| 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 |
2,561.6 |
2,588.1 |
26.5 |
1.0% |
2,584.8 |
| High |
2,597.0 |
2,626.5 |
29.5 |
1.1% |
2,626.5 |
| Low |
2,552.1 |
2,585.4 |
33.3 |
1.3% |
2,549.4 |
| Close |
2,590.9 |
2,622.4 |
31.5 |
1.2% |
2,622.4 |
| Range |
44.9 |
41.1 |
-3.8 |
-8.5% |
77.1 |
| ATR |
34.5 |
35.0 |
0.5 |
1.4% |
0.0 |
| Volume |
8,600 |
9,296 |
696 |
8.1% |
40,075 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.7 |
2,719.7 |
2,645.0 |
|
| R3 |
2,693.6 |
2,678.6 |
2,633.7 |
|
| R2 |
2,652.5 |
2,652.5 |
2,629.9 |
|
| R1 |
2,637.5 |
2,637.5 |
2,626.2 |
2,645.0 |
| PP |
2,611.4 |
2,611.4 |
2,611.4 |
2,615.2 |
| S1 |
2,596.4 |
2,596.4 |
2,618.6 |
2,603.9 |
| S2 |
2,570.3 |
2,570.3 |
2,614.9 |
|
| S3 |
2,529.2 |
2,555.3 |
2,611.1 |
|
| S4 |
2,488.1 |
2,514.2 |
2,599.8 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.7 |
2,803.7 |
2,664.8 |
|
| R3 |
2,753.6 |
2,726.6 |
2,643.6 |
|
| R2 |
2,676.5 |
2,676.5 |
2,636.5 |
|
| R1 |
2,649.5 |
2,649.5 |
2,629.5 |
2,663.0 |
| PP |
2,599.4 |
2,599.4 |
2,599.4 |
2,606.2 |
| S1 |
2,572.4 |
2,572.4 |
2,615.3 |
2,585.9 |
| S2 |
2,522.3 |
2,522.3 |
2,608.3 |
|
| S3 |
2,445.2 |
2,495.3 |
2,601.2 |
|
| S4 |
2,368.1 |
2,418.2 |
2,580.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,626.5 |
2,549.4 |
77.1 |
2.9% |
36.2 |
1.4% |
95% |
True |
False |
8,015 |
| 10 |
2,626.5 |
2,491.3 |
135.2 |
5.2% |
32.8 |
1.2% |
97% |
True |
False |
7,486 |
| 20 |
2,626.5 |
2,479.8 |
146.7 |
5.6% |
31.6 |
1.2% |
97% |
True |
False |
7,503 |
| 40 |
2,626.5 |
2,378.0 |
248.5 |
9.5% |
36.4 |
1.4% |
98% |
True |
False |
9,557 |
| 60 |
2,626.5 |
2,330.0 |
296.5 |
11.3% |
35.7 |
1.4% |
99% |
True |
False |
9,424 |
| 80 |
2,626.5 |
2,326.9 |
299.6 |
11.4% |
35.3 |
1.3% |
99% |
True |
False |
7,598 |
| 100 |
2,626.5 |
2,326.9 |
299.6 |
11.4% |
35.4 |
1.3% |
99% |
True |
False |
6,396 |
| 120 |
2,626.5 |
2,309.4 |
317.1 |
12.1% |
36.5 |
1.4% |
99% |
True |
False |
5,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.2 |
|
2.618 |
2,734.1 |
|
1.618 |
2,693.0 |
|
1.000 |
2,667.6 |
|
0.618 |
2,651.9 |
|
HIGH |
2,626.5 |
|
0.618 |
2,610.8 |
|
0.500 |
2,606.0 |
|
0.382 |
2,601.1 |
|
LOW |
2,585.4 |
|
0.618 |
2,560.0 |
|
1.000 |
2,544.3 |
|
1.618 |
2,518.9 |
|
2.618 |
2,477.8 |
|
4.250 |
2,410.7 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,616.9 |
2,610.9 |
| PP |
2,611.4 |
2,599.4 |
| S1 |
2,606.0 |
2,588.0 |
|