| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,587.5 |
2,608.0 |
20.5 |
0.8% |
2,526.5 |
| High |
2,614.6 |
2,617.4 |
2.8 |
0.1% |
2,614.6 |
| Low |
2,585.0 |
2,602.5 |
17.5 |
0.7% |
2,514.2 |
| Close |
2,610.7 |
2,608.9 |
-1.8 |
-0.1% |
2,610.7 |
| Range |
29.6 |
14.9 |
-14.7 |
-49.7% |
100.4 |
| ATR |
34.6 |
33.2 |
-1.4 |
-4.1% |
0.0 |
| Volume |
174,674 |
127,576 |
-47,098 |
-27.0% |
899,129 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.3 |
2,646.5 |
2,617.1 |
|
| R3 |
2,639.4 |
2,631.6 |
2,613.0 |
|
| R2 |
2,624.5 |
2,624.5 |
2,611.6 |
|
| R1 |
2,616.7 |
2,616.7 |
2,610.3 |
2,620.6 |
| PP |
2,609.6 |
2,609.6 |
2,609.6 |
2,611.6 |
| S1 |
2,601.8 |
2,601.8 |
2,607.5 |
2,605.7 |
| S2 |
2,594.7 |
2,594.7 |
2,606.2 |
|
| S3 |
2,579.8 |
2,586.9 |
2,604.8 |
|
| S4 |
2,564.9 |
2,572.0 |
2,600.7 |
|
|
| 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 |
2,617.4 |
2,528.9 |
88.5 |
3.4% |
28.4 |
1.1% |
90% |
True |
False |
177,224 |
| 10 |
2,617.4 |
2,502.7 |
114.7 |
4.4% |
30.4 |
1.2% |
93% |
True |
False |
184,902 |
| 20 |
2,617.4 |
2,502.7 |
114.7 |
4.4% |
30.7 |
1.2% |
93% |
True |
False |
173,076 |
| 40 |
2,617.4 |
2,398.2 |
219.2 |
8.4% |
36.3 |
1.4% |
96% |
True |
False |
170,875 |
| 60 |
2,617.4 |
2,350.5 |
266.9 |
10.2% |
35.5 |
1.4% |
97% |
True |
False |
126,574 |
| 80 |
2,617.4 |
2,349.8 |
267.6 |
10.3% |
35.7 |
1.4% |
97% |
True |
False |
95,914 |
| 100 |
2,617.4 |
2,349.8 |
267.6 |
10.3% |
35.5 |
1.4% |
97% |
True |
False |
77,266 |
| 120 |
2,617.4 |
2,248.9 |
368.5 |
14.1% |
36.9 |
1.4% |
98% |
True |
False |
64,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.7 |
|
2.618 |
2,656.4 |
|
1.618 |
2,641.5 |
|
1.000 |
2,632.3 |
|
0.618 |
2,626.6 |
|
HIGH |
2,617.4 |
|
0.618 |
2,611.7 |
|
0.500 |
2,610.0 |
|
0.382 |
2,608.2 |
|
LOW |
2,602.5 |
|
0.618 |
2,593.3 |
|
1.000 |
2,587.6 |
|
1.618 |
2,578.4 |
|
2.618 |
2,563.5 |
|
4.250 |
2,539.2 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.0 |
2,598.6 |
| PP |
2,609.6 |
2,588.3 |
| S1 |
2,609.3 |
2,578.1 |
|