| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,662.6760 |
2,651.9250 |
-10.7510 |
-0.4% |
2,425.5280 |
| High |
2,665.6760 |
2,672.2010 |
6.5250 |
0.2% |
2,570.7150 |
| Low |
2,595.0080 |
2,571.2460 |
-23.7620 |
-0.9% |
2,255.5010 |
| Close |
2,651.9250 |
2,580.8540 |
-71.0710 |
-2.7% |
2,542.1880 |
| Range |
70.6680 |
100.9550 |
30.2870 |
42.9% |
315.2140 |
| ATR |
135.1413 |
132.6994 |
-2.4419 |
-1.8% |
0.0000 |
| Volume |
37,893 |
32,389 |
-5,504 |
-14.5% |
235,720 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.9653 |
2,846.8647 |
2,636.3793 |
|
| R3 |
2,810.0103 |
2,745.9097 |
2,608.6166 |
|
| R2 |
2,709.0553 |
2,709.0553 |
2,599.3624 |
|
| R1 |
2,644.9547 |
2,644.9547 |
2,590.1082 |
2,626.5275 |
| PP |
2,608.1003 |
2,608.1003 |
2,608.1003 |
2,598.8868 |
| S1 |
2,543.9997 |
2,543.9997 |
2,571.5998 |
2,525.5725 |
| S2 |
2,507.1453 |
2,507.1453 |
2,562.3456 |
|
| S3 |
2,406.1903 |
2,443.0447 |
2,553.0914 |
|
| S4 |
2,305.2353 |
2,342.0897 |
2,525.3288 |
|
|
| 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 |
2,326.3390 |
374.3910 |
14.5% |
127.2850 |
4.9% |
68% |
False |
False |
42,684 |
| 10 |
2,700.7300 |
2,255.5010 |
445.2290 |
17.3% |
117.8260 |
4.6% |
73% |
False |
False |
46,285 |
| 20 |
2,700.7300 |
2,154.2820 |
546.4480 |
21.2% |
128.3024 |
5.0% |
78% |
False |
False |
78,517 |
| 40 |
3,338.7830 |
2,154.2820 |
1,184.5010 |
45.9% |
154.5658 |
6.0% |
36% |
False |
False |
109,481 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
54.3% |
157.9984 |
6.1% |
30% |
False |
False |
113,010 |
| 80 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
67.0% |
154.4527 |
6.0% |
25% |
False |
False |
109,518 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
69.2% |
157.7695 |
6.1% |
24% |
False |
False |
119,732 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
69.2% |
165.4074 |
6.4% |
24% |
False |
False |
121,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.2598 |
|
2.618 |
2,936.5012 |
|
1.618 |
2,835.5462 |
|
1.000 |
2,773.1560 |
|
0.618 |
2,734.5912 |
|
HIGH |
2,672.2010 |
|
0.618 |
2,633.6362 |
|
0.500 |
2,621.7235 |
|
0.382 |
2,609.8108 |
|
LOW |
2,571.2460 |
|
0.618 |
2,508.8558 |
|
1.000 |
2,470.2910 |
|
1.618 |
2,407.9008 |
|
2.618 |
2,306.9458 |
|
4.250 |
2,142.1873 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.7235 |
2,615.2525 |
| PP |
2,608.1003 |
2,603.7863 |
| S1 |
2,594.4772 |
2,592.3202 |
|