
False |
False |
44 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.1% |
223.75 |
1.1% |
71% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,335.00 |
2.618 |
21,001.75 |
1.618 |
20,797.50 |
1.000 |
20,671.25 |
0.618 |
20,593.25 |
HIGH |
20,467.00 |
0.618 |
20,389.00 |
0.500 |
20,365.00 |
0.382 |
20,340.75 |
LOW |
20,262.75 |
0.618 |
20,136.50 |
1.000 |
20,058.50 |
1.618 |
19,932.25 |
2.618 |
19,728.00 |
4.250 |
19,394.75 |
|
|
Fisher Pivots for day following 25-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
20,381.00 |
20,362.00 |
PP |
20,373.00 |
20,334.75 |
S1 |
20,365.00 |
20,307.75 |
|