| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,628.43 |
2,657.15 |
28.72 |
1.1% |
2,579.80 |
| High |
2,663.30 |
2,667.22 |
3.92 |
0.1% |
2,625.12 |
| Low |
2,624.58 |
2,652.08 |
27.50 |
1.0% |
2,549.18 |
| Close |
2,657.19 |
2,657.08 |
-0.11 |
0.0% |
2,622.15 |
| Range |
38.72 |
15.14 |
-23.58 |
-60.9% |
75.94 |
| ATR |
30.87 |
29.74 |
-1.12 |
-3.6% |
0.00 |
| Volume |
5,330 |
5,352 |
22 |
0.4% |
26,856 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.21 |
2,695.79 |
2,665.41 |
|
| R3 |
2,689.07 |
2,680.65 |
2,661.24 |
|
| R2 |
2,673.93 |
2,673.93 |
2,659.86 |
|
| R1 |
2,665.51 |
2,665.51 |
2,658.47 |
2,662.15 |
| PP |
2,658.79 |
2,658.79 |
2,658.79 |
2,657.12 |
| S1 |
2,650.37 |
2,650.37 |
2,655.69 |
2,647.01 |
| S2 |
2,643.65 |
2,643.65 |
2,654.30 |
|
| S3 |
2,628.51 |
2,635.23 |
2,652.92 |
|
| S4 |
2,613.37 |
2,620.09 |
2,648.75 |
|
|
| 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 |
2,667.22 |
2,552.80 |
114.42 |
4.3% |
30.48 |
1.1% |
91% |
True |
False |
5,208 |
| 10 |
2,667.22 |
2,511.35 |
155.87 |
5.9% |
31.18 |
1.2% |
93% |
True |
False |
5,313 |
| 20 |
2,667.22 |
2,474.08 |
193.14 |
7.3% |
28.80 |
1.1% |
95% |
True |
False |
5,337 |
| 40 |
2,667.22 |
2,369.10 |
298.12 |
11.2% |
31.95 |
1.2% |
97% |
True |
False |
5,242 |
| 60 |
2,667.22 |
2,320.72 |
346.50 |
13.0% |
32.10 |
1.2% |
97% |
True |
False |
5,229 |
| 80 |
2,667.22 |
2,287.64 |
379.58 |
14.3% |
31.77 |
1.2% |
97% |
True |
False |
5,242 |
| 100 |
2,667.22 |
2,285.07 |
382.15 |
14.4% |
31.48 |
1.2% |
97% |
True |
False |
5,232 |
| 120 |
2,667.22 |
2,270.21 |
397.01 |
14.9% |
33.06 |
1.2% |
97% |
True |
False |
5,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.57 |
|
2.618 |
2,706.86 |
|
1.618 |
2,691.72 |
|
1.000 |
2,682.36 |
|
0.618 |
2,676.58 |
|
HIGH |
2,667.22 |
|
0.618 |
2,661.44 |
|
0.500 |
2,659.65 |
|
0.382 |
2,657.86 |
|
LOW |
2,652.08 |
|
0.618 |
2,642.72 |
|
1.000 |
2,636.94 |
|
1.618 |
2,627.58 |
|
2.618 |
2,612.44 |
|
4.250 |
2,587.74 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.65 |
2,651.73 |
| PP |
2,658.79 |
2,646.39 |
| S1 |
2,657.94 |
2,641.04 |
|