| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,565.1 |
2,584.8 |
19.7 |
0.8% |
2,503.2 |
| High |
2,590.6 |
2,593.5 |
2.9 |
0.1% |
2,590.6 |
| Low |
2,561.8 |
2,578.8 |
17.0 |
0.7% |
2,491.3 |
| Close |
2,586.8 |
2,585.2 |
-1.6 |
-0.1% |
2,586.8 |
| Range |
28.8 |
14.7 |
-14.1 |
-49.0% |
99.3 |
| ATR |
34.0 |
32.6 |
-1.4 |
-4.1% |
0.0 |
| Volume |
10,048 |
4,570 |
-5,478 |
-54.5% |
34,793 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.9 |
2,622.3 |
2,593.3 |
|
| R3 |
2,615.2 |
2,607.6 |
2,589.2 |
|
| R2 |
2,600.5 |
2,600.5 |
2,587.9 |
|
| R1 |
2,592.9 |
2,592.9 |
2,586.5 |
2,596.7 |
| PP |
2,585.8 |
2,585.8 |
2,585.8 |
2,587.8 |
| S1 |
2,578.2 |
2,578.2 |
2,583.9 |
2,582.0 |
| S2 |
2,571.1 |
2,571.1 |
2,582.5 |
|
| S3 |
2,556.4 |
2,563.5 |
2,581.2 |
|
| S4 |
2,541.7 |
2,548.8 |
2,577.1 |
|
|
| 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 |
2,593.5 |
2,505.6 |
87.9 |
3.4% |
28.0 |
1.1% |
91% |
True |
False |
6,944 |
| 10 |
2,593.5 |
2,479.8 |
113.7 |
4.4% |
29.9 |
1.2% |
93% |
True |
False |
6,855 |
| 20 |
2,593.5 |
2,479.8 |
113.7 |
4.4% |
30.0 |
1.2% |
93% |
True |
False |
7,331 |
| 40 |
2,593.5 |
2,375.1 |
218.4 |
8.4% |
35.7 |
1.4% |
96% |
True |
False |
10,237 |
| 60 |
2,593.5 |
2,327.5 |
266.0 |
10.3% |
34.9 |
1.4% |
97% |
True |
False |
8,980 |
| 80 |
2,593.5 |
2,326.9 |
266.6 |
10.3% |
35.2 |
1.4% |
97% |
True |
False |
7,255 |
| 100 |
2,593.5 |
2,326.9 |
266.6 |
10.3% |
34.9 |
1.3% |
97% |
True |
False |
6,062 |
| 120 |
2,593.5 |
2,230.0 |
363.5 |
14.1% |
36.2 |
1.4% |
98% |
True |
False |
5,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.0 |
|
2.618 |
2,632.0 |
|
1.618 |
2,617.3 |
|
1.000 |
2,608.2 |
|
0.618 |
2,602.6 |
|
HIGH |
2,593.5 |
|
0.618 |
2,587.9 |
|
0.500 |
2,586.2 |
|
0.382 |
2,584.4 |
|
LOW |
2,578.8 |
|
0.618 |
2,569.7 |
|
1.000 |
2,564.1 |
|
1.618 |
2,555.0 |
|
2.618 |
2,540.3 |
|
4.250 |
2,516.3 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,586.2 |
2,575.0 |
| PP |
2,585.8 |
2,564.7 |
| S1 |
2,585.5 |
2,554.5 |
|