| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,621.96 |
2,628.43 |
6.47 |
0.2% |
2,579.80 |
| High |
2,633.96 |
2,663.30 |
29.34 |
1.1% |
2,625.12 |
| Low |
2,614.86 |
2,624.58 |
9.72 |
0.4% |
2,549.18 |
| Close |
2,628.41 |
2,657.19 |
28.78 |
1.1% |
2,622.15 |
| Range |
19.10 |
38.72 |
19.62 |
102.7% |
75.94 |
| ATR |
30.26 |
30.87 |
0.60 |
2.0% |
0.00 |
| Volume |
4,788 |
5,330 |
542 |
11.3% |
26,856 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.52 |
2,749.57 |
2,678.49 |
|
| R3 |
2,725.80 |
2,710.85 |
2,667.84 |
|
| R2 |
2,687.08 |
2,687.08 |
2,664.29 |
|
| R1 |
2,672.13 |
2,672.13 |
2,660.74 |
2,679.61 |
| PP |
2,648.36 |
2,648.36 |
2,648.36 |
2,652.09 |
| S1 |
2,633.41 |
2,633.41 |
2,653.64 |
2,640.89 |
| S2 |
2,609.64 |
2,609.64 |
2,650.09 |
|
| S3 |
2,570.92 |
2,594.69 |
2,646.54 |
|
| S4 |
2,532.20 |
2,555.97 |
2,635.89 |
|
|
| 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 |
2,663.30 |
2,549.18 |
114.12 |
4.3% |
37.10 |
1.4% |
95% |
True |
False |
5,214 |
| 10 |
2,663.30 |
2,504.77 |
158.53 |
6.0% |
31.91 |
1.2% |
96% |
True |
False |
5,325 |
| 20 |
2,663.30 |
2,474.08 |
189.22 |
7.1% |
29.00 |
1.1% |
97% |
True |
False |
5,339 |
| 40 |
2,663.30 |
2,369.10 |
294.20 |
11.1% |
32.40 |
1.2% |
98% |
True |
False |
5,240 |
| 60 |
2,663.30 |
2,319.98 |
343.32 |
12.9% |
32.15 |
1.2% |
98% |
True |
False |
5,228 |
| 80 |
2,663.30 |
2,287.64 |
375.66 |
14.1% |
32.02 |
1.2% |
98% |
True |
False |
5,240 |
| 100 |
2,663.30 |
2,285.07 |
378.23 |
14.2% |
31.71 |
1.2% |
98% |
True |
False |
5,230 |
| 120 |
2,663.30 |
2,270.21 |
393.09 |
14.8% |
33.09 |
1.2% |
98% |
True |
False |
5,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.86 |
|
2.618 |
2,764.67 |
|
1.618 |
2,725.95 |
|
1.000 |
2,702.02 |
|
0.618 |
2,687.23 |
|
HIGH |
2,663.30 |
|
0.618 |
2,648.51 |
|
0.500 |
2,643.94 |
|
0.382 |
2,639.37 |
|
LOW |
2,624.58 |
|
0.618 |
2,600.65 |
|
1.000 |
2,585.86 |
|
1.618 |
2,561.93 |
|
2.618 |
2,523.21 |
|
4.250 |
2,460.02 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.77 |
2,646.29 |
| PP |
2,648.36 |
2,635.38 |
| S1 |
2,643.94 |
2,624.48 |
|