| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,573.4 |
2,561.6 |
-11.8 |
-0.5% |
2,503.2 |
| High |
2,603.7 |
2,597.0 |
-6.7 |
-0.3% |
2,590.6 |
| Low |
2,549.4 |
2,552.1 |
2.7 |
0.1% |
2,491.3 |
| Close |
2,574.9 |
2,590.9 |
16.0 |
0.6% |
2,586.8 |
| Range |
54.3 |
44.9 |
-9.4 |
-17.3% |
99.3 |
| ATR |
33.7 |
34.5 |
0.8 |
2.4% |
0.0 |
| Volume |
10,664 |
8,600 |
-2,064 |
-19.4% |
34,793 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.7 |
2,697.7 |
2,615.6 |
|
| R3 |
2,669.8 |
2,652.8 |
2,603.2 |
|
| R2 |
2,624.9 |
2,624.9 |
2,599.1 |
|
| R1 |
2,607.9 |
2,607.9 |
2,595.0 |
2,616.4 |
| PP |
2,580.0 |
2,580.0 |
2,580.0 |
2,584.3 |
| S1 |
2,563.0 |
2,563.0 |
2,586.8 |
2,571.5 |
| S2 |
2,535.1 |
2,535.1 |
2,582.7 |
|
| S3 |
2,490.2 |
2,518.1 |
2,578.6 |
|
| S4 |
2,445.3 |
2,473.2 |
2,566.2 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.1 |
2,819.8 |
2,641.4 |
|
| R3 |
2,754.8 |
2,720.5 |
2,614.1 |
|
| R2 |
2,655.5 |
2,655.5 |
2,605.0 |
|
| R1 |
2,621.2 |
2,621.2 |
2,595.9 |
2,638.4 |
| PP |
2,556.2 |
2,556.2 |
2,556.2 |
2,564.8 |
| S1 |
2,521.9 |
2,521.9 |
2,577.7 |
2,539.1 |
| S2 |
2,456.9 |
2,456.9 |
2,568.6 |
|
| S3 |
2,357.6 |
2,422.6 |
2,559.5 |
|
| S4 |
2,258.3 |
2,323.3 |
2,532.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,603.7 |
2,549.4 |
54.3 |
2.1% |
33.7 |
1.3% |
76% |
False |
False |
8,165 |
| 10 |
2,603.7 |
2,490.7 |
113.0 |
4.4% |
33.2 |
1.3% |
89% |
False |
False |
7,183 |
| 20 |
2,603.7 |
2,479.8 |
123.9 |
4.8% |
31.8 |
1.2% |
90% |
False |
False |
7,423 |
| 40 |
2,603.7 |
2,375.1 |
228.6 |
8.8% |
36.6 |
1.4% |
94% |
False |
False |
10,029 |
| 60 |
2,603.7 |
2,327.5 |
276.2 |
10.7% |
35.5 |
1.4% |
95% |
False |
False |
9,332 |
| 80 |
2,603.7 |
2,326.9 |
276.8 |
10.7% |
35.1 |
1.4% |
95% |
False |
False |
7,517 |
| 100 |
2,603.7 |
2,326.9 |
276.8 |
10.7% |
35.3 |
1.4% |
95% |
False |
False |
6,307 |
| 120 |
2,603.7 |
2,291.6 |
312.1 |
12.0% |
36.5 |
1.4% |
96% |
False |
False |
5,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.8 |
|
2.618 |
2,714.5 |
|
1.618 |
2,669.6 |
|
1.000 |
2,641.9 |
|
0.618 |
2,624.7 |
|
HIGH |
2,597.0 |
|
0.618 |
2,579.8 |
|
0.500 |
2,574.6 |
|
0.382 |
2,569.3 |
|
LOW |
2,552.1 |
|
0.618 |
2,524.4 |
|
1.000 |
2,507.2 |
|
1.618 |
2,479.5 |
|
2.618 |
2,434.6 |
|
4.250 |
2,361.3 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,585.5 |
2,586.1 |
| PP |
2,580.0 |
2,581.3 |
| S1 |
2,574.6 |
2,576.6 |
|