| 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 |
2,326.7470 |
2,467.4900 |
140.7430 |
6.0% |
2,425.5280 |
| High |
2,490.0380 |
2,570.7150 |
80.6770 |
3.2% |
2,570.7150 |
| Low |
2,326.3390 |
2,440.5670 |
114.2280 |
4.9% |
2,255.5010 |
| Close |
2,467.5010 |
2,542.1880 |
74.6870 |
3.0% |
2,542.1880 |
| Range |
163.6990 |
130.1480 |
-33.5510 |
-20.5% |
315.2140 |
| ATR |
138.3104 |
137.7273 |
-0.5830 |
-0.4% |
0.0000 |
| Volume |
65,055 |
77,403 |
12,348 |
19.0% |
235,720 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.2673 |
2,855.3757 |
2,613.7694 |
|
| R3 |
2,778.1193 |
2,725.2277 |
2,577.9787 |
|
| R2 |
2,647.9713 |
2,647.9713 |
2,566.0485 |
|
| R1 |
2,595.0797 |
2,595.0797 |
2,554.1182 |
2,621.5255 |
| PP |
2,517.8233 |
2,517.8233 |
2,517.8233 |
2,531.0463 |
| S1 |
2,464.9317 |
2,464.9317 |
2,530.2578 |
2,491.3775 |
| S2 |
2,387.6753 |
2,387.6753 |
2,518.3275 |
|
| S3 |
2,257.5273 |
2,334.7837 |
2,506.3973 |
|
| S4 |
2,127.3793 |
2,204.6357 |
2,470.6066 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.7767 |
3,287.1963 |
2,715.5557 |
|
| R3 |
3,086.5627 |
2,971.9823 |
2,628.8719 |
|
| R2 |
2,771.3487 |
2,771.3487 |
2,599.9772 |
|
| R1 |
2,656.7683 |
2,656.7683 |
2,571.0826 |
2,714.0585 |
| PP |
2,456.1347 |
2,456.1347 |
2,456.1347 |
2,484.7798 |
| S1 |
2,341.5543 |
2,341.5543 |
2,513.2934 |
2,398.8445 |
| S2 |
2,140.9207 |
2,140.9207 |
2,484.3988 |
|
| S3 |
1,825.7067 |
2,026.3403 |
2,455.5042 |
|
| S4 |
1,510.4927 |
1,711.1263 |
2,368.8203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.7150 |
2,255.5010 |
315.2140 |
12.4% |
140.7276 |
5.5% |
91% |
True |
False |
47,144 |
| 10 |
2,570.7150 |
2,154.2820 |
416.4330 |
16.4% |
121.1491 |
4.8% |
93% |
True |
False |
63,186 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
26.1% |
131.8606 |
5.2% |
58% |
False |
False |
87,425 |
| 40 |
3,395.7060 |
2,154.2820 |
1,241.4240 |
48.8% |
157.6755 |
6.2% |
31% |
False |
False |
114,995 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
55.1% |
158.6233 |
6.2% |
28% |
False |
False |
116,337 |
| 80 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
68.0% |
154.6776 |
6.1% |
22% |
False |
False |
114,044 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
70.3% |
160.5158 |
6.3% |
22% |
False |
False |
124,792 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
70.3% |
167.7622 |
6.6% |
22% |
False |
False |
126,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.8440 |
|
2.618 |
2,911.4425 |
|
1.618 |
2,781.2945 |
|
1.000 |
2,700.8630 |
|
0.618 |
2,651.1465 |
|
HIGH |
2,570.7150 |
|
0.618 |
2,520.9985 |
|
0.500 |
2,505.6410 |
|
0.382 |
2,490.2835 |
|
LOW |
2,440.5670 |
|
0.618 |
2,360.1355 |
|
1.000 |
2,310.4190 |
|
1.618 |
2,229.9875 |
|
2.618 |
2,099.8395 |
|
4.250 |
1,887.4380 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,530.0057 |
2,503.4213 |
| PP |
2,517.8233 |
2,464.6547 |
| S1 |
2,505.6410 |
2,425.8880 |
|