| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,579.80 |
2,583.02 |
3.22 |
0.1% |
2,497.25 |
| High |
2,589.13 |
2,585.74 |
-3.39 |
-0.1% |
2,584.84 |
| Low |
2,577.78 |
2,561.96 |
-15.82 |
-0.6% |
2,487.11 |
| Close |
2,583.05 |
2,569.90 |
-13.15 |
-0.5% |
2,579.01 |
| Range |
11.35 |
23.78 |
12.43 |
109.5% |
97.73 |
| ATR |
28.68 |
28.33 |
-0.35 |
-1.2% |
0.00 |
| Volume |
5,460 |
5,443 |
-17 |
-0.3% |
26,900 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.87 |
2,630.67 |
2,582.98 |
|
| R3 |
2,620.09 |
2,606.89 |
2,576.44 |
|
| R2 |
2,596.31 |
2,596.31 |
2,574.26 |
|
| R1 |
2,583.11 |
2,583.11 |
2,572.08 |
2,577.82 |
| PP |
2,572.53 |
2,572.53 |
2,572.53 |
2,569.89 |
| S1 |
2,559.33 |
2,559.33 |
2,567.72 |
2,554.04 |
| S2 |
2,548.75 |
2,548.75 |
2,565.54 |
|
| S3 |
2,524.97 |
2,535.55 |
2,563.36 |
|
| S4 |
2,501.19 |
2,511.77 |
2,556.82 |
|
|
| 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 |
2,504.77 |
84.36 |
3.3% |
26.72 |
1.0% |
77% |
False |
False |
5,437 |
| 10 |
2,589.13 |
2,474.08 |
115.05 |
4.5% |
25.97 |
1.0% |
83% |
False |
False |
5,378 |
| 20 |
2,589.13 |
2,474.08 |
115.05 |
4.5% |
26.82 |
1.0% |
83% |
False |
False |
5,354 |
| 40 |
2,589.13 |
2,354.48 |
234.65 |
9.1% |
31.72 |
1.2% |
92% |
False |
False |
5,228 |
| 60 |
2,589.13 |
2,295.86 |
293.27 |
11.4% |
30.91 |
1.2% |
93% |
False |
False |
5,241 |
| 80 |
2,589.13 |
2,287.64 |
301.49 |
11.7% |
31.51 |
1.2% |
94% |
False |
False |
5,238 |
| 100 |
2,589.13 |
2,281.97 |
307.16 |
12.0% |
31.55 |
1.2% |
94% |
False |
False |
5,218 |
| 120 |
2,589.13 |
2,174.69 |
414.44 |
16.1% |
32.90 |
1.3% |
95% |
False |
False |
5,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.81 |
|
2.618 |
2,648.00 |
|
1.618 |
2,624.22 |
|
1.000 |
2,609.52 |
|
0.618 |
2,600.44 |
|
HIGH |
2,585.74 |
|
0.618 |
2,576.66 |
|
0.500 |
2,573.85 |
|
0.382 |
2,571.04 |
|
LOW |
2,561.96 |
|
0.618 |
2,547.26 |
|
1.000 |
2,538.18 |
|
1.618 |
2,523.48 |
|
2.618 |
2,499.70 |
|
4.250 |
2,460.90 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,573.85 |
2,573.17 |
| PP |
2,572.53 |
2,572.08 |
| S1 |
2,571.22 |
2,570.99 |
|