| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,588.1 |
2,622.5 |
34.4 |
1.3% |
2,584.8 |
| High |
2,626.5 |
2,635.7 |
9.2 |
0.4% |
2,626.5 |
| Low |
2,585.4 |
2,615.4 |
30.0 |
1.2% |
2,549.4 |
| Close |
2,622.4 |
2,628.6 |
6.2 |
0.2% |
2,622.4 |
| Range |
41.1 |
20.3 |
-20.8 |
-50.6% |
77.1 |
| ATR |
35.0 |
34.0 |
-1.1 |
-3.0% |
0.0 |
| Volume |
9,296 |
8,698 |
-598 |
-6.4% |
40,075 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,687.5 |
2,678.3 |
2,639.8 |
|
| R3 |
2,667.2 |
2,658.0 |
2,634.2 |
|
| R2 |
2,646.9 |
2,646.9 |
2,632.3 |
|
| R1 |
2,637.7 |
2,637.7 |
2,630.5 |
2,642.3 |
| PP |
2,626.6 |
2,626.6 |
2,626.6 |
2,628.9 |
| S1 |
2,617.4 |
2,617.4 |
2,626.7 |
2,622.0 |
| S2 |
2,606.3 |
2,606.3 |
2,624.9 |
|
| S3 |
2,586.0 |
2,597.1 |
2,623.0 |
|
| S4 |
2,565.7 |
2,576.8 |
2,617.4 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.7 |
2,803.7 |
2,664.8 |
|
| R3 |
2,753.6 |
2,726.6 |
2,643.6 |
|
| R2 |
2,676.5 |
2,676.5 |
2,636.5 |
|
| R1 |
2,649.5 |
2,649.5 |
2,629.5 |
2,663.0 |
| PP |
2,599.4 |
2,599.4 |
2,599.4 |
2,606.2 |
| S1 |
2,572.4 |
2,572.4 |
2,615.3 |
2,585.9 |
| S2 |
2,522.3 |
2,522.3 |
2,608.3 |
|
| S3 |
2,445.2 |
2,495.3 |
2,601.2 |
|
| S4 |
2,368.1 |
2,418.2 |
2,580.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,635.7 |
2,549.4 |
86.3 |
3.3% |
37.3 |
1.4% |
92% |
True |
False |
8,840 |
| 10 |
2,635.7 |
2,505.6 |
130.1 |
4.9% |
32.6 |
1.2% |
95% |
True |
False |
7,892 |
| 20 |
2,635.7 |
2,479.8 |
155.9 |
5.9% |
31.0 |
1.2% |
95% |
True |
False |
7,593 |
| 40 |
2,635.7 |
2,382.8 |
252.9 |
9.6% |
36.0 |
1.4% |
97% |
True |
False |
9,419 |
| 60 |
2,635.7 |
2,350.8 |
284.9 |
10.8% |
35.5 |
1.3% |
98% |
True |
False |
9,510 |
| 80 |
2,635.7 |
2,326.9 |
308.8 |
11.7% |
35.2 |
1.3% |
98% |
True |
False |
7,690 |
| 100 |
2,635.7 |
2,326.9 |
308.8 |
11.7% |
35.1 |
1.3% |
98% |
True |
False |
6,469 |
| 120 |
2,635.7 |
2,326.9 |
308.8 |
11.7% |
36.4 |
1.4% |
98% |
True |
False |
5,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,722.0 |
|
2.618 |
2,688.8 |
|
1.618 |
2,668.5 |
|
1.000 |
2,656.0 |
|
0.618 |
2,648.2 |
|
HIGH |
2,635.7 |
|
0.618 |
2,627.9 |
|
0.500 |
2,625.6 |
|
0.382 |
2,623.2 |
|
LOW |
2,615.4 |
|
0.618 |
2,602.9 |
|
1.000 |
2,595.1 |
|
1.618 |
2,582.6 |
|
2.618 |
2,562.3 |
|
4.250 |
2,529.1 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.6 |
2,617.0 |
| PP |
2,626.6 |
2,605.5 |
| S1 |
2,625.6 |
2,593.9 |
|