| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,517.9 |
2,565.1 |
47.2 |
1.9% |
2,503.2 |
| High |
2,564.8 |
2,590.6 |
25.8 |
1.0% |
2,590.6 |
| Low |
2,515.5 |
2,561.8 |
46.3 |
1.8% |
2,491.3 |
| Close |
2,557.1 |
2,586.8 |
29.7 |
1.2% |
2,586.8 |
| Range |
49.3 |
28.8 |
-20.5 |
-41.6% |
99.3 |
| ATR |
34.1 |
34.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
9,291 |
10,048 |
757 |
8.1% |
34,793 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.1 |
2,655.3 |
2,602.6 |
|
| R3 |
2,637.3 |
2,626.5 |
2,594.7 |
|
| R2 |
2,608.5 |
2,608.5 |
2,592.1 |
|
| R1 |
2,597.7 |
2,597.7 |
2,589.4 |
2,603.1 |
| PP |
2,579.7 |
2,579.7 |
2,579.7 |
2,582.5 |
| S1 |
2,568.9 |
2,568.9 |
2,584.2 |
2,574.3 |
| S2 |
2,550.9 |
2,550.9 |
2,581.5 |
|
| S3 |
2,522.1 |
2,540.1 |
2,578.9 |
|
| S4 |
2,493.3 |
2,511.3 |
2,571.0 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.1 |
2,819.8 |
2,641.4 |
|
| R3 |
2,754.8 |
2,720.5 |
2,614.1 |
|
| R2 |
2,655.5 |
2,655.5 |
2,605.0 |
|
| R1 |
2,621.2 |
2,621.2 |
2,595.9 |
2,638.4 |
| PP |
2,556.2 |
2,556.2 |
2,556.2 |
2,564.8 |
| S1 |
2,521.9 |
2,521.9 |
2,577.7 |
2,539.1 |
| S2 |
2,456.9 |
2,456.9 |
2,568.6 |
|
| S3 |
2,357.6 |
2,422.6 |
2,559.5 |
|
| S4 |
2,258.3 |
2,323.3 |
2,532.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,590.6 |
2,491.3 |
99.3 |
3.8% |
29.3 |
1.1% |
96% |
True |
False |
6,958 |
| 10 |
2,590.6 |
2,479.8 |
110.8 |
4.3% |
31.7 |
1.2% |
97% |
True |
False |
7,046 |
| 20 |
2,590.6 |
2,465.6 |
125.0 |
4.8% |
32.2 |
1.2% |
97% |
True |
False |
7,703 |
| 40 |
2,590.6 |
2,375.1 |
215.5 |
8.3% |
36.6 |
1.4% |
98% |
True |
False |
10,484 |
| 60 |
2,590.6 |
2,327.5 |
263.1 |
10.2% |
35.4 |
1.4% |
99% |
True |
False |
8,946 |
| 80 |
2,590.6 |
2,326.9 |
263.7 |
10.2% |
35.3 |
1.4% |
99% |
True |
False |
7,247 |
| 100 |
2,590.6 |
2,326.9 |
263.7 |
10.2% |
35.2 |
1.4% |
99% |
True |
False |
6,036 |
| 120 |
2,590.6 |
2,225.9 |
364.7 |
14.1% |
36.2 |
1.4% |
99% |
True |
False |
5,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.0 |
|
2.618 |
2,666.0 |
|
1.618 |
2,637.2 |
|
1.000 |
2,619.4 |
|
0.618 |
2,608.4 |
|
HIGH |
2,590.6 |
|
0.618 |
2,579.6 |
|
0.500 |
2,576.2 |
|
0.382 |
2,572.8 |
|
LOW |
2,561.8 |
|
0.618 |
2,544.0 |
|
1.000 |
2,533.0 |
|
1.618 |
2,515.2 |
|
2.618 |
2,486.4 |
|
4.250 |
2,439.4 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.3 |
2,573.9 |
| PP |
2,579.7 |
2,561.0 |
| S1 |
2,576.2 |
2,548.2 |
|