| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,596.0 |
2,585.1 |
-10.9 |
-0.4% |
2,526.5 |
| High |
2,627.2 |
2,620.5 |
-6.7 |
-0.3% |
2,614.6 |
| Low |
2,572.5 |
2,575.3 |
2.8 |
0.1% |
2,514.2 |
| Close |
2,598.6 |
2,614.6 |
16.0 |
0.6% |
2,610.7 |
| Range |
54.7 |
45.2 |
-9.5 |
-17.4% |
100.4 |
| ATR |
34.3 |
35.1 |
0.8 |
2.3% |
0.0 |
| Volume |
233,128 |
204,475 |
-28,653 |
-12.3% |
899,129 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.1 |
2,722.0 |
2,639.5 |
|
| R3 |
2,693.9 |
2,676.8 |
2,627.0 |
|
| R2 |
2,648.7 |
2,648.7 |
2,622.9 |
|
| R1 |
2,631.6 |
2,631.6 |
2,618.7 |
2,640.2 |
| PP |
2,603.5 |
2,603.5 |
2,603.5 |
2,607.7 |
| S1 |
2,586.4 |
2,586.4 |
2,610.5 |
2,595.0 |
| S2 |
2,558.3 |
2,558.3 |
2,606.3 |
|
| S3 |
2,513.1 |
2,541.2 |
2,602.2 |
|
| S4 |
2,467.9 |
2,496.0 |
2,589.7 |
|
|
| 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 |
2,627.2 |
2,572.5 |
54.7 |
2.1% |
34.2 |
1.3% |
77% |
False |
False |
179,875 |
| 10 |
2,627.2 |
2,513.9 |
113.3 |
4.3% |
33.6 |
1.3% |
89% |
False |
False |
185,195 |
| 20 |
2,627.2 |
2,502.7 |
124.5 |
4.8% |
32.4 |
1.2% |
90% |
False |
False |
178,128 |
| 40 |
2,627.2 |
2,398.2 |
229.0 |
8.8% |
37.2 |
1.4% |
94% |
False |
False |
180,235 |
| 60 |
2,627.2 |
2,350.5 |
276.7 |
10.6% |
36.1 |
1.4% |
95% |
False |
False |
136,279 |
| 80 |
2,627.2 |
2,349.8 |
277.4 |
10.6% |
35.7 |
1.4% |
95% |
False |
False |
103,214 |
| 100 |
2,627.2 |
2,349.8 |
277.4 |
10.6% |
35.9 |
1.4% |
95% |
False |
False |
83,193 |
| 120 |
2,627.2 |
2,310.5 |
316.7 |
12.1% |
37.1 |
1.4% |
96% |
False |
False |
69,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.6 |
|
2.618 |
2,738.8 |
|
1.618 |
2,693.6 |
|
1.000 |
2,665.7 |
|
0.618 |
2,648.4 |
|
HIGH |
2,620.5 |
|
0.618 |
2,603.2 |
|
0.500 |
2,597.9 |
|
0.382 |
2,592.6 |
|
LOW |
2,575.3 |
|
0.618 |
2,547.4 |
|
1.000 |
2,530.1 |
|
1.618 |
2,502.2 |
|
2.618 |
2,457.0 |
|
4.250 |
2,383.2 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,609.0 |
2,609.7 |
| PP |
2,603.5 |
2,604.8 |
| S1 |
2,597.9 |
2,599.9 |
|