| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,608.7 |
2,629.0 |
20.3 |
0.8% |
2,547.2 |
| High |
2,636.4 |
2,639.2 |
2.8 |
0.1% |
2,636.4 |
| Low |
2,607.4 |
2,625.6 |
18.2 |
0.7% |
2,537.4 |
| Close |
2,632.9 |
2,630.8 |
-2.1 |
-0.1% |
2,632.9 |
| Range |
29.0 |
13.6 |
-15.4 |
-53.1% |
99.0 |
| ATR |
33.3 |
31.9 |
-1.4 |
-4.2% |
0.0 |
| Volume |
9,367 |
3,480 |
-5,887 |
-62.8% |
24,381 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.7 |
2,665.3 |
2,638.3 |
|
| R3 |
2,659.1 |
2,651.7 |
2,634.5 |
|
| R2 |
2,645.5 |
2,645.5 |
2,633.3 |
|
| R1 |
2,638.1 |
2,638.1 |
2,632.0 |
2,641.8 |
| PP |
2,631.9 |
2,631.9 |
2,631.9 |
2,633.7 |
| S1 |
2,624.5 |
2,624.5 |
2,629.6 |
2,628.2 |
| S2 |
2,618.3 |
2,618.3 |
2,628.3 |
|
| S3 |
2,604.7 |
2,610.9 |
2,627.1 |
|
| S4 |
2,591.1 |
2,597.3 |
2,623.3 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.2 |
2,865.1 |
2,687.4 |
|
| R3 |
2,800.2 |
2,766.1 |
2,660.1 |
|
| R2 |
2,701.2 |
2,701.2 |
2,651.1 |
|
| R1 |
2,667.1 |
2,667.1 |
2,642.0 |
2,684.2 |
| PP |
2,602.2 |
2,602.2 |
2,602.2 |
2,610.8 |
| S1 |
2,568.1 |
2,568.1 |
2,623.8 |
2,585.2 |
| S2 |
2,503.2 |
2,503.2 |
2,614.8 |
|
| S3 |
2,404.2 |
2,469.1 |
2,605.7 |
|
| S4 |
2,305.2 |
2,370.1 |
2,578.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,639.2 |
2,550.8 |
88.4 |
3.4% |
27.6 |
1.0% |
90% |
True |
False |
5,209 |
| 10 |
2,639.2 |
2,525.4 |
113.8 |
4.3% |
29.4 |
1.1% |
93% |
True |
False |
4,098 |
| 20 |
2,639.2 |
2,525.4 |
113.8 |
4.3% |
29.2 |
1.1% |
93% |
True |
False |
2,995 |
| 40 |
2,639.2 |
2,421.2 |
218.0 |
8.3% |
34.4 |
1.3% |
96% |
True |
False |
2,680 |
| 60 |
2,639.2 |
2,372.6 |
266.6 |
10.1% |
33.3 |
1.3% |
97% |
True |
False |
2,380 |
| 80 |
2,639.2 |
2,372.6 |
266.6 |
10.1% |
33.5 |
1.3% |
97% |
True |
False |
1,937 |
| 100 |
2,639.2 |
2,372.6 |
266.6 |
10.1% |
32.6 |
1.2% |
97% |
True |
False |
1,650 |
| 120 |
2,639.2 |
2,267.8 |
371.4 |
14.1% |
33.7 |
1.3% |
98% |
True |
False |
1,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.0 |
|
2.618 |
2,674.8 |
|
1.618 |
2,661.2 |
|
1.000 |
2,652.8 |
|
0.618 |
2,647.6 |
|
HIGH |
2,639.2 |
|
0.618 |
2,634.0 |
|
0.500 |
2,632.4 |
|
0.382 |
2,630.8 |
|
LOW |
2,625.6 |
|
0.618 |
2,617.2 |
|
1.000 |
2,612.0 |
|
1.618 |
2,603.6 |
|
2.618 |
2,590.0 |
|
4.250 |
2,567.8 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,632.4 |
2,620.6 |
| PP |
2,631.9 |
2,610.3 |
| S1 |
2,631.3 |
2,600.1 |
|