| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,622.5 |
2,628.6 |
6.1 |
0.2% |
2,584.8 |
| High |
2,635.7 |
2,665.1 |
29.4 |
1.1% |
2,626.5 |
| Low |
2,615.4 |
2,623.5 |
8.1 |
0.3% |
2,549.4 |
| Close |
2,628.6 |
2,653.0 |
24.4 |
0.9% |
2,622.4 |
| Range |
20.3 |
41.6 |
21.3 |
104.9% |
77.1 |
| ATR |
34.0 |
34.5 |
0.5 |
1.6% |
0.0 |
| Volume |
8,698 |
13,085 |
4,387 |
50.4% |
40,075 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.0 |
2,754.1 |
2,675.9 |
|
| R3 |
2,730.4 |
2,712.5 |
2,664.4 |
|
| R2 |
2,688.8 |
2,688.8 |
2,660.6 |
|
| R1 |
2,670.9 |
2,670.9 |
2,656.8 |
2,679.9 |
| PP |
2,647.2 |
2,647.2 |
2,647.2 |
2,651.7 |
| S1 |
2,629.3 |
2,629.3 |
2,649.2 |
2,638.3 |
| S2 |
2,605.6 |
2,605.6 |
2,645.4 |
|
| S3 |
2,564.0 |
2,587.7 |
2,641.6 |
|
| S4 |
2,522.4 |
2,546.1 |
2,630.1 |
|
|
| 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 |
2,665.1 |
2,549.4 |
115.7 |
4.4% |
40.4 |
1.5% |
90% |
True |
False |
10,068 |
| 10 |
2,665.1 |
2,505.7 |
159.4 |
6.0% |
35.0 |
1.3% |
92% |
True |
False |
8,610 |
| 20 |
2,665.1 |
2,479.8 |
185.3 |
7.0% |
32.1 |
1.2% |
93% |
True |
False |
7,943 |
| 40 |
2,665.1 |
2,382.8 |
282.3 |
10.6% |
36.2 |
1.4% |
96% |
True |
False |
9,093 |
| 60 |
2,665.1 |
2,350.8 |
314.3 |
11.8% |
35.8 |
1.3% |
96% |
True |
False |
9,678 |
| 80 |
2,665.1 |
2,326.9 |
338.2 |
12.7% |
35.4 |
1.3% |
96% |
True |
False |
7,812 |
| 100 |
2,665.1 |
2,326.9 |
338.2 |
12.7% |
35.1 |
1.3% |
96% |
True |
False |
6,592 |
| 120 |
2,665.1 |
2,326.9 |
338.2 |
12.7% |
36.5 |
1.4% |
96% |
True |
False |
5,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.9 |
|
2.618 |
2,774.0 |
|
1.618 |
2,732.4 |
|
1.000 |
2,706.7 |
|
0.618 |
2,690.8 |
|
HIGH |
2,665.1 |
|
0.618 |
2,649.2 |
|
0.500 |
2,644.3 |
|
0.382 |
2,639.4 |
|
LOW |
2,623.5 |
|
0.618 |
2,597.8 |
|
1.000 |
2,581.9 |
|
1.618 |
2,556.2 |
|
2.618 |
2,514.6 |
|
4.250 |
2,446.7 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,650.1 |
2,643.8 |
| PP |
2,647.2 |
2,634.5 |
| S1 |
2,644.3 |
2,625.3 |
|