| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,585.1 |
2,611.2 |
26.1 |
1.0% |
2,608.0 |
| High |
2,620.5 |
2,651.0 |
30.5 |
1.2% |
2,651.0 |
| Low |
2,575.3 |
2,608.7 |
33.4 |
1.3% |
2,572.5 |
| Close |
2,614.6 |
2,646.2 |
31.6 |
1.2% |
2,646.2 |
| Range |
45.2 |
42.3 |
-2.9 |
-6.4% |
78.5 |
| ATR |
35.1 |
35.6 |
0.5 |
1.5% |
0.0 |
| Volume |
204,475 |
207,209 |
2,734 |
1.3% |
931,913 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.2 |
2,746.5 |
2,669.5 |
|
| R3 |
2,719.9 |
2,704.2 |
2,657.8 |
|
| R2 |
2,677.6 |
2,677.6 |
2,654.0 |
|
| R1 |
2,661.9 |
2,661.9 |
2,650.1 |
2,669.8 |
| PP |
2,635.3 |
2,635.3 |
2,635.3 |
2,639.2 |
| S1 |
2,619.6 |
2,619.6 |
2,642.3 |
2,627.5 |
| S2 |
2,593.0 |
2,593.0 |
2,638.4 |
|
| S3 |
2,550.7 |
2,577.3 |
2,634.6 |
|
| S4 |
2,508.4 |
2,535.0 |
2,622.9 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.7 |
2,831.0 |
2,689.4 |
|
| R3 |
2,780.2 |
2,752.5 |
2,667.8 |
|
| R2 |
2,701.7 |
2,701.7 |
2,660.6 |
|
| R1 |
2,674.0 |
2,674.0 |
2,653.4 |
2,687.9 |
| PP |
2,623.2 |
2,623.2 |
2,623.2 |
2,630.2 |
| S1 |
2,595.5 |
2,595.5 |
2,639.0 |
2,609.4 |
| S2 |
2,544.7 |
2,544.7 |
2,631.8 |
|
| S3 |
2,466.2 |
2,517.0 |
2,624.6 |
|
| S4 |
2,387.7 |
2,438.5 |
2,603.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,651.0 |
2,572.5 |
78.5 |
3.0% |
36.7 |
1.4% |
94% |
True |
False |
186,382 |
| 10 |
2,651.0 |
2,514.2 |
136.8 |
5.2% |
33.3 |
1.3% |
96% |
True |
False |
183,104 |
| 20 |
2,651.0 |
2,502.7 |
148.3 |
5.6% |
32.3 |
1.2% |
97% |
True |
False |
179,620 |
| 40 |
2,651.0 |
2,401.0 |
250.0 |
9.4% |
37.0 |
1.4% |
98% |
True |
False |
182,978 |
| 60 |
2,651.0 |
2,352.4 |
298.6 |
11.3% |
36.3 |
1.4% |
98% |
True |
False |
139,623 |
| 80 |
2,651.0 |
2,349.8 |
301.2 |
11.4% |
35.9 |
1.4% |
98% |
True |
False |
105,751 |
| 100 |
2,651.0 |
2,349.8 |
301.2 |
11.4% |
36.1 |
1.4% |
98% |
True |
False |
85,255 |
| 120 |
2,651.0 |
2,329.2 |
321.8 |
12.2% |
37.2 |
1.4% |
99% |
True |
False |
71,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.8 |
|
2.618 |
2,761.7 |
|
1.618 |
2,719.4 |
|
1.000 |
2,693.3 |
|
0.618 |
2,677.1 |
|
HIGH |
2,651.0 |
|
0.618 |
2,634.8 |
|
0.500 |
2,629.9 |
|
0.382 |
2,624.9 |
|
LOW |
2,608.7 |
|
0.618 |
2,582.6 |
|
1.000 |
2,566.4 |
|
1.618 |
2,540.3 |
|
2.618 |
2,498.0 |
|
4.250 |
2,428.9 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,640.8 |
2,634.7 |
| PP |
2,635.3 |
2,623.2 |
| S1 |
2,629.9 |
2,611.8 |
|