| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,657.15 |
2,657.09 |
-0.06 |
0.0% |
2,579.80 |
| High |
2,667.22 |
2,684.45 |
17.23 |
0.6% |
2,625.12 |
| Low |
2,652.08 |
2,656.34 |
4.26 |
0.2% |
2,549.18 |
| Close |
2,657.08 |
2,672.48 |
15.40 |
0.6% |
2,622.15 |
| Range |
15.14 |
28.11 |
12.97 |
85.7% |
75.94 |
| ATR |
29.74 |
29.63 |
-0.12 |
-0.4% |
0.00 |
| Volume |
5,352 |
5,266 |
-86 |
-1.6% |
26,856 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.42 |
2,742.06 |
2,687.94 |
|
| R3 |
2,727.31 |
2,713.95 |
2,680.21 |
|
| R2 |
2,699.20 |
2,699.20 |
2,677.63 |
|
| R1 |
2,685.84 |
2,685.84 |
2,675.06 |
2,692.52 |
| PP |
2,671.09 |
2,671.09 |
2,671.09 |
2,674.43 |
| S1 |
2,657.73 |
2,657.73 |
2,669.90 |
2,664.41 |
| S2 |
2,642.98 |
2,642.98 |
2,667.33 |
|
| S3 |
2,614.87 |
2,629.62 |
2,664.75 |
|
| S4 |
2,586.76 |
2,601.51 |
2,657.02 |
|
|
| 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 |
2,684.45 |
2,585.65 |
98.80 |
3.7% |
28.11 |
1.1% |
88% |
True |
False |
5,219 |
| 10 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
29.15 |
1.1% |
91% |
True |
False |
5,293 |
| 20 |
2,684.45 |
2,474.08 |
210.37 |
7.9% |
28.55 |
1.1% |
94% |
True |
False |
5,331 |
| 40 |
2,684.45 |
2,369.10 |
315.35 |
11.8% |
31.53 |
1.2% |
96% |
True |
False |
5,247 |
| 60 |
2,684.45 |
2,327.87 |
356.58 |
13.3% |
32.34 |
1.2% |
97% |
True |
False |
5,225 |
| 80 |
2,684.45 |
2,287.64 |
396.81 |
14.8% |
31.67 |
1.2% |
97% |
True |
False |
5,245 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.8% |
31.51 |
1.2% |
97% |
True |
False |
5,233 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
32.80 |
1.2% |
97% |
True |
False |
5,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.92 |
|
2.618 |
2,758.04 |
|
1.618 |
2,729.93 |
|
1.000 |
2,712.56 |
|
0.618 |
2,701.82 |
|
HIGH |
2,684.45 |
|
0.618 |
2,673.71 |
|
0.500 |
2,670.40 |
|
0.382 |
2,667.08 |
|
LOW |
2,656.34 |
|
0.618 |
2,638.97 |
|
1.000 |
2,628.23 |
|
1.618 |
2,610.86 |
|
2.618 |
2,582.75 |
|
4.250 |
2,536.87 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.79 |
2,666.49 |
| PP |
2,671.09 |
2,660.50 |
| S1 |
2,670.40 |
2,654.52 |
|