| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,628.6 |
2,658.7 |
30.1 |
1.1% |
2,584.8 |
| High |
2,665.1 |
2,670.5 |
5.4 |
0.2% |
2,626.5 |
| Low |
2,623.5 |
2,649.8 |
26.3 |
1.0% |
2,549.4 |
| Close |
2,653.0 |
2,660.7 |
7.7 |
0.3% |
2,622.4 |
| Range |
41.6 |
20.7 |
-20.9 |
-50.2% |
77.1 |
| ATR |
34.5 |
33.5 |
-1.0 |
-2.9% |
0.0 |
| Volume |
13,085 |
21,760 |
8,675 |
66.3% |
40,075 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.4 |
2,712.3 |
2,672.1 |
|
| R3 |
2,701.7 |
2,691.6 |
2,666.4 |
|
| R2 |
2,681.0 |
2,681.0 |
2,664.5 |
|
| R1 |
2,670.9 |
2,670.9 |
2,662.6 |
2,676.0 |
| PP |
2,660.3 |
2,660.3 |
2,660.3 |
2,662.9 |
| S1 |
2,650.2 |
2,650.2 |
2,658.8 |
2,655.3 |
| S2 |
2,639.6 |
2,639.6 |
2,656.9 |
|
| S3 |
2,618.9 |
2,629.5 |
2,655.0 |
|
| S4 |
2,598.2 |
2,608.8 |
2,649.3 |
|
|
| 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 |
2,670.5 |
2,552.1 |
118.4 |
4.4% |
33.7 |
1.3% |
92% |
True |
False |
12,287 |
| 10 |
2,670.5 |
2,515.5 |
155.0 |
5.8% |
34.2 |
1.3% |
94% |
True |
False |
10,295 |
| 20 |
2,670.5 |
2,479.8 |
190.7 |
7.2% |
32.1 |
1.2% |
95% |
True |
False |
8,668 |
| 40 |
2,670.5 |
2,382.8 |
287.7 |
10.8% |
35.8 |
1.3% |
97% |
True |
False |
9,083 |
| 60 |
2,670.5 |
2,350.8 |
319.7 |
12.0% |
35.8 |
1.3% |
97% |
True |
False |
10,002 |
| 80 |
2,670.5 |
2,326.9 |
343.6 |
12.9% |
35.2 |
1.3% |
97% |
True |
False |
8,055 |
| 100 |
2,670.5 |
2,326.9 |
343.6 |
12.9% |
34.9 |
1.3% |
97% |
True |
False |
6,803 |
| 120 |
2,670.5 |
2,326.9 |
343.6 |
12.9% |
36.4 |
1.4% |
97% |
True |
False |
5,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,758.5 |
|
2.618 |
2,724.7 |
|
1.618 |
2,704.0 |
|
1.000 |
2,691.2 |
|
0.618 |
2,683.3 |
|
HIGH |
2,670.5 |
|
0.618 |
2,662.6 |
|
0.500 |
2,660.2 |
|
0.382 |
2,657.7 |
|
LOW |
2,649.8 |
|
0.618 |
2,637.0 |
|
1.000 |
2,629.1 |
|
1.618 |
2,616.3 |
|
2.618 |
2,595.6 |
|
4.250 |
2,561.8 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.5 |
2,654.8 |
| PP |
2,660.3 |
2,648.9 |
| S1 |
2,660.2 |
2,643.0 |
|