| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,209.2 |
2,214.4 |
5.2 |
0.2% |
2,091.0 |
| High |
2,265.5 |
2,282.5 |
17.0 |
0.8% |
2,188.4 |
| Low |
2,197.8 |
2,213.7 |
15.9 |
0.7% |
2,058.2 |
| Close |
2,208.8 |
2,255.0 |
46.2 |
2.1% |
2,184.8 |
| Range |
67.7 |
68.8 |
1.1 |
1.6% |
130.2 |
| ATR |
47.6 |
49.5 |
1.9 |
3.9% |
0.0 |
| Volume |
86,452 |
41,688 |
-44,764 |
-51.8% |
1,010,923 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.8 |
2,424.7 |
2,292.8 |
|
| R3 |
2,388.0 |
2,355.9 |
2,273.9 |
|
| R2 |
2,319.2 |
2,319.2 |
2,267.6 |
|
| R1 |
2,287.1 |
2,287.1 |
2,261.3 |
2,303.2 |
| PP |
2,250.4 |
2,250.4 |
2,250.4 |
2,258.4 |
| S1 |
2,218.3 |
2,218.3 |
2,248.7 |
2,234.4 |
| S2 |
2,181.6 |
2,181.6 |
2,242.4 |
|
| S3 |
2,112.8 |
2,149.5 |
2,236.1 |
|
| S4 |
2,044.0 |
2,080.7 |
2,217.2 |
|
|
| 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 |
2,282.5 |
2,132.5 |
150.0 |
6.7% |
53.6 |
2.4% |
82% |
True |
False |
184,469 |
| 10 |
2,282.5 |
2,058.2 |
224.3 |
9.9% |
49.6 |
2.2% |
88% |
True |
False |
188,509 |
| 20 |
2,282.5 |
2,058.2 |
224.3 |
9.9% |
45.8 |
2.0% |
88% |
True |
False |
174,073 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.5% |
53.0 |
2.4% |
80% |
False |
False |
197,371 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.5% |
49.8 |
2.2% |
80% |
False |
False |
208,073 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.5% |
46.1 |
2.0% |
80% |
False |
False |
175,132 |
| 100 |
2,320.5 |
1,992.8 |
327.7 |
14.5% |
43.0 |
1.9% |
80% |
False |
False |
140,138 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.0% |
42.9 |
1.9% |
83% |
False |
False |
116,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.9 |
|
2.618 |
2,462.6 |
|
1.618 |
2,393.8 |
|
1.000 |
2,351.3 |
|
0.618 |
2,325.0 |
|
HIGH |
2,282.5 |
|
0.618 |
2,256.2 |
|
0.500 |
2,248.1 |
|
0.382 |
2,240.0 |
|
LOW |
2,213.7 |
|
0.618 |
2,171.2 |
|
1.000 |
2,144.9 |
|
1.618 |
2,102.4 |
|
2.618 |
2,033.6 |
|
4.250 |
1,921.3 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,252.7 |
2,248.1 |
| PP |
2,250.4 |
2,241.1 |
| S1 |
2,248.1 |
2,234.2 |
|