Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
537.40 |
524.29 |
-13.11 |
-2.4% |
567.69 |
High |
537.69 |
527.10 |
-10.59 |
-2.0% |
587.75 |
Low |
521.26 |
514.58 |
-6.68 |
-1.3% |
526.60 |
Close |
521.50 |
515.03 |
-6.47 |
-1.2% |
534.04 |
Range |
16.43 |
12.52 |
-3.91 |
-23.8% |
61.15 |
ATR |
16.98 |
16.66 |
-0.32 |
-1.9% |
0.00 |
Volume |
5,248,200 |
5,164,000 |
-84,200 |
-1.6% |
17,889,453 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
556.46 |
548.27 |
521.92 |
|
R3 |
543.94 |
535.75 |
518.47 |
|
R2 |
531.42 |
531.42 |
517.33 |
|
R1 |
523.23 |
523.23 |
516.18 |
521.06 |
PP |
518.90 |
518.90 |
518.90 |
517.82 |
S1 |
510.71 |
510.71 |
513.88 |
508.55 |
S2 |
506.38 |
506.38 |
512.73 |
|
S3 |
493.86 |
498.19 |
511.59 |
|
S4 |
481.34 |
485.67 |
508.14 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732.91 |
694.63 |
567.67 |
|
R3 |
671.76 |
633.48 |
550.86 |
|
R2 |
610.61 |
610.61 |
545.25 |
|
R1 |
572.33 |
572.33 |
539.65 |
560.90 |
PP |
549.46 |
549.46 |
549.46 |
543.75 |
S1 |
511.18 |
511.18 |
528.43 |
499.75 |
S2 |
488.31 |
488.31 |
522.83 |
|
S3 |
427.16 |
450.03 |
517.22 |
|
S4 |
366.01 |
388.88 |
500.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
587.75 |
514.58 |
73.17 |
14.2% |
15.27 |
3.0% |
1% |
False |
True |
4,854,910 |
10 |
587.75 |
514.58 |
73.17 |
14.2% |
13.64 |
2.6% |
1% |
False |
True |
3,358,756 |
20 |
587.75 |
514.58 |
73.17 |
14.2% |
12.75 |
2.5% |
1% |
False |
True |
2,530,666 |
40 |
587.75 |
500.00 |
87.75 |
17.0% |
12.77 |
2.5% |
17% |
False |
False |
2,264,505 |
60 |
587.75 |
500.00 |
87.75 |
17.0% |
11.91 |
2.3% |
17% |
False |
False |
2,367,006 |
80 |
587.75 |
433.97 |
153.78 |
29.9% |
12.01 |
2.3% |
53% |
False |
False |
2,905,807 |
100 |
587.75 |
433.97 |
153.78 |
29.9% |
11.52 |
2.2% |
53% |
False |
False |
2,815,597 |
120 |
587.75 |
433.97 |
153.78 |
29.9% |
11.23 |
2.2% |
53% |
False |
False |
2,858,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
580.31 |
2.618 |
559.88 |
1.618 |
547.36 |
1.000 |
539.62 |
0.618 |
534.84 |
HIGH |
527.10 |
0.618 |
522.32 |
0.500 |
520.84 |
0.382 |
519.36 |
LOW |
514.58 |
0.618 |
506.84 |
1.000 |
502.06 |
1.618 |
494.32 |
2.618 |
481.80 |
4.250 |
461.37 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
520.84 |
526.14 |
PP |
518.90 |
522.43 |
S1 |
516.97 |
518.73 |
|