| 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 |
2,356.7370 |
2,425.5280 |
68.7910 |
2.9% |
2,157.8110 |
| High |
2,428.5000 |
2,460.2270 |
31.7270 |
1.3% |
2,428.5000 |
| Low |
2,346.3140 |
2,255.5010 |
-90.8130 |
-3.9% |
2,154.2820 |
| Close |
2,425.5280 |
2,274.8450 |
-150.6830 |
-6.2% |
2,425.5280 |
| Range |
82.1860 |
204.7260 |
122.5400 |
149.1% |
274.2180 |
| ATR |
137.0713 |
141.9038 |
4.8325 |
3.5% |
0.0000 |
| Volume |
40,170 |
505 |
-39,665 |
-98.7% |
396,146 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.3690 |
2,814.3330 |
2,387.4443 |
|
| R3 |
2,739.6430 |
2,609.6070 |
2,331.1447 |
|
| R2 |
2,534.9170 |
2,534.9170 |
2,312.3781 |
|
| R1 |
2,404.8810 |
2,404.8810 |
2,293.6116 |
2,367.5360 |
| PP |
2,330.1910 |
2,330.1910 |
2,330.1910 |
2,311.5185 |
| S1 |
2,200.1550 |
2,200.1550 |
2,256.0785 |
2,162.8100 |
| S2 |
2,125.4650 |
2,125.4650 |
2,237.3119 |
|
| S3 |
1,920.7390 |
1,995.4290 |
2,218.5454 |
|
| S4 |
1,716.0130 |
1,790.7030 |
2,162.2457 |
|
|
| 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 |
2,460.2270 |
2,255.5010 |
204.7260 |
9.0% |
103.0780 |
4.5% |
9% |
True |
True |
79,082 |
| 10 |
2,561.5420 |
2,154.2820 |
407.2600 |
17.9% |
137.0988 |
6.0% |
30% |
False |
False |
76,432 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
29.2% |
128.1593 |
5.6% |
18% |
False |
False |
92,075 |
| 40 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
61.6% |
162.3527 |
7.1% |
9% |
False |
False |
125,117 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
61.6% |
159.8060 |
7.0% |
9% |
False |
False |
116,915 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
78.5% |
158.0647 |
6.9% |
7% |
False |
False |
125,179 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
78.5% |
161.7657 |
7.1% |
7% |
False |
False |
126,365 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
78.5% |
169.3350 |
7.4% |
7% |
False |
False |
128,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,330.3125 |
|
2.618 |
2,996.1997 |
|
1.618 |
2,791.4737 |
|
1.000 |
2,664.9530 |
|
0.618 |
2,586.7477 |
|
HIGH |
2,460.2270 |
|
0.618 |
2,382.0217 |
|
0.500 |
2,357.8640 |
|
0.382 |
2,333.7063 |
|
LOW |
2,255.5010 |
|
0.618 |
2,128.9803 |
|
1.000 |
2,050.7750 |
|
1.618 |
1,924.2543 |
|
2.618 |
1,719.5283 |
|
4.250 |
1,385.4155 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.8640 |
2,357.8640 |
| PP |
2,330.1910 |
2,330.1910 |
| S1 |
2,302.5180 |
2,302.5180 |
|