| 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 |
571.14 |
574.38 |
3.24 |
0.6% |
561.74 |
| High |
571.89 |
574.71 |
2.82 |
0.5% |
572.88 |
| Low |
568.91 |
569.90 |
0.99 |
0.2% |
559.90 |
| Close |
570.04 |
572.30 |
2.26 |
0.4% |
568.25 |
| Range |
2.98 |
4.81 |
1.83 |
61.4% |
12.98 |
| ATR |
6.63 |
6.50 |
-0.13 |
-2.0% |
0.00 |
| Volume |
38,428,500 |
48,336,000 |
9,907,500 |
25.8% |
297,840,400 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
586.73 |
584.33 |
574.95 |
|
| R3 |
581.92 |
579.52 |
573.62 |
|
| R2 |
577.11 |
577.11 |
573.18 |
|
| R1 |
574.71 |
574.71 |
572.74 |
573.51 |
| PP |
572.30 |
572.30 |
572.30 |
571.70 |
| S1 |
569.90 |
569.90 |
571.86 |
568.70 |
| S2 |
567.49 |
567.49 |
571.42 |
|
| S3 |
562.68 |
565.09 |
570.98 |
|
| S4 |
557.87 |
560.28 |
569.65 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
605.95 |
600.08 |
575.39 |
|
| R3 |
592.97 |
587.10 |
571.82 |
|
| R2 |
579.99 |
579.99 |
570.63 |
|
| R1 |
574.12 |
574.12 |
569.44 |
577.06 |
| PP |
567.01 |
567.01 |
567.01 |
568.48 |
| S1 |
561.14 |
561.14 |
567.06 |
564.08 |
| S2 |
554.03 |
554.03 |
565.87 |
|
| S3 |
541.05 |
548.16 |
564.68 |
|
| S4 |
528.07 |
535.18 |
561.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
574.71 |
565.17 |
9.54 |
1.7% |
3.58 |
0.6% |
75% |
True |
False |
51,038,020 |
| 10 |
574.71 |
559.45 |
15.26 |
2.7% |
4.32 |
0.8% |
84% |
True |
False |
51,483,790 |
| 20 |
574.71 |
539.44 |
35.27 |
6.2% |
6.24 |
1.1% |
93% |
True |
False |
52,040,885 |
| 40 |
574.71 |
510.27 |
64.44 |
11.3% |
6.81 |
1.2% |
96% |
True |
False |
54,600,010 |
| 60 |
574.71 |
510.27 |
64.44 |
11.3% |
6.33 |
1.1% |
96% |
True |
False |
52,362,607 |
| 80 |
574.71 |
510.27 |
64.44 |
11.3% |
5.76 |
1.0% |
96% |
True |
False |
50,807,195 |
| 100 |
574.71 |
510.27 |
64.44 |
11.3% |
5.37 |
0.9% |
96% |
True |
False |
50,491,578 |
| 120 |
574.71 |
493.86 |
80.85 |
14.1% |
5.48 |
1.0% |
97% |
True |
False |
54,088,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
595.15 |
|
2.618 |
587.30 |
|
1.618 |
582.49 |
|
1.000 |
579.52 |
|
0.618 |
577.68 |
|
HIGH |
574.71 |
|
0.618 |
572.87 |
|
0.500 |
572.31 |
|
0.382 |
571.74 |
|
LOW |
569.90 |
|
0.618 |
566.93 |
|
1.000 |
565.09 |
|
1.618 |
562.12 |
|
2.618 |
557.31 |
|
4.250 |
549.46 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
572.31 |
571.92 |
| PP |
572.30 |
571.54 |
| S1 |
572.30 |
571.16 |
|