| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,558.99 |
2,586.82 |
27.83 |
1.1% |
2,579.80 |
| High |
2,592.76 |
2,625.12 |
32.36 |
1.2% |
2,625.12 |
| Low |
2,552.80 |
2,585.65 |
32.85 |
1.3% |
2,549.18 |
| Close |
2,586.83 |
2,622.15 |
35.32 |
1.4% |
2,622.15 |
| Range |
39.96 |
39.47 |
-0.49 |
-1.2% |
75.94 |
| ATR |
30.48 |
31.12 |
0.64 |
2.1% |
0.00 |
| Volume |
5,211 |
5,359 |
148 |
2.8% |
26,856 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.38 |
2,715.24 |
2,643.86 |
|
| R3 |
2,689.91 |
2,675.77 |
2,633.00 |
|
| R2 |
2,650.44 |
2,650.44 |
2,629.39 |
|
| R1 |
2,636.30 |
2,636.30 |
2,625.77 |
2,643.37 |
| PP |
2,610.97 |
2,610.97 |
2,610.97 |
2,614.51 |
| S1 |
2,596.83 |
2,596.83 |
2,618.53 |
2,603.90 |
| S2 |
2,571.50 |
2,571.50 |
2,614.91 |
|
| S3 |
2,532.03 |
2,557.36 |
2,611.30 |
|
| S4 |
2,492.56 |
2,517.89 |
2,600.44 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.64 |
2,800.33 |
2,663.92 |
|
| R3 |
2,750.70 |
2,724.39 |
2,643.03 |
|
| R2 |
2,674.76 |
2,674.76 |
2,636.07 |
|
| R1 |
2,648.45 |
2,648.45 |
2,629.11 |
2,661.61 |
| PP |
2,598.82 |
2,598.82 |
2,598.82 |
2,605.39 |
| S1 |
2,572.51 |
2,572.51 |
2,615.19 |
2,585.67 |
| S2 |
2,522.88 |
2,522.88 |
2,608.23 |
|
| S3 |
2,446.94 |
2,496.57 |
2,601.27 |
|
| S4 |
2,371.00 |
2,420.63 |
2,580.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,625.12 |
2,549.18 |
75.94 |
2.9% |
32.56 |
1.2% |
96% |
True |
False |
5,371 |
| 10 |
2,625.12 |
2,487.11 |
138.01 |
5.3% |
29.69 |
1.1% |
98% |
True |
False |
5,375 |
| 20 |
2,625.12 |
2,474.08 |
151.04 |
5.8% |
28.57 |
1.1% |
98% |
True |
False |
5,365 |
| 40 |
2,625.12 |
2,358.18 |
266.94 |
10.2% |
32.40 |
1.2% |
99% |
True |
False |
5,242 |
| 60 |
2,625.12 |
2,297.52 |
327.60 |
12.5% |
32.03 |
1.2% |
99% |
True |
False |
5,241 |
| 80 |
2,625.12 |
2,287.64 |
337.48 |
12.9% |
31.93 |
1.2% |
99% |
True |
False |
5,244 |
| 100 |
2,625.12 |
2,281.97 |
343.15 |
13.1% |
32.07 |
1.2% |
99% |
True |
False |
5,227 |
| 120 |
2,625.12 |
2,248.01 |
377.11 |
14.4% |
33.14 |
1.3% |
99% |
True |
False |
5,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.87 |
|
2.618 |
2,728.45 |
|
1.618 |
2,688.98 |
|
1.000 |
2,664.59 |
|
0.618 |
2,649.51 |
|
HIGH |
2,625.12 |
|
0.618 |
2,610.04 |
|
0.500 |
2,605.39 |
|
0.382 |
2,600.73 |
|
LOW |
2,585.65 |
|
0.618 |
2,561.26 |
|
1.000 |
2,546.18 |
|
1.618 |
2,521.79 |
|
2.618 |
2,482.32 |
|
4.250 |
2,417.90 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,616.56 |
2,610.48 |
| PP |
2,610.97 |
2,598.82 |
| S1 |
2,605.39 |
2,587.15 |
|