| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,584.8 |
2,586.3 |
1.5 |
0.1% |
2,503.2 |
| High |
2,593.5 |
2,590.0 |
-3.5 |
-0.1% |
2,590.6 |
| Low |
2,578.8 |
2,564.1 |
-14.7 |
-0.6% |
2,491.3 |
| Close |
2,585.2 |
2,568.9 |
-16.3 |
-0.6% |
2,586.8 |
| Range |
14.7 |
25.9 |
11.2 |
76.2% |
99.3 |
| ATR |
32.6 |
32.2 |
-0.5 |
-1.5% |
0.0 |
| Volume |
4,570 |
6,945 |
2,375 |
52.0% |
34,793 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.0 |
2,636.4 |
2,583.1 |
|
| R3 |
2,626.1 |
2,610.5 |
2,576.0 |
|
| R2 |
2,600.2 |
2,600.2 |
2,573.6 |
|
| R1 |
2,584.6 |
2,584.6 |
2,571.3 |
2,579.5 |
| PP |
2,574.3 |
2,574.3 |
2,574.3 |
2,571.8 |
| S1 |
2,558.7 |
2,558.7 |
2,566.5 |
2,553.6 |
| S2 |
2,548.4 |
2,548.4 |
2,564.2 |
|
| S3 |
2,522.5 |
2,532.8 |
2,561.8 |
|
| S4 |
2,496.6 |
2,506.9 |
2,554.7 |
|
|
| 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 |
2,505.7 |
87.8 |
3.4% |
29.5 |
1.1% |
72% |
False |
False |
7,153 |
| 10 |
2,593.5 |
2,479.8 |
113.7 |
4.4% |
29.1 |
1.1% |
78% |
False |
False |
6,522 |
| 20 |
2,593.5 |
2,479.8 |
113.7 |
4.4% |
30.0 |
1.2% |
78% |
False |
False |
7,276 |
| 40 |
2,593.5 |
2,375.1 |
218.4 |
8.5% |
35.6 |
1.4% |
89% |
False |
False |
10,190 |
| 60 |
2,593.5 |
2,327.5 |
266.0 |
10.4% |
34.5 |
1.3% |
91% |
False |
False |
9,059 |
| 80 |
2,593.5 |
2,326.9 |
266.6 |
10.4% |
34.9 |
1.4% |
91% |
False |
False |
7,331 |
| 100 |
2,593.5 |
2,326.9 |
266.6 |
10.4% |
34.9 |
1.4% |
91% |
False |
False |
6,128 |
| 120 |
2,593.5 |
2,234.0 |
359.5 |
14.0% |
36.2 |
1.4% |
93% |
False |
False |
5,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,700.1 |
|
2.618 |
2,657.8 |
|
1.618 |
2,631.9 |
|
1.000 |
2,615.9 |
|
0.618 |
2,606.0 |
|
HIGH |
2,590.0 |
|
0.618 |
2,580.1 |
|
0.500 |
2,577.1 |
|
0.382 |
2,574.0 |
|
LOW |
2,564.1 |
|
0.618 |
2,548.1 |
|
1.000 |
2,538.2 |
|
1.618 |
2,522.2 |
|
2.618 |
2,496.3 |
|
4.250 |
2,454.0 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,577.1 |
2,577.7 |
| PP |
2,574.3 |
2,574.7 |
| S1 |
2,571.6 |
2,571.8 |
|