| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,346.7720 |
2,326.7470 |
-20.0250 |
-0.9% |
2,157.8110 |
| High |
2,359.5180 |
2,490.0380 |
130.5200 |
5.5% |
2,428.5000 |
| Low |
2,281.0610 |
2,326.3390 |
45.2780 |
2.0% |
2,154.2820 |
| Close |
2,326.6400 |
2,467.5010 |
140.8610 |
6.1% |
2,425.5280 |
| Range |
78.4570 |
163.6990 |
85.2420 |
108.6% |
274.2180 |
| ATR |
136.3574 |
138.3104 |
1.9530 |
1.4% |
0.0000 |
| Volume |
48,735 |
65,055 |
16,320 |
33.5% |
396,146 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0563 |
2,856.9777 |
2,557.5355 |
|
| R3 |
2,755.3573 |
2,693.2787 |
2,512.5182 |
|
| R2 |
2,591.6583 |
2,591.6583 |
2,497.5125 |
|
| R1 |
2,529.5797 |
2,529.5797 |
2,482.5067 |
2,560.6190 |
| PP |
2,427.9593 |
2,427.9593 |
2,427.9593 |
2,443.4790 |
| S1 |
2,365.8807 |
2,365.8807 |
2,452.4953 |
2,396.9200 |
| S2 |
2,264.2603 |
2,264.2603 |
2,437.4895 |
|
| S3 |
2,100.5613 |
2,202.1817 |
2,422.4838 |
|
| S4 |
1,936.8623 |
2,038.4827 |
2,377.4666 |
|
|
| 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 |
2,490.0380 |
2,255.5010 |
234.5370 |
9.5% |
131.1352 |
5.3% |
90% |
True |
False |
39,697 |
| 10 |
2,490.0380 |
2,154.2820 |
335.7560 |
13.6% |
132.7729 |
5.4% |
93% |
True |
False |
55,448 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
26.9% |
128.1654 |
5.2% |
47% |
False |
False |
87,977 |
| 40 |
3,395.7060 |
2,154.2820 |
1,241.4240 |
50.3% |
161.2375 |
6.5% |
25% |
False |
False |
120,065 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
56.8% |
157.9751 |
6.4% |
22% |
False |
False |
116,980 |
| 80 |
3,924.1650 |
2,154.2820 |
1,769.8830 |
71.7% |
154.7870 |
6.3% |
18% |
False |
False |
115,013 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
72.4% |
161.8759 |
6.6% |
18% |
False |
False |
124,031 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
72.4% |
168.6265 |
6.8% |
18% |
False |
False |
125,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,185.7588 |
|
2.618 |
2,918.6020 |
|
1.618 |
2,754.9030 |
|
1.000 |
2,653.7370 |
|
0.618 |
2,591.2040 |
|
HIGH |
2,490.0380 |
|
0.618 |
2,427.5050 |
|
0.500 |
2,408.1885 |
|
0.382 |
2,388.8720 |
|
LOW |
2,326.3390 |
|
0.618 |
2,225.1730 |
|
1.000 |
2,162.6400 |
|
1.618 |
2,061.4740 |
|
2.618 |
1,897.7750 |
|
4.250 |
1,630.6183 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,447.7302 |
2,437.3693 |
| PP |
2,427.9593 |
2,407.2377 |
| S1 |
2,408.1885 |
2,377.1060 |
|