| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,540.6 |
2,587.5 |
46.9 |
1.8% |
2,526.5 |
| High |
2,588.5 |
2,614.6 |
26.1 |
1.0% |
2,614.6 |
| Low |
2,538.7 |
2,585.0 |
46.3 |
1.8% |
2,514.2 |
| Close |
2,580.6 |
2,610.7 |
30.1 |
1.2% |
2,610.7 |
| Range |
49.8 |
29.6 |
-20.2 |
-40.6% |
100.4 |
| ATR |
34.7 |
34.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
233,679 |
174,674 |
-59,005 |
-25.3% |
899,129 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.2 |
2,681.1 |
2,627.0 |
|
| R3 |
2,662.6 |
2,651.5 |
2,618.8 |
|
| R2 |
2,633.0 |
2,633.0 |
2,616.1 |
|
| R1 |
2,621.9 |
2,621.9 |
2,613.4 |
2,627.5 |
| PP |
2,603.4 |
2,603.4 |
2,603.4 |
2,606.2 |
| S1 |
2,592.3 |
2,592.3 |
2,608.0 |
2,597.9 |
| S2 |
2,573.8 |
2,573.8 |
2,605.3 |
|
| S3 |
2,544.2 |
2,562.7 |
2,602.6 |
|
| S4 |
2,514.6 |
2,533.1 |
2,594.4 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,881.0 |
2,846.3 |
2,665.9 |
|
| R3 |
2,780.6 |
2,745.9 |
2,638.3 |
|
| R2 |
2,680.2 |
2,680.2 |
2,629.1 |
|
| R1 |
2,645.5 |
2,645.5 |
2,619.9 |
2,662.9 |
| PP |
2,579.8 |
2,579.8 |
2,579.8 |
2,588.5 |
| S1 |
2,545.1 |
2,545.1 |
2,601.5 |
2,562.5 |
| S2 |
2,479.4 |
2,479.4 |
2,592.3 |
|
| S3 |
2,379.0 |
2,444.7 |
2,583.1 |
|
| S4 |
2,278.6 |
2,344.3 |
2,555.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,614.6 |
2,514.2 |
100.4 |
3.8% |
29.9 |
1.1% |
96% |
True |
False |
179,825 |
| 10 |
2,614.6 |
2,502.7 |
111.9 |
4.3% |
32.3 |
1.2% |
97% |
True |
False |
189,709 |
| 20 |
2,614.6 |
2,488.2 |
126.4 |
4.8% |
32.9 |
1.3% |
97% |
True |
False |
177,894 |
| 40 |
2,614.6 |
2,398.2 |
216.4 |
8.3% |
37.3 |
1.4% |
98% |
True |
False |
168,993 |
| 60 |
2,614.6 |
2,350.5 |
264.1 |
10.1% |
35.9 |
1.4% |
99% |
True |
False |
124,538 |
| 80 |
2,614.6 |
2,349.8 |
264.8 |
10.1% |
35.9 |
1.4% |
99% |
True |
False |
94,363 |
| 100 |
2,614.6 |
2,349.8 |
264.8 |
10.1% |
35.8 |
1.4% |
99% |
True |
False |
76,019 |
| 120 |
2,614.6 |
2,244.8 |
369.8 |
14.2% |
36.9 |
1.4% |
99% |
True |
False |
63,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.4 |
|
2.618 |
2,692.1 |
|
1.618 |
2,662.5 |
|
1.000 |
2,644.2 |
|
0.618 |
2,632.9 |
|
HIGH |
2,614.6 |
|
0.618 |
2,603.3 |
|
0.500 |
2,599.8 |
|
0.382 |
2,596.3 |
|
LOW |
2,585.0 |
|
0.618 |
2,566.7 |
|
1.000 |
2,555.4 |
|
1.618 |
2,537.1 |
|
2.618 |
2,507.5 |
|
4.250 |
2,459.2 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.1 |
2,597.7 |
| PP |
2,603.4 |
2,584.8 |
| S1 |
2,599.8 |
2,571.8 |
|