| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,134.7 |
2,183.0 |
48.3 |
2.3% |
2,091.0 |
| High |
2,188.4 |
2,204.7 |
16.3 |
0.7% |
2,188.4 |
| Low |
2,132.5 |
2,176.8 |
44.3 |
2.1% |
2,058.2 |
| Close |
2,184.8 |
2,192.3 |
7.5 |
0.3% |
2,184.8 |
| Range |
55.9 |
27.9 |
-28.0 |
-50.1% |
130.2 |
| ATR |
47.4 |
46.0 |
-1.4 |
-2.9% |
0.0 |
| Volume |
293,468 |
318,726 |
25,258 |
8.6% |
1,010,923 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,275.0 |
2,261.5 |
2,207.6 |
|
| R3 |
2,247.1 |
2,233.6 |
2,200.0 |
|
| R2 |
2,219.2 |
2,219.2 |
2,197.4 |
|
| R1 |
2,205.7 |
2,205.7 |
2,194.9 |
2,212.5 |
| PP |
2,191.3 |
2,191.3 |
2,191.3 |
2,194.6 |
| S1 |
2,177.8 |
2,177.8 |
2,189.7 |
2,184.6 |
| S2 |
2,163.4 |
2,163.4 |
2,187.2 |
|
| S3 |
2,135.5 |
2,149.9 |
2,184.6 |
|
| S4 |
2,107.6 |
2,122.0 |
2,177.0 |
|
|
| 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 |
2,204.7 |
2,058.2 |
146.5 |
6.7% |
42.3 |
1.9% |
92% |
True |
False |
233,329 |
| 10 |
2,224.5 |
2,058.2 |
166.3 |
7.6% |
45.7 |
2.1% |
81% |
False |
False |
210,083 |
| 20 |
2,249.3 |
2,058.2 |
191.1 |
8.7% |
41.8 |
1.9% |
70% |
False |
False |
176,463 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.9% |
52.6 |
2.4% |
61% |
False |
False |
208,048 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.9% |
48.0 |
2.2% |
61% |
False |
False |
210,094 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.9% |
45.1 |
2.1% |
61% |
False |
False |
171,265 |
| 100 |
2,320.5 |
1,987.3 |
333.2 |
15.2% |
42.3 |
1.9% |
62% |
False |
False |
137,045 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.5% |
42.2 |
1.9% |
67% |
False |
False |
114,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,323.3 |
|
2.618 |
2,277.7 |
|
1.618 |
2,249.8 |
|
1.000 |
2,232.6 |
|
0.618 |
2,221.9 |
|
HIGH |
2,204.7 |
|
0.618 |
2,194.0 |
|
0.500 |
2,190.8 |
|
0.382 |
2,187.5 |
|
LOW |
2,176.8 |
|
0.618 |
2,159.6 |
|
1.000 |
2,148.9 |
|
1.618 |
2,131.7 |
|
2.618 |
2,103.8 |
|
4.250 |
2,058.2 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.8 |
2,179.0 |
| PP |
2,191.3 |
2,165.7 |
| S1 |
2,190.8 |
2,152.4 |
|