| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,609.8 |
2,596.0 |
-13.8 |
-0.5% |
2,526.5 |
| High |
2,613.7 |
2,627.2 |
13.5 |
0.5% |
2,614.6 |
| Low |
2,587.3 |
2,572.5 |
-14.8 |
-0.6% |
2,514.2 |
| Close |
2,592.4 |
2,598.6 |
6.2 |
0.2% |
2,610.7 |
| Range |
26.4 |
54.7 |
28.3 |
107.2% |
100.4 |
| ATR |
32.7 |
34.3 |
1.6 |
4.8% |
0.0 |
| Volume |
159,525 |
233,128 |
73,603 |
46.1% |
899,129 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.5 |
2,735.8 |
2,628.7 |
|
| R3 |
2,708.8 |
2,681.1 |
2,613.6 |
|
| R2 |
2,654.1 |
2,654.1 |
2,608.6 |
|
| R1 |
2,626.4 |
2,626.4 |
2,603.6 |
2,640.3 |
| PP |
2,599.4 |
2,599.4 |
2,599.4 |
2,606.4 |
| S1 |
2,571.7 |
2,571.7 |
2,593.6 |
2,585.6 |
| S2 |
2,544.7 |
2,544.7 |
2,588.6 |
|
| S3 |
2,490.0 |
2,517.0 |
2,583.6 |
|
| S4 |
2,435.3 |
2,462.3 |
2,568.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,881.0 |
2,846.3 |
2,665.9 |
|
| R3 |
2,780.6 |
2,745.9 |
2,638.3 |
|
| R2 |
2,680.2 |
2,680.2 |
2,629.1 |
|
| R1 |
2,645.5 |
2,645.5 |
2,619.9 |
2,662.9 |
| PP |
2,579.8 |
2,579.8 |
2,579.8 |
2,588.5 |
| S1 |
2,545.1 |
2,545.1 |
2,601.5 |
2,562.5 |
| S2 |
2,479.4 |
2,479.4 |
2,592.3 |
|
| S3 |
2,379.0 |
2,444.7 |
2,583.1 |
|
| S4 |
2,278.6 |
2,344.3 |
2,555.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,627.2 |
2,538.7 |
88.5 |
3.4% |
35.1 |
1.3% |
68% |
True |
False |
185,716 |
| 10 |
2,627.2 |
2,513.9 |
113.3 |
4.4% |
32.2 |
1.2% |
75% |
True |
False |
180,018 |
| 20 |
2,627.2 |
2,502.7 |
124.5 |
4.8% |
31.6 |
1.2% |
77% |
True |
False |
175,349 |
| 40 |
2,627.2 |
2,398.2 |
229.0 |
8.8% |
37.0 |
1.4% |
88% |
True |
False |
177,778 |
| 60 |
2,627.2 |
2,350.5 |
276.7 |
10.6% |
35.7 |
1.4% |
90% |
True |
False |
132,991 |
| 80 |
2,627.2 |
2,349.8 |
277.4 |
10.7% |
35.4 |
1.4% |
90% |
True |
False |
100,723 |
| 100 |
2,627.2 |
2,349.8 |
277.4 |
10.7% |
35.7 |
1.4% |
90% |
True |
False |
81,163 |
| 120 |
2,627.2 |
2,266.8 |
360.4 |
13.9% |
37.1 |
1.4% |
92% |
True |
False |
68,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.7 |
|
2.618 |
2,770.4 |
|
1.618 |
2,715.7 |
|
1.000 |
2,681.9 |
|
0.618 |
2,661.0 |
|
HIGH |
2,627.2 |
|
0.618 |
2,606.3 |
|
0.500 |
2,599.9 |
|
0.382 |
2,593.4 |
|
LOW |
2,572.5 |
|
0.618 |
2,538.7 |
|
1.000 |
2,517.8 |
|
1.618 |
2,484.0 |
|
2.618 |
2,429.3 |
|
4.250 |
2,340.0 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,599.9 |
2,599.9 |
| PP |
2,599.4 |
2,599.4 |
| S1 |
2,599.0 |
2,599.0 |
|