| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,541.3330 |
2,662.6760 |
121.3430 |
4.8% |
2,425.5280 |
| High |
2,700.7300 |
2,665.6760 |
-35.0540 |
-1.3% |
2,570.7150 |
| Low |
2,529.7750 |
2,595.0080 |
65.2330 |
2.6% |
2,255.5010 |
| Close |
2,663.4550 |
2,651.9250 |
-11.5300 |
-0.4% |
2,542.1880 |
| Range |
170.9550 |
70.6680 |
-100.2870 |
-58.7% |
315.2140 |
| ATR |
140.1007 |
135.1413 |
-4.9595 |
-3.5% |
0.0000 |
| Volume |
684 |
37,893 |
37,209 |
5,439.9% |
235,720 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.5403 |
2,821.4007 |
2,690.7924 |
|
| R3 |
2,778.8723 |
2,750.7327 |
2,671.3587 |
|
| R2 |
2,708.2043 |
2,708.2043 |
2,664.8808 |
|
| R1 |
2,680.0647 |
2,680.0647 |
2,658.4029 |
2,658.8005 |
| PP |
2,637.5363 |
2,637.5363 |
2,637.5363 |
2,626.9043 |
| S1 |
2,609.3967 |
2,609.3967 |
2,645.4471 |
2,588.1325 |
| S2 |
2,566.8683 |
2,566.8683 |
2,638.9692 |
|
| S3 |
2,496.2003 |
2,538.7287 |
2,632.4913 |
|
| S4 |
2,425.5323 |
2,468.0607 |
2,613.0576 |
|
|
| 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 |
2,281.0610 |
419.6690 |
15.8% |
122.7854 |
4.6% |
88% |
False |
False |
45,954 |
| 10 |
2,700.7300 |
2,255.5010 |
445.2290 |
16.8% |
118.6307 |
4.5% |
89% |
False |
False |
56,285 |
| 20 |
2,700.7300 |
2,154.2820 |
546.4480 |
20.6% |
129.7467 |
4.9% |
91% |
False |
False |
82,705 |
| 40 |
3,360.5840 |
2,154.2820 |
1,206.3020 |
45.5% |
155.1181 |
5.8% |
41% |
False |
False |
111,845 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
52.8% |
158.9413 |
6.0% |
36% |
False |
False |
112,487 |
| 80 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
65.2% |
154.5454 |
5.8% |
29% |
False |
False |
110,779 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.4% |
157.8884 |
6.0% |
28% |
False |
False |
120,699 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.4% |
166.0286 |
6.3% |
28% |
False |
False |
123,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.0150 |
|
2.618 |
2,850.6848 |
|
1.618 |
2,780.0168 |
|
1.000 |
2,736.3440 |
|
0.618 |
2,709.3488 |
|
HIGH |
2,665.6760 |
|
0.618 |
2,638.6808 |
|
0.500 |
2,630.3420 |
|
0.382 |
2,622.0032 |
|
LOW |
2,595.0080 |
|
0.618 |
2,551.3352 |
|
1.000 |
2,524.3400 |
|
1.618 |
2,480.6672 |
|
2.618 |
2,409.9992 |
|
4.250 |
2,294.6690 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.7307 |
2,624.8328 |
| PP |
2,637.5363 |
2,597.7407 |
| S1 |
2,630.3420 |
2,570.6485 |
|