| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,682.8 |
2,681.2 |
-1.6 |
-0.1% |
2,608.0 |
| High |
2,694.9 |
2,708.7 |
13.8 |
0.5% |
2,651.0 |
| Low |
2,673.4 |
2,677.5 |
4.1 |
0.2% |
2,572.5 |
| Close |
2,684.7 |
2,694.9 |
10.2 |
0.4% |
2,646.2 |
| Range |
21.5 |
31.2 |
9.7 |
45.1% |
78.5 |
| ATR |
34.1 |
33.9 |
-0.2 |
-0.6% |
0.0 |
| Volume |
189,943 |
217,643 |
27,700 |
14.6% |
931,913 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.3 |
2,772.3 |
2,712.1 |
|
| R3 |
2,756.1 |
2,741.1 |
2,703.5 |
|
| R2 |
2,724.9 |
2,724.9 |
2,700.6 |
|
| R1 |
2,709.9 |
2,709.9 |
2,697.8 |
2,717.4 |
| PP |
2,693.7 |
2,693.7 |
2,693.7 |
2,697.5 |
| S1 |
2,678.7 |
2,678.7 |
2,692.0 |
2,686.2 |
| S2 |
2,662.5 |
2,662.5 |
2,689.2 |
|
| S3 |
2,631.3 |
2,647.5 |
2,686.3 |
|
| S4 |
2,600.1 |
2,616.3 |
2,677.7 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.7 |
2,831.0 |
2,689.4 |
|
| R3 |
2,780.2 |
2,752.5 |
2,667.8 |
|
| R2 |
2,701.7 |
2,701.7 |
2,660.6 |
|
| R1 |
2,674.0 |
2,674.0 |
2,653.4 |
2,687.9 |
| PP |
2,623.2 |
2,623.2 |
2,623.2 |
2,630.2 |
| S1 |
2,595.5 |
2,595.5 |
2,639.0 |
2,609.4 |
| S2 |
2,544.7 |
2,544.7 |
2,631.8 |
|
| S3 |
2,466.2 |
2,517.0 |
2,624.6 |
|
| S4 |
2,387.7 |
2,438.5 |
2,603.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,708.7 |
2,608.7 |
100.0 |
3.7% |
31.7 |
1.2% |
86% |
True |
False |
200,368 |
| 10 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
32.9 |
1.2% |
90% |
True |
False |
190,122 |
| 20 |
2,708.7 |
2,502.7 |
206.0 |
7.6% |
32.4 |
1.2% |
93% |
True |
False |
189,180 |
| 40 |
2,708.7 |
2,403.8 |
304.9 |
11.3% |
36.1 |
1.3% |
95% |
True |
False |
188,307 |
| 60 |
2,708.7 |
2,382.6 |
326.1 |
12.1% |
36.7 |
1.4% |
96% |
True |
False |
152,091 |
| 80 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
35.6 |
1.3% |
96% |
True |
False |
115,507 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
35.4 |
1.3% |
96% |
True |
False |
93,106 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
36.8 |
1.4% |
96% |
True |
False |
77,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.3 |
|
2.618 |
2,790.4 |
|
1.618 |
2,759.2 |
|
1.000 |
2,739.9 |
|
0.618 |
2,728.0 |
|
HIGH |
2,708.7 |
|
0.618 |
2,696.8 |
|
0.500 |
2,693.1 |
|
0.382 |
2,689.4 |
|
LOW |
2,677.5 |
|
0.618 |
2,658.2 |
|
1.000 |
2,646.3 |
|
1.618 |
2,627.0 |
|
2.618 |
2,595.8 |
|
4.250 |
2,544.9 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.3 |
2,689.2 |
| PP |
2,693.7 |
2,683.6 |
| S1 |
2,693.1 |
2,677.9 |
|