| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,611.2 |
2,646.2 |
35.0 |
1.3% |
2,608.0 |
| High |
2,651.0 |
2,659.8 |
8.8 |
0.3% |
2,651.0 |
| Low |
2,608.7 |
2,638.6 |
29.9 |
1.1% |
2,572.5 |
| Close |
2,646.2 |
2,652.5 |
6.3 |
0.2% |
2,646.2 |
| Range |
42.3 |
21.2 |
-21.1 |
-49.9% |
78.5 |
| ATR |
35.6 |
34.6 |
-1.0 |
-2.9% |
0.0 |
| Volume |
207,209 |
170,494 |
-36,715 |
-17.7% |
931,913 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.9 |
2,704.4 |
2,664.2 |
|
| R3 |
2,692.7 |
2,683.2 |
2,658.3 |
|
| R2 |
2,671.5 |
2,671.5 |
2,656.4 |
|
| R1 |
2,662.0 |
2,662.0 |
2,654.4 |
2,666.8 |
| PP |
2,650.3 |
2,650.3 |
2,650.3 |
2,652.7 |
| S1 |
2,640.8 |
2,640.8 |
2,650.6 |
2,645.6 |
| S2 |
2,629.1 |
2,629.1 |
2,648.6 |
|
| S3 |
2,607.9 |
2,619.6 |
2,646.7 |
|
| S4 |
2,586.7 |
2,598.4 |
2,640.8 |
|
|
| 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 |
2,659.8 |
2,572.5 |
87.3 |
3.3% |
38.0 |
1.4% |
92% |
True |
False |
194,966 |
| 10 |
2,659.8 |
2,528.9 |
130.9 |
4.9% |
33.2 |
1.3% |
94% |
True |
False |
186,095 |
| 20 |
2,659.8 |
2,502.7 |
157.1 |
5.9% |
31.6 |
1.2% |
95% |
True |
False |
179,914 |
| 40 |
2,659.8 |
2,403.8 |
256.0 |
9.7% |
36.7 |
1.4% |
97% |
True |
False |
185,161 |
| 60 |
2,659.8 |
2,374.0 |
285.8 |
10.8% |
36.1 |
1.4% |
97% |
True |
False |
142,315 |
| 80 |
2,659.8 |
2,349.8 |
310.0 |
11.7% |
35.8 |
1.3% |
98% |
True |
False |
107,844 |
| 100 |
2,659.8 |
2,349.8 |
310.0 |
11.7% |
35.8 |
1.3% |
98% |
True |
False |
86,936 |
| 120 |
2,659.8 |
2,347.9 |
311.9 |
11.8% |
37.0 |
1.4% |
98% |
True |
False |
72,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,749.9 |
|
2.618 |
2,715.3 |
|
1.618 |
2,694.1 |
|
1.000 |
2,681.0 |
|
0.618 |
2,672.9 |
|
HIGH |
2,659.8 |
|
0.618 |
2,651.7 |
|
0.500 |
2,649.2 |
|
0.382 |
2,646.7 |
|
LOW |
2,638.6 |
|
0.618 |
2,625.5 |
|
1.000 |
2,617.4 |
|
1.618 |
2,604.3 |
|
2.618 |
2,583.1 |
|
4.250 |
2,548.5 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.4 |
2,640.9 |
| PP |
2,650.3 |
2,629.2 |
| S1 |
2,649.2 |
2,617.6 |
|