| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,608.0 |
2,609.8 |
1.8 |
0.1% |
2,526.5 |
| High |
2,617.4 |
2,613.7 |
-3.7 |
-0.1% |
2,614.6 |
| Low |
2,602.5 |
2,587.3 |
-15.2 |
-0.6% |
2,514.2 |
| Close |
2,608.9 |
2,592.4 |
-16.5 |
-0.6% |
2,610.7 |
| Range |
14.9 |
26.4 |
11.5 |
77.2% |
100.4 |
| ATR |
33.2 |
32.7 |
-0.5 |
-1.5% |
0.0 |
| Volume |
127,576 |
159,525 |
31,949 |
25.0% |
899,129 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.0 |
2,661.1 |
2,606.9 |
|
| R3 |
2,650.6 |
2,634.7 |
2,599.7 |
|
| R2 |
2,624.2 |
2,624.2 |
2,597.2 |
|
| R1 |
2,608.3 |
2,608.3 |
2,594.8 |
2,603.1 |
| PP |
2,597.8 |
2,597.8 |
2,597.8 |
2,595.2 |
| S1 |
2,581.9 |
2,581.9 |
2,590.0 |
2,576.7 |
| S2 |
2,571.4 |
2,571.4 |
2,587.6 |
|
| S3 |
2,545.0 |
2,555.5 |
2,585.1 |
|
| S4 |
2,518.6 |
2,529.1 |
2,577.9 |
|
|
| 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 |
2,529.0 |
88.4 |
3.4% |
29.9 |
1.2% |
72% |
False |
False |
177,907 |
| 10 |
2,617.4 |
2,502.7 |
114.7 |
4.4% |
29.6 |
1.1% |
78% |
False |
False |
173,501 |
| 20 |
2,617.4 |
2,502.7 |
114.7 |
4.4% |
30.7 |
1.2% |
78% |
False |
False |
173,253 |
| 40 |
2,617.4 |
2,398.2 |
219.2 |
8.5% |
36.3 |
1.4% |
89% |
False |
False |
173,401 |
| 60 |
2,617.4 |
2,350.5 |
266.9 |
10.3% |
35.1 |
1.4% |
91% |
False |
False |
129,163 |
| 80 |
2,617.4 |
2,349.8 |
267.6 |
10.3% |
35.4 |
1.4% |
91% |
False |
False |
97,867 |
| 100 |
2,617.4 |
2,349.8 |
267.6 |
10.3% |
35.5 |
1.4% |
91% |
False |
False |
78,852 |
| 120 |
2,617.4 |
2,252.5 |
364.9 |
14.1% |
36.9 |
1.4% |
93% |
False |
False |
66,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.9 |
|
2.618 |
2,682.8 |
|
1.618 |
2,656.4 |
|
1.000 |
2,640.1 |
|
0.618 |
2,630.0 |
|
HIGH |
2,613.7 |
|
0.618 |
2,603.6 |
|
0.500 |
2,600.5 |
|
0.382 |
2,597.4 |
|
LOW |
2,587.3 |
|
0.618 |
2,571.0 |
|
1.000 |
2,560.9 |
|
1.618 |
2,544.6 |
|
2.618 |
2,518.2 |
|
4.250 |
2,475.1 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,600.5 |
2,601.2 |
| PP |
2,597.8 |
2,598.3 |
| S1 |
2,595.1 |
2,595.3 |
|