| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,651.9250 |
2,580.8540 |
-71.0710 |
-2.7% |
2,425.5280 |
| High |
2,672.2010 |
2,664.4000 |
-7.8010 |
-0.3% |
2,570.7150 |
| Low |
2,571.2460 |
2,559.9300 |
-11.3160 |
-0.4% |
2,255.5010 |
| Close |
2,580.8540 |
2,634.4600 |
53.6060 |
2.1% |
2,542.1880 |
| Range |
100.9550 |
104.4700 |
3.5150 |
3.5% |
315.2140 |
| ATR |
132.6994 |
130.6830 |
-2.0164 |
-1.5% |
0.0000 |
| Volume |
32,389 |
38,918 |
6,529 |
20.2% |
235,720 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.0067 |
2,888.2033 |
2,691.9185 |
|
| R3 |
2,828.5367 |
2,783.7333 |
2,663.1893 |
|
| R2 |
2,724.0667 |
2,724.0667 |
2,653.6128 |
|
| R1 |
2,679.2633 |
2,679.2633 |
2,644.0364 |
2,701.6650 |
| PP |
2,619.5967 |
2,619.5967 |
2,619.5967 |
2,630.7975 |
| S1 |
2,574.7933 |
2,574.7933 |
2,624.8836 |
2,597.1950 |
| S2 |
2,515.1267 |
2,515.1267 |
2,615.3072 |
|
| S3 |
2,410.6567 |
2,470.3233 |
2,605.7308 |
|
| S4 |
2,306.1867 |
2,365.8533 |
2,577.0015 |
|
|
| 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 |
2,440.5670 |
260.1630 |
9.9% |
115.4392 |
4.4% |
75% |
False |
False |
37,457 |
| 10 |
2,700.7300 |
2,255.5010 |
445.2290 |
16.9% |
123.2872 |
4.7% |
85% |
False |
False |
38,577 |
| 20 |
2,700.7300 |
2,154.2820 |
546.4480 |
20.7% |
125.2231 |
4.8% |
88% |
False |
False |
68,265 |
| 40 |
3,243.8370 |
2,154.2820 |
1,089.5550 |
41.4% |
154.1717 |
5.9% |
44% |
False |
False |
107,316 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.2% |
158.6448 |
6.0% |
34% |
False |
False |
112,501 |
| 80 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
65.6% |
154.5025 |
5.9% |
28% |
False |
False |
109,991 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.8% |
157.1542 |
6.0% |
27% |
False |
False |
118,663 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.8% |
165.2685 |
6.3% |
27% |
False |
False |
121,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,108.3975 |
|
2.618 |
2,937.9025 |
|
1.618 |
2,833.4325 |
|
1.000 |
2,768.8700 |
|
0.618 |
2,728.9625 |
|
HIGH |
2,664.4000 |
|
0.618 |
2,624.4925 |
|
0.500 |
2,612.1650 |
|
0.382 |
2,599.8375 |
|
LOW |
2,559.9300 |
|
0.618 |
2,495.3675 |
|
1.000 |
2,455.4600 |
|
1.618 |
2,390.8975 |
|
2.618 |
2,286.4275 |
|
4.250 |
2,115.9325 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.0283 |
2,628.3285 |
| PP |
2,619.5967 |
2,622.1970 |
| S1 |
2,612.1650 |
2,616.0655 |
|