| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,667.7 |
2,675.3 |
7.6 |
0.3% |
2,629.0 |
| High |
2,681.5 |
2,710.4 |
28.9 |
1.1% |
2,672.7 |
| Low |
2,660.6 |
2,670.6 |
10.0 |
0.4% |
2,595.0 |
| Close |
2,674.4 |
2,698.9 |
24.5 |
0.9% |
2,668.2 |
| Range |
20.9 |
39.8 |
18.9 |
90.4% |
77.7 |
| ATR |
33.5 |
34.0 |
0.4 |
1.3% |
0.0 |
| Volume |
5,405 |
6,711 |
1,306 |
24.2% |
21,476 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.7 |
2,795.6 |
2,720.8 |
|
| R3 |
2,772.9 |
2,755.8 |
2,709.8 |
|
| R2 |
2,733.1 |
2,733.1 |
2,706.2 |
|
| R1 |
2,716.0 |
2,716.0 |
2,702.5 |
2,724.6 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,697.6 |
| S1 |
2,676.2 |
2,676.2 |
2,695.3 |
2,684.8 |
| S2 |
2,653.5 |
2,653.5 |
2,691.6 |
|
| S3 |
2,613.7 |
2,636.4 |
2,688.0 |
|
| S4 |
2,573.9 |
2,596.6 |
2,677.0 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.4 |
2,851.0 |
2,710.9 |
|
| R3 |
2,800.7 |
2,773.3 |
2,689.6 |
|
| R2 |
2,723.0 |
2,723.0 |
2,682.4 |
|
| R1 |
2,695.6 |
2,695.6 |
2,675.3 |
2,709.3 |
| PP |
2,645.3 |
2,645.3 |
2,645.3 |
2,652.2 |
| S1 |
2,617.9 |
2,617.9 |
2,661.1 |
2,631.6 |
| S2 |
2,567.6 |
2,567.6 |
2,654.0 |
|
| S3 |
2,489.9 |
2,540.2 |
2,646.8 |
|
| S4 |
2,412.2 |
2,462.5 |
2,625.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,710.4 |
2,595.0 |
115.4 |
4.3% |
40.2 |
1.5% |
90% |
True |
False |
5,388 |
| 10 |
2,710.4 |
2,550.8 |
159.6 |
5.9% |
34.8 |
1.3% |
93% |
True |
False |
5,221 |
| 20 |
2,710.4 |
2,525.4 |
185.0 |
6.9% |
31.7 |
1.2% |
94% |
True |
False |
4,079 |
| 40 |
2,710.4 |
2,424.7 |
285.7 |
10.6% |
35.5 |
1.3% |
96% |
True |
False |
3,211 |
| 60 |
2,710.4 |
2,396.8 |
313.6 |
11.6% |
34.3 |
1.3% |
96% |
True |
False |
2,819 |
| 80 |
2,710.4 |
2,372.6 |
337.8 |
12.5% |
33.9 |
1.3% |
97% |
True |
False |
2,283 |
| 100 |
2,710.4 |
2,372.6 |
337.8 |
12.5% |
33.4 |
1.2% |
97% |
True |
False |
1,930 |
| 120 |
2,710.4 |
2,369.0 |
341.4 |
12.6% |
34.1 |
1.3% |
97% |
True |
False |
1,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.6 |
|
2.618 |
2,814.6 |
|
1.618 |
2,774.8 |
|
1.000 |
2,750.2 |
|
0.618 |
2,735.0 |
|
HIGH |
2,710.4 |
|
0.618 |
2,695.2 |
|
0.500 |
2,690.5 |
|
0.382 |
2,685.8 |
|
LOW |
2,670.6 |
|
0.618 |
2,646.0 |
|
1.000 |
2,630.8 |
|
1.618 |
2,606.2 |
|
2.618 |
2,566.4 |
|
4.250 |
2,501.5 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.1 |
2,689.5 |
| PP |
2,693.3 |
2,680.1 |
| S1 |
2,690.5 |
2,670.7 |
|