| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,583.02 |
2,569.85 |
-13.17 |
-0.5% |
2,497.25 |
| High |
2,585.74 |
2,597.42 |
11.68 |
0.5% |
2,584.84 |
| Low |
2,561.96 |
2,549.18 |
-12.78 |
-0.5% |
2,487.11 |
| Close |
2,569.90 |
2,558.89 |
-11.01 |
-0.4% |
2,579.01 |
| Range |
23.78 |
48.24 |
24.46 |
102.9% |
97.73 |
| ATR |
28.33 |
29.75 |
1.42 |
5.0% |
0.00 |
| Volume |
5,443 |
5,383 |
-60 |
-1.1% |
26,900 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.22 |
2,684.29 |
2,585.42 |
|
| R3 |
2,664.98 |
2,636.05 |
2,572.16 |
|
| R2 |
2,616.74 |
2,616.74 |
2,567.73 |
|
| R1 |
2,587.81 |
2,587.81 |
2,563.31 |
2,578.16 |
| PP |
2,568.50 |
2,568.50 |
2,568.50 |
2,563.67 |
| S1 |
2,539.57 |
2,539.57 |
2,554.47 |
2,529.92 |
| S2 |
2,520.26 |
2,520.26 |
2,550.05 |
|
| S3 |
2,472.02 |
2,491.33 |
2,545.62 |
|
| S4 |
2,423.78 |
2,443.09 |
2,532.36 |
|
|
| 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 |
2,597.42 |
2,511.35 |
86.07 |
3.4% |
31.89 |
1.2% |
55% |
True |
False |
5,418 |
| 10 |
2,597.42 |
2,487.06 |
110.36 |
4.3% |
28.31 |
1.1% |
65% |
True |
False |
5,382 |
| 20 |
2,597.42 |
2,474.08 |
123.34 |
4.8% |
27.67 |
1.1% |
69% |
True |
False |
5,363 |
| 40 |
2,597.42 |
2,354.48 |
242.94 |
9.5% |
32.39 |
1.3% |
84% |
True |
False |
5,229 |
| 60 |
2,597.42 |
2,295.86 |
301.56 |
11.8% |
31.45 |
1.2% |
87% |
True |
False |
5,243 |
| 80 |
2,597.42 |
2,287.64 |
309.78 |
12.1% |
31.42 |
1.2% |
88% |
True |
False |
5,244 |
| 100 |
2,597.42 |
2,281.97 |
315.45 |
12.3% |
31.72 |
1.2% |
88% |
True |
False |
5,220 |
| 120 |
2,597.42 |
2,188.17 |
409.25 |
16.0% |
33.12 |
1.3% |
91% |
True |
False |
5,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.44 |
|
2.618 |
2,723.71 |
|
1.618 |
2,675.47 |
|
1.000 |
2,645.66 |
|
0.618 |
2,627.23 |
|
HIGH |
2,597.42 |
|
0.618 |
2,578.99 |
|
0.500 |
2,573.30 |
|
0.382 |
2,567.61 |
|
LOW |
2,549.18 |
|
0.618 |
2,519.37 |
|
1.000 |
2,500.94 |
|
1.618 |
2,471.13 |
|
2.618 |
2,422.89 |
|
4.250 |
2,344.16 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,573.30 |
2,573.30 |
| PP |
2,568.50 |
2,568.50 |
| S1 |
2,563.69 |
2,563.69 |
|