| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,274.8450 |
2,346.7720 |
71.9270 |
3.2% |
2,157.8110 |
| High |
2,390.7820 |
2,359.5180 |
-31.2640 |
-1.3% |
2,428.5000 |
| Low |
2,264.1740 |
2,281.0610 |
16.8870 |
0.7% |
2,154.2820 |
| Close |
2,347.2800 |
2,326.6400 |
-20.6400 |
-0.9% |
2,425.5280 |
| Range |
126.6080 |
78.4570 |
-48.1510 |
-38.0% |
274.2180 |
| ATR |
140.8113 |
136.3574 |
-4.4539 |
-3.2% |
0.0000 |
| Volume |
44,022 |
48,735 |
4,713 |
10.7% |
396,146 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,557.7773 |
2,520.6657 |
2,369.7914 |
|
| R3 |
2,479.3203 |
2,442.2087 |
2,348.2157 |
|
| R2 |
2,400.8633 |
2,400.8633 |
2,341.0238 |
|
| R1 |
2,363.7517 |
2,363.7517 |
2,333.8319 |
2,343.0790 |
| PP |
2,322.4063 |
2,322.4063 |
2,322.4063 |
2,312.0700 |
| S1 |
2,285.2947 |
2,285.2947 |
2,319.4481 |
2,264.6220 |
| S2 |
2,243.9493 |
2,243.9493 |
2,312.2562 |
|
| S3 |
2,165.4923 |
2,206.8377 |
2,305.0643 |
|
| S4 |
2,087.0353 |
2,128.3807 |
2,283.4887 |
|
|
| 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 |
8.8% |
108.3670 |
4.7% |
35% |
False |
False |
49,886 |
| 10 |
2,466.7940 |
2,154.2820 |
312.5120 |
13.4% |
127.6713 |
5.5% |
55% |
False |
False |
60,628 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.5% |
126.0341 |
5.4% |
26% |
False |
False |
90,116 |
| 40 |
3,497.9880 |
2,154.2820 |
1,343.7060 |
57.8% |
160.5552 |
6.9% |
13% |
False |
False |
122,445 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
60.2% |
157.1647 |
6.8% |
12% |
False |
False |
115,924 |
| 80 |
3,924.1650 |
2,154.2820 |
1,769.8830 |
76.1% |
155.5999 |
6.7% |
10% |
False |
False |
118,129 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.8% |
161.0824 |
6.9% |
10% |
False |
False |
124,456 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.8% |
168.3622 |
7.2% |
10% |
False |
False |
126,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.9603 |
|
2.618 |
2,564.9184 |
|
1.618 |
2,486.4614 |
|
1.000 |
2,437.9750 |
|
0.618 |
2,408.0044 |
|
HIGH |
2,359.5180 |
|
0.618 |
2,329.5474 |
|
0.500 |
2,320.2895 |
|
0.382 |
2,311.0316 |
|
LOW |
2,281.0610 |
|
0.618 |
2,232.5746 |
|
1.000 |
2,202.6040 |
|
1.618 |
2,154.1176 |
|
2.618 |
2,075.6606 |
|
4.250 |
1,947.6188 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.5232 |
2,357.8640 |
| PP |
2,322.4063 |
2,347.4560 |
| S1 |
2,320.2895 |
2,337.0480 |
|