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 |
12.79 |
12.52 |
-0.27 |
-2.1% |
13.61 |
High |
13.13 |
12.79 |
-0.34 |
-2.6% |
13.90 |
Low |
12.35 |
12.37 |
0.02 |
0.2% |
12.35 |
Close |
12.52 |
12.46 |
-0.06 |
-0.5% |
12.46 |
Range |
0.78 |
0.42 |
-0.36 |
-46.2% |
1.55 |
ATR |
1.09 |
1.04 |
-0.05 |
-4.4% |
0.00 |
Volume |
5,001,900 |
1,554,070 |
-3,447,830 |
-68.9% |
23,994,670 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.80 |
13.55 |
12.69 |
|
R3 |
13.38 |
13.13 |
12.58 |
|
R2 |
12.96 |
12.96 |
12.54 |
|
R1 |
12.71 |
12.71 |
12.50 |
12.63 |
PP |
12.54 |
12.54 |
12.54 |
12.50 |
S1 |
12.29 |
12.29 |
12.42 |
12.21 |
S2 |
12.12 |
12.12 |
12.38 |
|
S3 |
11.70 |
11.87 |
12.34 |
|
S4 |
11.28 |
11.45 |
12.23 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.55 |
16.56 |
13.31 |
|
R3 |
16.00 |
15.01 |
12.89 |
|
R2 |
14.45 |
14.45 |
12.74 |
|
R1 |
13.46 |
13.46 |
12.60 |
13.18 |
PP |
12.90 |
12.90 |
12.90 |
12.77 |
S1 |
11.91 |
11.91 |
12.32 |
11.63 |
S2 |
11.35 |
11.35 |
12.18 |
|
S3 |
9.80 |
10.36 |
12.03 |
|
S4 |
8.25 |
8.81 |
11.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.90 |
12.35 |
1.55 |
12.4% |
0.82 |
6.5% |
7% |
False |
False |
4,798,934 |
10 |
14.03 |
11.09 |
2.94 |
23.6% |
1.16 |
9.3% |
47% |
False |
False |
6,475,207 |
20 |
14.03 |
11.09 |
2.94 |
23.6% |
1.07 |
8.6% |
47% |
False |
False |
5,604,341 |
40 |
14.03 |
10.93 |
3.10 |
24.9% |
0.94 |
7.5% |
49% |
False |
False |
5,404,389 |
60 |
14.09 |
8.87 |
5.22 |
41.9% |
0.99 |
8.0% |
69% |
False |
False |
5,517,283 |
80 |
17.81 |
8.87 |
8.94 |
71.7% |
1.11 |
8.9% |
40% |
False |
False |
6,291,492 |
100 |
17.81 |
8.87 |
8.94 |
71.7% |
1.15 |
9.2% |
40% |
False |
False |
6,610,954 |
120 |
17.81 |
8.87 |
8.94 |
71.7% |
1.08 |
8.7% |
40% |
False |
False |
6,532,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.58 |
2.618 |
13.89 |
1.618 |
13.47 |
1.000 |
13.21 |
0.618 |
13.05 |
HIGH |
12.79 |
0.618 |
12.63 |
0.500 |
12.58 |
0.382 |
12.53 |
LOW |
12.37 |
0.618 |
12.11 |
1.000 |
11.95 |
1.618 |
11.69 |
2.618 |
11.27 |
4.250 |
10.59 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
12.58 |
12.87 |
PP |
12.54 |
12.73 |
S1 |
12.50 |
12.60 |
|