| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,190.7 |
2,209.2 |
18.5 |
0.8% |
2,091.0 |
| High |
2,233.8 |
2,265.5 |
31.7 |
1.4% |
2,188.4 |
| Low |
2,185.9 |
2,197.8 |
11.9 |
0.5% |
2,058.2 |
| Close |
2,208.8 |
2,208.8 |
0.0 |
0.0% |
2,184.8 |
| Range |
47.9 |
67.7 |
19.8 |
41.3% |
130.2 |
| ATR |
46.1 |
47.6 |
1.5 |
3.3% |
0.0 |
| Volume |
182,011 |
86,452 |
-95,559 |
-52.5% |
1,010,923 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.1 |
2,385.7 |
2,246.0 |
|
| R3 |
2,359.4 |
2,318.0 |
2,227.4 |
|
| R2 |
2,291.7 |
2,291.7 |
2,221.2 |
|
| R1 |
2,250.3 |
2,250.3 |
2,215.0 |
2,237.2 |
| PP |
2,224.0 |
2,224.0 |
2,224.0 |
2,217.5 |
| S1 |
2,182.6 |
2,182.6 |
2,202.6 |
2,169.5 |
| S2 |
2,156.3 |
2,156.3 |
2,196.4 |
|
| S3 |
2,088.6 |
2,114.9 |
2,190.2 |
|
| S4 |
2,020.9 |
2,047.2 |
2,171.6 |
|
|
| 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 |
2,265.5 |
2,100.1 |
165.4 |
7.5% |
48.7 |
2.2% |
66% |
True |
False |
216,012 |
| 10 |
2,265.5 |
2,058.2 |
207.3 |
9.4% |
45.9 |
2.1% |
73% |
True |
False |
200,375 |
| 20 |
2,265.5 |
2,058.2 |
207.3 |
9.4% |
43.9 |
2.0% |
73% |
True |
False |
178,489 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
52.9 |
2.4% |
66% |
False |
False |
203,318 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
49.0 |
2.2% |
66% |
False |
False |
209,392 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
45.5 |
2.1% |
66% |
False |
False |
174,615 |
| 100 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
42.6 |
1.9% |
66% |
False |
False |
139,724 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.4% |
42.6 |
1.9% |
71% |
False |
False |
116,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.2 |
|
2.618 |
2,442.7 |
|
1.618 |
2,375.0 |
|
1.000 |
2,333.2 |
|
0.618 |
2,307.3 |
|
HIGH |
2,265.5 |
|
0.618 |
2,239.6 |
|
0.500 |
2,231.7 |
|
0.382 |
2,223.7 |
|
LOW |
2,197.8 |
|
0.618 |
2,156.0 |
|
1.000 |
2,130.1 |
|
1.618 |
2,088.3 |
|
2.618 |
2,020.6 |
|
4.250 |
1,910.1 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.7 |
2,221.2 |
| PP |
2,224.0 |
2,217.0 |
| S1 |
2,216.4 |
2,212.9 |
|