Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
84.39 |
83.26 |
-1.13 |
-1.3% |
83.00 |
High |
84.65 |
83.99 |
-0.66 |
-0.8% |
84.65 |
Low |
83.43 |
82.75 |
-0.68 |
-0.8% |
82.38 |
Close |
83.90 |
83.94 |
0.04 |
0.0% |
83.94 |
Range |
1.23 |
1.24 |
0.02 |
1.2% |
2.27 |
ATR |
1.60 |
1.58 |
-0.03 |
-1.6% |
0.00 |
Volume |
8,798,200 |
24,925,900 |
16,127,700 |
183.3% |
81,968,516 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.28 |
86.85 |
84.62 |
|
R3 |
86.04 |
85.61 |
84.28 |
|
R2 |
84.80 |
84.80 |
84.17 |
|
R1 |
84.37 |
84.37 |
84.05 |
84.59 |
PP |
83.56 |
83.56 |
83.56 |
83.67 |
S1 |
83.13 |
83.13 |
83.83 |
83.35 |
S2 |
82.32 |
82.32 |
83.71 |
|
S3 |
81.08 |
81.89 |
83.60 |
|
S4 |
79.84 |
80.65 |
83.26 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.47 |
89.47 |
85.19 |
|
R3 |
88.20 |
87.20 |
84.56 |
|
R2 |
85.93 |
85.93 |
84.36 |
|
R1 |
84.93 |
84.93 |
84.15 |
85.43 |
PP |
83.66 |
83.66 |
83.66 |
83.91 |
S1 |
82.66 |
82.66 |
83.73 |
83.16 |
S2 |
81.39 |
81.39 |
83.52 |
|
S3 |
79.12 |
80.39 |
83.32 |
|
S4 |
76.85 |
78.12 |
82.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.65 |
82.38 |
2.27 |
2.7% |
1.39 |
1.7% |
69% |
False |
False |
11,840,283 |
10 |
84.65 |
81.57 |
3.08 |
3.7% |
1.32 |
1.6% |
77% |
False |
False |
9,502,891 |
20 |
84.89 |
78.26 |
6.63 |
7.9% |
1.67 |
2.0% |
86% |
False |
False |
8,677,145 |
40 |
84.89 |
75.35 |
9.54 |
11.4% |
1.48 |
1.8% |
90% |
False |
False |
6,892,709 |
60 |
84.89 |
72.43 |
12.46 |
14.8% |
1.46 |
1.7% |
92% |
False |
False |
6,248,550 |
80 |
84.89 |
72.43 |
12.46 |
14.8% |
1.60 |
1.9% |
92% |
False |
False |
6,248,539 |
100 |
84.89 |
68.14 |
16.75 |
20.0% |
1.61 |
1.9% |
94% |
False |
False |
6,272,355 |
120 |
84.89 |
66.01 |
18.88 |
22.5% |
1.55 |
1.8% |
95% |
False |
False |
6,083,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.26 |
2.618 |
87.24 |
1.618 |
86.00 |
1.000 |
85.23 |
0.618 |
84.76 |
HIGH |
83.99 |
0.618 |
83.52 |
0.500 |
83.37 |
0.382 |
83.22 |
LOW |
82.75 |
0.618 |
81.98 |
1.000 |
81.51 |
1.618 |
80.74 |
2.618 |
79.50 |
4.250 |
77.48 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
83.75 |
83.86 |
PP |
83.56 |
83.78 |
S1 |
83.37 |
83.70 |
|