| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,586.82 |
2,621.96 |
35.14 |
1.4% |
2,579.80 |
| High |
2,625.12 |
2,633.96 |
8.84 |
0.3% |
2,625.12 |
| Low |
2,585.65 |
2,614.86 |
29.21 |
1.1% |
2,549.18 |
| Close |
2,622.15 |
2,628.41 |
6.26 |
0.2% |
2,622.15 |
| Range |
39.47 |
19.10 |
-20.37 |
-51.6% |
75.94 |
| ATR |
31.12 |
30.26 |
-0.86 |
-2.8% |
0.00 |
| Volume |
5,359 |
4,788 |
-571 |
-10.7% |
26,856 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.04 |
2,674.83 |
2,638.92 |
|
| R3 |
2,663.94 |
2,655.73 |
2,633.66 |
|
| R2 |
2,644.84 |
2,644.84 |
2,631.91 |
|
| R1 |
2,636.63 |
2,636.63 |
2,630.16 |
2,640.74 |
| PP |
2,625.74 |
2,625.74 |
2,625.74 |
2,627.80 |
| S1 |
2,617.53 |
2,617.53 |
2,626.66 |
2,621.64 |
| S2 |
2,606.64 |
2,606.64 |
2,624.91 |
|
| S3 |
2,587.54 |
2,598.43 |
2,623.16 |
|
| S4 |
2,568.44 |
2,579.33 |
2,617.91 |
|
|
| 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 |
2,633.96 |
2,549.18 |
84.78 |
3.2% |
34.11 |
1.3% |
93% |
True |
False |
5,236 |
| 10 |
2,633.96 |
2,500.63 |
133.33 |
5.1% |
29.70 |
1.1% |
96% |
True |
False |
5,322 |
| 20 |
2,633.96 |
2,474.08 |
159.88 |
6.1% |
27.92 |
1.1% |
97% |
True |
False |
5,338 |
| 40 |
2,633.96 |
2,369.10 |
264.86 |
10.1% |
32.09 |
1.2% |
98% |
True |
False |
5,232 |
| 60 |
2,633.96 |
2,319.85 |
314.11 |
12.0% |
31.81 |
1.2% |
98% |
True |
False |
5,230 |
| 80 |
2,633.96 |
2,287.64 |
346.32 |
13.2% |
31.86 |
1.2% |
98% |
True |
False |
5,238 |
| 100 |
2,633.96 |
2,281.97 |
351.99 |
13.4% |
31.76 |
1.2% |
98% |
True |
False |
5,227 |
| 120 |
2,633.96 |
2,268.72 |
365.24 |
13.9% |
33.03 |
1.3% |
98% |
True |
False |
5,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.14 |
|
2.618 |
2,683.96 |
|
1.618 |
2,664.86 |
|
1.000 |
2,653.06 |
|
0.618 |
2,645.76 |
|
HIGH |
2,633.96 |
|
0.618 |
2,626.66 |
|
0.500 |
2,624.41 |
|
0.382 |
2,622.16 |
|
LOW |
2,614.86 |
|
0.618 |
2,603.06 |
|
1.000 |
2,595.76 |
|
1.618 |
2,583.96 |
|
2.618 |
2,564.86 |
|
4.250 |
2,533.69 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.08 |
2,616.73 |
| PP |
2,625.74 |
2,605.06 |
| S1 |
2,624.41 |
2,593.38 |
|