| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,569.85 |
2,558.99 |
-10.86 |
-0.4% |
2,497.25 |
| High |
2,597.42 |
2,592.76 |
-4.66 |
-0.2% |
2,584.84 |
| Low |
2,549.18 |
2,552.80 |
3.62 |
0.1% |
2,487.11 |
| Close |
2,558.89 |
2,586.83 |
27.94 |
1.1% |
2,579.01 |
| Range |
48.24 |
39.96 |
-8.28 |
-17.2% |
97.73 |
| ATR |
29.75 |
30.48 |
0.73 |
2.5% |
0.00 |
| Volume |
5,383 |
5,211 |
-172 |
-3.2% |
26,900 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.34 |
2,682.05 |
2,608.81 |
|
| R3 |
2,657.38 |
2,642.09 |
2,597.82 |
|
| R2 |
2,617.42 |
2,617.42 |
2,594.16 |
|
| R1 |
2,602.13 |
2,602.13 |
2,590.49 |
2,609.78 |
| PP |
2,577.46 |
2,577.46 |
2,577.46 |
2,581.29 |
| S1 |
2,562.17 |
2,562.17 |
2,583.17 |
2,569.82 |
| S2 |
2,537.50 |
2,537.50 |
2,579.50 |
|
| S3 |
2,497.54 |
2,522.21 |
2,575.84 |
|
| S4 |
2,457.58 |
2,482.25 |
2,564.85 |
|
|
| 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 |
2,549.18 |
48.24 |
1.9% |
30.19 |
1.2% |
78% |
False |
False |
5,368 |
| 10 |
2,597.42 |
2,487.06 |
110.36 |
4.3% |
29.51 |
1.1% |
90% |
False |
False |
5,369 |
| 20 |
2,597.42 |
2,474.08 |
123.34 |
4.8% |
28.58 |
1.1% |
91% |
False |
False |
5,357 |
| 40 |
2,597.42 |
2,354.48 |
242.94 |
9.4% |
32.56 |
1.3% |
96% |
False |
False |
5,228 |
| 60 |
2,597.42 |
2,295.86 |
301.56 |
11.7% |
31.79 |
1.2% |
96% |
False |
False |
5,240 |
| 80 |
2,597.42 |
2,287.64 |
309.78 |
12.0% |
31.70 |
1.2% |
97% |
False |
False |
5,244 |
| 100 |
2,597.42 |
2,281.97 |
315.45 |
12.2% |
31.88 |
1.2% |
97% |
False |
False |
5,219 |
| 120 |
2,597.42 |
2,231.10 |
366.32 |
14.2% |
33.10 |
1.3% |
97% |
False |
False |
5,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.59 |
|
2.618 |
2,697.38 |
|
1.618 |
2,657.42 |
|
1.000 |
2,632.72 |
|
0.618 |
2,617.46 |
|
HIGH |
2,592.76 |
|
0.618 |
2,577.50 |
|
0.500 |
2,572.78 |
|
0.382 |
2,568.06 |
|
LOW |
2,552.80 |
|
0.618 |
2,528.10 |
|
1.000 |
2,512.84 |
|
1.618 |
2,488.14 |
|
2.618 |
2,448.18 |
|
4.250 |
2,382.97 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.15 |
2,582.32 |
| PP |
2,577.46 |
2,577.81 |
| S1 |
2,572.78 |
2,573.30 |
|