| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,214.4 |
2,255.1 |
40.7 |
1.8% |
2,183.0 |
| High |
2,282.5 |
2,255.5 |
-27.0 |
-1.2% |
2,282.5 |
| Low |
2,213.7 |
2,242.9 |
29.2 |
1.3% |
2,176.8 |
| Close |
2,255.0 |
2,244.5 |
-10.6 |
-0.5% |
2,244.5 |
| Range |
68.8 |
12.6 |
-56.2 |
-81.7% |
105.7 |
| ATR |
49.5 |
46.9 |
-2.6 |
-5.3% |
0.0 |
| Volume |
41,688 |
2,764 |
-38,924 |
-93.4% |
631,641 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.4 |
2,277.5 |
2,251.4 |
|
| R3 |
2,272.8 |
2,264.9 |
2,247.9 |
|
| R2 |
2,260.2 |
2,260.2 |
2,246.8 |
|
| R1 |
2,252.3 |
2,252.3 |
2,245.6 |
2,250.0 |
| PP |
2,247.6 |
2,247.6 |
2,247.6 |
2,246.4 |
| S1 |
2,239.7 |
2,239.7 |
2,243.3 |
2,237.4 |
| S2 |
2,235.0 |
2,235.0 |
2,242.1 |
|
| S3 |
2,222.4 |
2,227.1 |
2,241.0 |
|
| S4 |
2,209.8 |
2,214.5 |
2,237.5 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.7 |
2,503.8 |
2,302.6 |
|
| R3 |
2,446.0 |
2,398.1 |
2,273.5 |
|
| R2 |
2,340.3 |
2,340.3 |
2,263.8 |
|
| R1 |
2,292.4 |
2,292.4 |
2,254.1 |
2,316.3 |
| PP |
2,234.6 |
2,234.6 |
2,234.6 |
2,246.6 |
| S1 |
2,186.7 |
2,186.7 |
2,234.8 |
2,210.6 |
| S2 |
2,128.9 |
2,128.9 |
2,225.1 |
|
| S3 |
2,023.2 |
2,081.0 |
2,215.4 |
|
| S4 |
1,917.5 |
1,975.3 |
2,186.3 |
|
|
| 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 |
2,176.8 |
105.7 |
4.7% |
45.0 |
2.0% |
64% |
False |
False |
126,328 |
| 10 |
2,282.5 |
2,058.2 |
224.3 |
10.0% |
44.2 |
2.0% |
83% |
False |
False |
164,256 |
| 20 |
2,282.5 |
2,058.2 |
224.3 |
10.0% |
44.8 |
2.0% |
83% |
False |
False |
167,902 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.6% |
51.5 |
2.3% |
77% |
False |
False |
190,278 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.6% |
49.6 |
2.2% |
77% |
False |
False |
205,909 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.6% |
45.8 |
2.0% |
77% |
False |
False |
175,163 |
| 100 |
2,320.5 |
1,992.8 |
327.7 |
14.6% |
42.9 |
1.9% |
77% |
False |
False |
140,165 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.1% |
42.6 |
1.9% |
80% |
False |
False |
116,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,309.1 |
|
2.618 |
2,288.5 |
|
1.618 |
2,275.9 |
|
1.000 |
2,268.1 |
|
0.618 |
2,263.3 |
|
HIGH |
2,255.5 |
|
0.618 |
2,250.7 |
|
0.500 |
2,249.2 |
|
0.382 |
2,247.7 |
|
LOW |
2,242.9 |
|
0.618 |
2,235.1 |
|
1.000 |
2,230.3 |
|
1.618 |
2,222.5 |
|
2.618 |
2,209.9 |
|
4.250 |
2,189.4 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.2 |
2,243.0 |
| PP |
2,247.6 |
2,241.6 |
| S1 |
2,246.0 |
2,240.2 |
|