| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,106.6 |
2,134.7 |
28.1 |
1.3% |
2,091.0 |
| High |
2,144.2 |
2,188.4 |
44.2 |
2.1% |
2,188.4 |
| Low |
2,100.1 |
2,132.5 |
32.4 |
1.5% |
2,058.2 |
| Close |
2,132.5 |
2,184.8 |
52.3 |
2.5% |
2,184.8 |
| Range |
44.1 |
55.9 |
11.8 |
26.8% |
130.2 |
| ATR |
46.7 |
47.4 |
0.7 |
1.4% |
0.0 |
| Volume |
199,406 |
293,468 |
94,062 |
47.2% |
1,010,923 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.3 |
2,316.4 |
2,215.5 |
|
| R3 |
2,280.4 |
2,260.5 |
2,200.2 |
|
| R2 |
2,224.5 |
2,224.5 |
2,195.0 |
|
| R1 |
2,204.6 |
2,204.6 |
2,189.9 |
2,214.6 |
| PP |
2,168.6 |
2,168.6 |
2,168.6 |
2,173.5 |
| S1 |
2,148.7 |
2,148.7 |
2,179.7 |
2,158.7 |
| S2 |
2,112.7 |
2,112.7 |
2,174.6 |
|
| S3 |
2,056.8 |
2,092.8 |
2,169.4 |
|
| S4 |
2,000.9 |
2,036.9 |
2,154.1 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.4 |
2,489.8 |
2,256.4 |
|
| R3 |
2,404.2 |
2,359.6 |
2,220.6 |
|
| R2 |
2,274.0 |
2,274.0 |
2,208.7 |
|
| R1 |
2,229.4 |
2,229.4 |
2,196.7 |
2,251.7 |
| PP |
2,143.8 |
2,143.8 |
2,143.8 |
2,155.0 |
| S1 |
2,099.2 |
2,099.2 |
2,172.9 |
2,121.5 |
| S2 |
2,013.6 |
2,013.6 |
2,160.9 |
|
| S3 |
1,883.4 |
1,969.0 |
2,149.0 |
|
| S4 |
1,753.2 |
1,838.8 |
2,113.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,188.4 |
2,058.2 |
130.2 |
6.0% |
43.4 |
2.0% |
97% |
True |
False |
202,184 |
| 10 |
2,227.4 |
2,058.2 |
169.2 |
7.7% |
46.3 |
2.1% |
75% |
False |
False |
193,543 |
| 20 |
2,249.3 |
2,058.2 |
191.1 |
8.7% |
42.0 |
1.9% |
66% |
False |
False |
168,270 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
52.7 |
2.4% |
59% |
False |
False |
205,820 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
48.0 |
2.2% |
59% |
False |
False |
208,025 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
45.0 |
2.1% |
59% |
False |
False |
167,283 |
| 100 |
2,320.5 |
1,987.3 |
333.2 |
15.3% |
42.5 |
1.9% |
59% |
False |
False |
133,858 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.5% |
42.1 |
1.9% |
65% |
False |
False |
111,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,426.0 |
|
2.618 |
2,334.7 |
|
1.618 |
2,278.8 |
|
1.000 |
2,244.3 |
|
0.618 |
2,222.9 |
|
HIGH |
2,188.4 |
|
0.618 |
2,167.0 |
|
0.500 |
2,160.5 |
|
0.382 |
2,153.9 |
|
LOW |
2,132.5 |
|
0.618 |
2,098.0 |
|
1.000 |
2,076.6 |
|
1.618 |
2,042.1 |
|
2.618 |
1,986.2 |
|
4.250 |
1,894.9 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,176.7 |
2,164.3 |
| PP |
2,168.6 |
2,143.8 |
| S1 |
2,160.5 |
2,123.3 |
|