| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,586.3 |
2,573.4 |
-12.9 |
-0.5% |
2,503.2 |
| High |
2,590.0 |
2,603.7 |
13.7 |
0.5% |
2,590.6 |
| Low |
2,564.1 |
2,549.4 |
-14.7 |
-0.6% |
2,491.3 |
| Close |
2,568.9 |
2,574.9 |
6.0 |
0.2% |
2,586.8 |
| Range |
25.9 |
54.3 |
28.4 |
109.7% |
99.3 |
| ATR |
32.2 |
33.7 |
1.6 |
4.9% |
0.0 |
| Volume |
6,945 |
10,664 |
3,719 |
53.5% |
34,793 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,738.9 |
2,711.2 |
2,604.8 |
|
| R3 |
2,684.6 |
2,656.9 |
2,589.8 |
|
| R2 |
2,630.3 |
2,630.3 |
2,584.9 |
|
| R1 |
2,602.6 |
2,602.6 |
2,579.9 |
2,616.5 |
| PP |
2,576.0 |
2,576.0 |
2,576.0 |
2,582.9 |
| S1 |
2,548.3 |
2,548.3 |
2,569.9 |
2,562.2 |
| S2 |
2,521.7 |
2,521.7 |
2,564.9 |
|
| S3 |
2,467.4 |
2,494.0 |
2,560.0 |
|
| S4 |
2,413.1 |
2,439.7 |
2,545.0 |
|
|
| 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 |
2,603.7 |
2,515.5 |
88.2 |
3.4% |
34.6 |
1.3% |
67% |
True |
False |
8,303 |
| 10 |
2,603.7 |
2,490.7 |
113.0 |
4.4% |
31.7 |
1.2% |
75% |
True |
False |
6,995 |
| 20 |
2,603.7 |
2,479.8 |
123.9 |
4.8% |
31.0 |
1.2% |
77% |
True |
False |
7,279 |
| 40 |
2,603.7 |
2,375.1 |
228.6 |
8.9% |
36.3 |
1.4% |
87% |
True |
False |
10,154 |
| 60 |
2,603.7 |
2,327.5 |
276.2 |
10.7% |
35.1 |
1.4% |
90% |
True |
False |
9,219 |
| 80 |
2,603.7 |
2,326.9 |
276.8 |
10.7% |
34.8 |
1.4% |
90% |
True |
False |
7,431 |
| 100 |
2,603.7 |
2,326.9 |
276.8 |
10.7% |
35.0 |
1.4% |
90% |
True |
False |
6,229 |
| 120 |
2,603.7 |
2,248.8 |
354.9 |
13.8% |
36.5 |
1.4% |
92% |
True |
False |
5,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.5 |
|
2.618 |
2,745.9 |
|
1.618 |
2,691.6 |
|
1.000 |
2,658.0 |
|
0.618 |
2,637.3 |
|
HIGH |
2,603.7 |
|
0.618 |
2,583.0 |
|
0.500 |
2,576.6 |
|
0.382 |
2,570.1 |
|
LOW |
2,549.4 |
|
0.618 |
2,515.8 |
|
1.000 |
2,495.1 |
|
1.618 |
2,461.5 |
|
2.618 |
2,407.2 |
|
4.250 |
2,318.6 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.6 |
2,576.6 |
| PP |
2,576.0 |
2,576.0 |
| S1 |
2,575.5 |
2,575.5 |
|