| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,558.88 |
2,579.80 |
20.92 |
0.8% |
2,497.25 |
| High |
2,584.84 |
2,589.13 |
4.29 |
0.2% |
2,584.84 |
| Low |
2,557.21 |
2,577.78 |
20.57 |
0.8% |
2,487.11 |
| Close |
2,579.01 |
2,583.05 |
4.04 |
0.2% |
2,579.01 |
| Range |
27.63 |
11.35 |
-16.28 |
-58.9% |
97.73 |
| ATR |
30.01 |
28.68 |
-1.33 |
-4.4% |
0.00 |
| Volume |
5,343 |
5,460 |
117 |
2.2% |
26,900 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.37 |
2,611.56 |
2,589.29 |
|
| R3 |
2,606.02 |
2,600.21 |
2,586.17 |
|
| R2 |
2,594.67 |
2,594.67 |
2,585.13 |
|
| R1 |
2,588.86 |
2,588.86 |
2,584.09 |
2,591.77 |
| PP |
2,583.32 |
2,583.32 |
2,583.32 |
2,584.77 |
| S1 |
2,577.51 |
2,577.51 |
2,582.01 |
2,580.42 |
| S2 |
2,571.97 |
2,571.97 |
2,580.97 |
|
| S3 |
2,560.62 |
2,566.16 |
2,579.93 |
|
| S4 |
2,549.27 |
2,554.81 |
2,576.81 |
|
|
| 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 |
2,589.13 |
2,500.63 |
88.50 |
3.4% |
25.29 |
1.0% |
93% |
True |
False |
5,408 |
| 10 |
2,589.13 |
2,474.08 |
115.05 |
4.5% |
26.43 |
1.0% |
95% |
True |
False |
5,373 |
| 20 |
2,589.13 |
2,474.08 |
115.05 |
4.5% |
26.63 |
1.0% |
95% |
True |
False |
5,338 |
| 40 |
2,589.13 |
2,354.48 |
234.65 |
9.1% |
31.78 |
1.2% |
97% |
True |
False |
5,221 |
| 60 |
2,589.13 |
2,295.86 |
293.27 |
11.4% |
31.34 |
1.2% |
98% |
True |
False |
5,240 |
| 80 |
2,589.13 |
2,287.64 |
301.49 |
11.7% |
31.82 |
1.2% |
98% |
True |
False |
5,233 |
| 100 |
2,589.13 |
2,281.97 |
307.16 |
11.9% |
31.52 |
1.2% |
98% |
True |
False |
5,215 |
| 120 |
2,589.13 |
2,168.69 |
420.44 |
16.3% |
32.95 |
1.3% |
99% |
True |
False |
5,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.37 |
|
2.618 |
2,618.84 |
|
1.618 |
2,607.49 |
|
1.000 |
2,600.48 |
|
0.618 |
2,596.14 |
|
HIGH |
2,589.13 |
|
0.618 |
2,584.79 |
|
0.500 |
2,583.46 |
|
0.382 |
2,582.12 |
|
LOW |
2,577.78 |
|
0.618 |
2,570.77 |
|
1.000 |
2,566.43 |
|
1.618 |
2,559.42 |
|
2.618 |
2,548.07 |
|
4.250 |
2,529.54 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.46 |
2,572.11 |
| PP |
2,583.32 |
2,561.18 |
| S1 |
2,583.19 |
2,550.24 |
|