| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,355.5140 |
2,356.7370 |
1.2230 |
0.1% |
2,157.8110 |
| High |
2,377.3670 |
2,428.5000 |
51.1330 |
2.2% |
2,428.5000 |
| Low |
2,327.5090 |
2,346.3140 |
18.8050 |
0.8% |
2,154.2820 |
| Close |
2,356.6350 |
2,425.5280 |
68.8930 |
2.9% |
2,425.5280 |
| Range |
49.8580 |
82.1860 |
32.3280 |
64.8% |
274.2180 |
| ATR |
141.2933 |
137.0713 |
-4.2219 |
-3.0% |
0.0000 |
| Volume |
116,000 |
40,170 |
-75,830 |
-65.4% |
396,146 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.6720 |
2,618.2860 |
2,470.7303 |
|
| R3 |
2,564.4860 |
2,536.1000 |
2,448.1292 |
|
| R2 |
2,482.3000 |
2,482.3000 |
2,440.5954 |
|
| R1 |
2,453.9140 |
2,453.9140 |
2,433.0617 |
2,468.1070 |
| PP |
2,400.1140 |
2,400.1140 |
2,400.1140 |
2,407.2105 |
| S1 |
2,371.7280 |
2,371.7280 |
2,417.9943 |
2,385.9210 |
| S2 |
2,317.9280 |
2,317.9280 |
2,410.4606 |
|
| S3 |
2,235.7420 |
2,289.5420 |
2,402.9269 |
|
| S4 |
2,153.5560 |
2,207.3560 |
2,380.3257 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.7573 |
3,066.3607 |
2,576.3479 |
|
| R3 |
2,884.5393 |
2,792.1427 |
2,500.9380 |
|
| R2 |
2,610.3213 |
2,610.3213 |
2,475.8013 |
|
| R1 |
2,517.9247 |
2,517.9247 |
2,450.6647 |
2,564.1230 |
| PP |
2,336.1033 |
2,336.1033 |
2,336.1033 |
2,359.2025 |
| S1 |
2,243.7067 |
2,243.7067 |
2,400.3914 |
2,289.9050 |
| S2 |
2,061.8853 |
2,061.8853 |
2,375.2547 |
|
| S3 |
1,787.6673 |
1,969.4887 |
2,350.1181 |
|
| S4 |
1,513.4493 |
1,695.2707 |
2,274.7081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,428.5000 |
2,154.2820 |
274.2180 |
11.3% |
101.5706 |
4.2% |
99% |
True |
False |
79,229 |
| 10 |
2,561.5420 |
2,154.2820 |
407.2600 |
16.8% |
127.1654 |
5.2% |
67% |
False |
False |
90,716 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.4% |
122.5059 |
5.1% |
41% |
False |
False |
98,390 |
| 40 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.7% |
161.2940 |
6.6% |
19% |
False |
False |
128,305 |
| 60 |
3,619.5530 |
2,154.2820 |
1,465.2710 |
60.4% |
158.6140 |
6.5% |
19% |
False |
False |
119,531 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.6% |
159.6874 |
6.6% |
15% |
False |
False |
132,184 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.6% |
160.7466 |
6.6% |
15% |
False |
False |
127,483 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.6% |
170.8875 |
7.0% |
15% |
False |
False |
128,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,777.7905 |
|
2.618 |
2,643.6629 |
|
1.618 |
2,561.4769 |
|
1.000 |
2,510.6860 |
|
0.618 |
2,479.2909 |
|
HIGH |
2,428.5000 |
|
0.618 |
2,397.1049 |
|
0.500 |
2,387.4070 |
|
0.382 |
2,377.7091 |
|
LOW |
2,346.3140 |
|
0.618 |
2,295.5231 |
|
1.000 |
2,264.1280 |
|
1.618 |
2,213.3371 |
|
2.618 |
2,131.1511 |
|
4.250 |
1,997.0235 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.8210 |
2,402.6225 |
| PP |
2,400.1140 |
2,379.7170 |
| S1 |
2,387.4070 |
2,356.8115 |
|