| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,467.4900 |
2,541.3330 |
73.8430 |
3.0% |
2,425.5280 |
| High |
2,570.7150 |
2,700.7300 |
130.0150 |
5.1% |
2,570.7150 |
| Low |
2,440.5670 |
2,529.7750 |
89.2080 |
3.7% |
2,255.5010 |
| Close |
2,542.1880 |
2,663.4550 |
121.2670 |
4.8% |
2,542.1880 |
| Range |
130.1480 |
170.9550 |
40.8070 |
31.4% |
315.2140 |
| ATR |
137.7273 |
140.1007 |
2.3734 |
1.7% |
0.0000 |
| Volume |
77,403 |
684 |
-76,719 |
-99.1% |
235,720 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.1850 |
3,074.7750 |
2,757.4803 |
|
| R3 |
2,973.2300 |
2,903.8200 |
2,710.4676 |
|
| R2 |
2,802.2750 |
2,802.2750 |
2,694.7968 |
|
| R1 |
2,732.8650 |
2,732.8650 |
2,679.1259 |
2,767.5700 |
| PP |
2,631.3200 |
2,631.3200 |
2,631.3200 |
2,648.6725 |
| S1 |
2,561.9100 |
2,561.9100 |
2,647.7841 |
2,596.6150 |
| S2 |
2,460.3650 |
2,460.3650 |
2,632.1133 |
|
| S3 |
2,289.4100 |
2,390.9550 |
2,616.4424 |
|
| S4 |
2,118.4550 |
2,220.0000 |
2,569.4298 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.7767 |
3,287.1963 |
2,715.5557 |
|
| R3 |
3,086.5627 |
2,971.9823 |
2,628.8719 |
|
| R2 |
2,771.3487 |
2,771.3487 |
2,599.9772 |
|
| R1 |
2,656.7683 |
2,656.7683 |
2,571.0826 |
2,714.0585 |
| PP |
2,456.1347 |
2,456.1347 |
2,456.1347 |
2,484.7798 |
| S1 |
2,341.5543 |
2,341.5543 |
2,513.2934 |
2,398.8445 |
| S2 |
2,140.9207 |
2,140.9207 |
2,484.3988 |
|
| S3 |
1,825.7067 |
2,026.3403 |
2,455.5042 |
|
| S4 |
1,510.4927 |
1,711.1263 |
2,368.8203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,700.7300 |
2,264.1740 |
436.5560 |
16.4% |
133.9734 |
5.0% |
91% |
True |
False |
47,179 |
| 10 |
2,700.7300 |
2,255.5010 |
445.2290 |
16.7% |
118.5257 |
4.5% |
92% |
True |
False |
63,131 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
24.9% |
133.4009 |
5.0% |
77% |
False |
False |
80,859 |
| 40 |
3,395.7060 |
2,154.2820 |
1,241.4240 |
46.6% |
158.1799 |
5.9% |
41% |
False |
False |
110,937 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
52.6% |
159.7007 |
6.0% |
36% |
False |
False |
114,194 |
| 80 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
64.9% |
155.1158 |
5.8% |
29% |
False |
False |
112,109 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.1% |
158.9695 |
6.0% |
29% |
False |
False |
122,872 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.1% |
166.7514 |
6.3% |
29% |
False |
False |
124,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,427.2888 |
|
2.618 |
3,148.2902 |
|
1.618 |
2,977.3352 |
|
1.000 |
2,871.6850 |
|
0.618 |
2,806.3802 |
|
HIGH |
2,700.7300 |
|
0.618 |
2,635.4252 |
|
0.500 |
2,615.2525 |
|
0.382 |
2,595.0798 |
|
LOW |
2,529.7750 |
|
0.618 |
2,424.1248 |
|
1.000 |
2,358.8200 |
|
1.618 |
2,253.1698 |
|
2.618 |
2,082.2148 |
|
4.250 |
1,803.2163 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.3875 |
2,613.4815 |
| PP |
2,631.3200 |
2,563.5080 |
| S1 |
2,615.2525 |
2,513.5345 |
|