| 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 |
2,425.5280 |
2,274.8450 |
-150.6830 |
-6.2% |
2,157.8110 |
| High |
2,460.2270 |
2,390.7820 |
-69.4450 |
-2.8% |
2,428.5000 |
| Low |
2,255.5010 |
2,264.1740 |
8.6730 |
0.4% |
2,154.2820 |
| Close |
2,274.8450 |
2,347.2800 |
72.4350 |
3.2% |
2,425.5280 |
| Range |
204.7260 |
126.6080 |
-78.1180 |
-38.2% |
274.2180 |
| ATR |
141.9038 |
140.8113 |
-1.0926 |
-0.8% |
0.0000 |
| Volume |
505 |
44,022 |
43,517 |
8,617.2% |
396,146 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.9027 |
2,657.1993 |
2,416.9144 |
|
| R3 |
2,587.2947 |
2,530.5913 |
2,382.0972 |
|
| R2 |
2,460.6867 |
2,460.6867 |
2,370.4915 |
|
| R1 |
2,403.9833 |
2,403.9833 |
2,358.8857 |
2,432.3350 |
| PP |
2,334.0787 |
2,334.0787 |
2,334.0787 |
2,348.2545 |
| S1 |
2,277.3753 |
2,277.3753 |
2,335.6743 |
2,305.7270 |
| S2 |
2,207.4707 |
2,207.4707 |
2,324.0685 |
|
| S3 |
2,080.8627 |
2,150.7673 |
2,312.4628 |
|
| S4 |
1,954.2547 |
2,024.1593 |
2,277.6456 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.7573 |
3,066.3607 |
2,576.3479 |
|
| R3 |
2,884.5393 |
2,792.1427 |
2,500.9380 |
|
| R2 |
2,610.3213 |
2,610.3213 |
2,475.8013 |
|
| R1 |
2,517.9247 |
2,517.9247 |
2,450.6647 |
2,564.1230 |
| PP |
2,336.1033 |
2,336.1033 |
2,336.1033 |
2,359.2025 |
| S1 |
2,243.7067 |
2,243.7067 |
2,400.3914 |
2,289.9050 |
| S2 |
2,061.8853 |
2,061.8853 |
2,375.2547 |
|
| S3 |
1,787.6673 |
1,969.4887 |
2,350.1181 |
|
| S4 |
1,513.4493 |
1,695.2707 |
2,274.7081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,460.2270 |
2,255.5010 |
204.7260 |
8.7% |
114.4760 |
4.9% |
45% |
False |
False |
66,617 |
| 10 |
2,488.8050 |
2,154.2820 |
334.5230 |
14.3% |
137.3322 |
5.9% |
58% |
False |
False |
72,268 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.3% |
128.9194 |
5.5% |
29% |
False |
False |
94,228 |
| 40 |
3,533.1850 |
2,154.2820 |
1,378.9030 |
58.7% |
162.0402 |
6.9% |
14% |
False |
False |
126,193 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.7% |
160.5443 |
6.8% |
14% |
False |
False |
115,152 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.1% |
157.9281 |
6.7% |
11% |
False |
False |
122,496 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.1% |
161.2567 |
6.9% |
11% |
False |
False |
125,453 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.1% |
169.3227 |
7.2% |
11% |
False |
False |
127,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,928.8660 |
|
2.618 |
2,722.2417 |
|
1.618 |
2,595.6337 |
|
1.000 |
2,517.3900 |
|
0.618 |
2,469.0257 |
|
HIGH |
2,390.7820 |
|
0.618 |
2,342.4177 |
|
0.500 |
2,327.4780 |
|
0.382 |
2,312.5383 |
|
LOW |
2,264.1740 |
|
0.618 |
2,185.9303 |
|
1.000 |
2,137.5660 |
|
1.618 |
2,059.3223 |
|
2.618 |
1,932.7143 |
|
4.250 |
1,726.0900 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.6793 |
2,357.8640 |
| PP |
2,334.0787 |
2,354.3360 |
| S1 |
2,327.4780 |
2,350.8080 |
|