| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,183.0 |
2,190.7 |
7.7 |
0.4% |
2,091.0 |
| High |
2,204.7 |
2,233.8 |
29.1 |
1.3% |
2,188.4 |
| Low |
2,176.8 |
2,185.9 |
9.1 |
0.4% |
2,058.2 |
| Close |
2,192.3 |
2,208.8 |
16.5 |
0.8% |
2,184.8 |
| Range |
27.9 |
47.9 |
20.0 |
71.7% |
130.2 |
| ATR |
46.0 |
46.1 |
0.1 |
0.3% |
0.0 |
| Volume |
318,726 |
182,011 |
-136,715 |
-42.9% |
1,010,923 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.2 |
2,328.9 |
2,235.1 |
|
| R3 |
2,305.3 |
2,281.0 |
2,222.0 |
|
| R2 |
2,257.4 |
2,257.4 |
2,217.6 |
|
| R1 |
2,233.1 |
2,233.1 |
2,213.2 |
2,245.3 |
| PP |
2,209.5 |
2,209.5 |
2,209.5 |
2,215.6 |
| S1 |
2,185.2 |
2,185.2 |
2,204.4 |
2,197.4 |
| S2 |
2,161.6 |
2,161.6 |
2,200.0 |
|
| S3 |
2,113.7 |
2,137.3 |
2,195.6 |
|
| S4 |
2,065.8 |
2,089.4 |
2,182.5 |
|
|
| 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 |
2,233.8 |
2,058.2 |
175.6 |
8.0% |
45.4 |
2.1% |
86% |
True |
False |
240,360 |
| 10 |
2,233.8 |
2,058.2 |
175.6 |
8.0% |
42.9 |
1.9% |
86% |
True |
False |
208,075 |
| 20 |
2,249.3 |
2,058.2 |
191.1 |
8.7% |
42.7 |
1.9% |
79% |
False |
False |
180,266 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
52.4 |
2.4% |
66% |
False |
False |
206,984 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
48.4 |
2.2% |
66% |
False |
False |
210,553 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
45.3 |
2.1% |
66% |
False |
False |
173,538 |
| 100 |
2,320.5 |
1,987.3 |
333.2 |
15.1% |
42.5 |
1.9% |
66% |
False |
False |
138,864 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.4% |
42.4 |
1.9% |
71% |
False |
False |
115,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.4 |
|
2.618 |
2,359.2 |
|
1.618 |
2,311.3 |
|
1.000 |
2,281.7 |
|
0.618 |
2,263.4 |
|
HIGH |
2,233.8 |
|
0.618 |
2,215.5 |
|
0.500 |
2,209.9 |
|
0.382 |
2,204.2 |
|
LOW |
2,185.9 |
|
0.618 |
2,156.3 |
|
1.000 |
2,138.0 |
|
1.618 |
2,108.4 |
|
2.618 |
2,060.5 |
|
4.250 |
1,982.3 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.9 |
2,200.3 |
| PP |
2,209.5 |
2,191.7 |
| S1 |
2,209.2 |
2,183.2 |
|