| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,658.7 |
2,656.8 |
-1.9 |
-0.1% |
2,584.8 |
| High |
2,670.5 |
2,683.9 |
13.4 |
0.5% |
2,626.5 |
| Low |
2,649.8 |
2,653.4 |
3.6 |
0.1% |
2,549.4 |
| Close |
2,660.7 |
2,670.4 |
9.7 |
0.4% |
2,622.4 |
| Range |
20.7 |
30.5 |
9.8 |
47.3% |
77.1 |
| ATR |
33.5 |
33.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
21,760 |
17,216 |
-4,544 |
-20.9% |
40,075 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.7 |
2,746.1 |
2,687.2 |
|
| R3 |
2,730.2 |
2,715.6 |
2,678.8 |
|
| R2 |
2,699.7 |
2,699.7 |
2,676.0 |
|
| R1 |
2,685.1 |
2,685.1 |
2,673.2 |
2,692.4 |
| PP |
2,669.2 |
2,669.2 |
2,669.2 |
2,672.9 |
| S1 |
2,654.6 |
2,654.6 |
2,667.6 |
2,661.9 |
| S2 |
2,638.7 |
2,638.7 |
2,664.8 |
|
| S3 |
2,608.2 |
2,624.1 |
2,662.0 |
|
| S4 |
2,577.7 |
2,593.6 |
2,653.6 |
|
|
| 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 |
2,683.9 |
2,585.4 |
98.5 |
3.7% |
30.8 |
1.2% |
86% |
True |
False |
14,011 |
| 10 |
2,683.9 |
2,549.4 |
134.5 |
5.0% |
32.3 |
1.2% |
90% |
True |
False |
11,088 |
| 20 |
2,683.9 |
2,479.8 |
204.1 |
7.6% |
31.8 |
1.2% |
93% |
True |
False |
9,104 |
| 40 |
2,683.9 |
2,382.8 |
301.1 |
11.3% |
35.4 |
1.3% |
96% |
True |
False |
9,202 |
| 60 |
2,683.9 |
2,360.0 |
323.9 |
12.1% |
36.0 |
1.3% |
96% |
True |
False |
10,193 |
| 80 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
35.0 |
1.3% |
96% |
True |
False |
8,249 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
34.7 |
1.3% |
96% |
True |
False |
6,965 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
36.2 |
1.4% |
96% |
True |
False |
5,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.5 |
|
2.618 |
2,763.7 |
|
1.618 |
2,733.2 |
|
1.000 |
2,714.4 |
|
0.618 |
2,702.7 |
|
HIGH |
2,683.9 |
|
0.618 |
2,672.2 |
|
0.500 |
2,668.7 |
|
0.382 |
2,665.1 |
|
LOW |
2,653.4 |
|
0.618 |
2,634.6 |
|
1.000 |
2,622.9 |
|
1.618 |
2,604.1 |
|
2.618 |
2,573.6 |
|
4.250 |
2,523.8 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,669.8 |
2,664.8 |
| PP |
2,669.2 |
2,659.3 |
| S1 |
2,668.7 |
2,653.7 |
|