| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,511.77 |
2,558.88 |
47.11 |
1.9% |
2,497.25 |
| High |
2,559.79 |
2,584.84 |
25.05 |
1.0% |
2,584.84 |
| Low |
2,511.35 |
2,557.21 |
45.86 |
1.8% |
2,487.11 |
| Close |
2,558.91 |
2,579.01 |
20.10 |
0.8% |
2,579.01 |
| Range |
48.44 |
27.63 |
-20.81 |
-43.0% |
97.73 |
| ATR |
30.20 |
30.01 |
-0.18 |
-0.6% |
0.00 |
| Volume |
5,462 |
5,343 |
-119 |
-2.2% |
26,900 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.58 |
2,645.42 |
2,594.21 |
|
| R3 |
2,628.95 |
2,617.79 |
2,586.61 |
|
| R2 |
2,601.32 |
2,601.32 |
2,584.08 |
|
| R1 |
2,590.16 |
2,590.16 |
2,581.54 |
2,595.74 |
| PP |
2,573.69 |
2,573.69 |
2,573.69 |
2,576.48 |
| S1 |
2,562.53 |
2,562.53 |
2,576.48 |
2,568.11 |
| S2 |
2,546.06 |
2,546.06 |
2,573.94 |
|
| S3 |
2,518.43 |
2,534.90 |
2,571.41 |
|
| S4 |
2,490.80 |
2,507.27 |
2,563.81 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.51 |
2,808.99 |
2,632.76 |
|
| R3 |
2,745.78 |
2,711.26 |
2,605.89 |
|
| R2 |
2,648.05 |
2,648.05 |
2,596.93 |
|
| R1 |
2,613.53 |
2,613.53 |
2,587.97 |
2,630.79 |
| PP |
2,550.32 |
2,550.32 |
2,550.32 |
2,558.95 |
| S1 |
2,515.80 |
2,515.80 |
2,570.05 |
2,533.06 |
| S2 |
2,452.59 |
2,452.59 |
2,561.09 |
|
| S3 |
2,354.86 |
2,418.07 |
2,552.13 |
|
| S4 |
2,257.13 |
2,320.34 |
2,525.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,584.84 |
2,487.11 |
97.73 |
3.8% |
26.82 |
1.0% |
94% |
True |
False |
5,380 |
| 10 |
2,584.84 |
2,474.08 |
110.76 |
4.3% |
28.31 |
1.1% |
95% |
True |
False |
5,362 |
| 20 |
2,584.84 |
2,451.50 |
133.34 |
5.2% |
28.95 |
1.1% |
96% |
True |
False |
5,331 |
| 40 |
2,584.84 |
2,354.48 |
230.36 |
8.9% |
32.73 |
1.3% |
97% |
True |
False |
5,198 |
| 60 |
2,584.84 |
2,295.86 |
288.98 |
11.2% |
31.75 |
1.2% |
98% |
True |
False |
5,238 |
| 80 |
2,584.84 |
2,287.64 |
297.20 |
11.5% |
31.95 |
1.2% |
98% |
True |
False |
5,228 |
| 100 |
2,584.84 |
2,281.97 |
302.87 |
11.7% |
31.80 |
1.2% |
98% |
True |
False |
5,210 |
| 120 |
2,584.84 |
2,164.60 |
420.24 |
16.3% |
32.98 |
1.3% |
99% |
True |
False |
5,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,702.27 |
|
2.618 |
2,657.18 |
|
1.618 |
2,629.55 |
|
1.000 |
2,612.47 |
|
0.618 |
2,601.92 |
|
HIGH |
2,584.84 |
|
0.618 |
2,574.29 |
|
0.500 |
2,571.03 |
|
0.382 |
2,567.76 |
|
LOW |
2,557.21 |
|
0.618 |
2,540.13 |
|
1.000 |
2,529.58 |
|
1.618 |
2,512.50 |
|
2.618 |
2,484.87 |
|
4.250 |
2,439.78 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.35 |
2,567.61 |
| PP |
2,573.69 |
2,556.21 |
| S1 |
2,571.03 |
2,544.81 |
|