| 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 |
4,961.0 |
4,902.0 |
-59.0 |
-1.2% |
4,882.0 |
| High |
4,964.0 |
4,927.0 |
-37.0 |
-0.7% |
4,985.0 |
| Low |
4,894.0 |
4,881.0 |
-13.0 |
-0.3% |
4,850.0 |
| Close |
4,901.0 |
4,911.0 |
10.0 |
0.2% |
4,901.0 |
| Range |
70.0 |
46.0 |
-24.0 |
-34.3% |
135.0 |
| ATR |
67.1 |
65.6 |
-1.5 |
-2.2% |
0.0 |
| Volume |
812,662 |
443,302 |
-369,360 |
-45.5% |
4,479,538 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,044.3 |
5,023.7 |
4,936.3 |
|
| R3 |
4,998.3 |
4,977.7 |
4,923.7 |
|
| R2 |
4,952.3 |
4,952.3 |
4,919.4 |
|
| R1 |
4,931.7 |
4,931.7 |
4,915.2 |
4,942.0 |
| PP |
4,906.3 |
4,906.3 |
4,906.3 |
4,911.5 |
| S1 |
4,885.7 |
4,885.7 |
4,906.8 |
4,896.0 |
| S2 |
4,860.3 |
4,860.3 |
4,902.6 |
|
| S3 |
4,814.3 |
4,839.7 |
4,898.4 |
|
| S4 |
4,768.3 |
4,793.7 |
4,885.7 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,317.0 |
5,244.0 |
4,975.3 |
|
| R3 |
5,182.0 |
5,109.0 |
4,938.1 |
|
| R2 |
5,047.0 |
5,047.0 |
4,925.8 |
|
| R1 |
4,974.0 |
4,974.0 |
4,913.4 |
5,010.5 |
| PP |
4,912.0 |
4,912.0 |
4,912.0 |
4,930.3 |
| S1 |
4,839.0 |
4,839.0 |
4,888.6 |
4,875.5 |
| S2 |
4,777.0 |
4,777.0 |
4,876.3 |
|
| S3 |
4,642.0 |
4,704.0 |
4,863.9 |
|
| S4 |
4,507.0 |
4,569.0 |
4,826.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,985.0 |
4,858.0 |
127.0 |
2.6% |
66.0 |
1.3% |
42% |
False |
False |
755,244 |
| 10 |
4,985.0 |
4,757.0 |
228.0 |
4.6% |
62.6 |
1.3% |
68% |
False |
False |
552,885 |
| 20 |
5,024.0 |
4,757.0 |
267.0 |
5.4% |
59.1 |
1.2% |
58% |
False |
False |
283,081 |
| 40 |
5,024.0 |
4,525.0 |
499.0 |
10.2% |
59.7 |
1.2% |
77% |
False |
False |
141,997 |
| 60 |
5,114.0 |
4,525.0 |
589.0 |
12.0% |
54.6 |
1.1% |
66% |
False |
False |
94,722 |
| 80 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
46.7 |
1.0% |
49% |
False |
False |
71,142 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
38.0 |
0.8% |
49% |
False |
False |
57,069 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
31.6 |
0.6% |
49% |
False |
False |
47,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,122.5 |
|
2.618 |
5,047.4 |
|
1.618 |
5,001.4 |
|
1.000 |
4,973.0 |
|
0.618 |
4,955.4 |
|
HIGH |
4,927.0 |
|
0.618 |
4,909.4 |
|
0.500 |
4,904.0 |
|
0.382 |
4,898.6 |
|
LOW |
4,881.0 |
|
0.618 |
4,852.6 |
|
1.000 |
4,835.0 |
|
1.618 |
4,806.6 |
|
2.618 |
4,760.6 |
|
4.250 |
4,685.5 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,908.7 |
4,933.0 |
| PP |
4,906.3 |
4,925.7 |
| S1 |
4,904.0 |
4,918.3 |
|