| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,646.2 |
2,653.3 |
7.1 |
0.3% |
2,608.0 |
| High |
2,659.8 |
2,689.4 |
29.6 |
1.1% |
2,651.0 |
| Low |
2,638.6 |
2,647.1 |
8.5 |
0.3% |
2,572.5 |
| Close |
2,652.5 |
2,677.0 |
24.5 |
0.9% |
2,646.2 |
| Range |
21.2 |
42.3 |
21.1 |
99.5% |
78.5 |
| ATR |
34.6 |
35.1 |
0.6 |
1.6% |
0.0 |
| Volume |
170,494 |
216,553 |
46,059 |
27.0% |
931,913 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.1 |
2,779.8 |
2,700.3 |
|
| R3 |
2,755.8 |
2,737.5 |
2,688.6 |
|
| R2 |
2,713.5 |
2,713.5 |
2,684.8 |
|
| R1 |
2,695.2 |
2,695.2 |
2,680.9 |
2,704.4 |
| PP |
2,671.2 |
2,671.2 |
2,671.2 |
2,675.7 |
| S1 |
2,652.9 |
2,652.9 |
2,673.1 |
2,662.1 |
| S2 |
2,628.9 |
2,628.9 |
2,669.2 |
|
| S3 |
2,586.6 |
2,610.6 |
2,665.4 |
|
| S4 |
2,544.3 |
2,568.3 |
2,653.7 |
|
|
| 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 |
2,689.4 |
2,572.5 |
116.9 |
4.4% |
41.1 |
1.5% |
89% |
True |
False |
206,371 |
| 10 |
2,689.4 |
2,529.0 |
160.4 |
6.0% |
35.5 |
1.3% |
92% |
True |
False |
192,139 |
| 20 |
2,689.4 |
2,502.7 |
186.7 |
7.0% |
32.8 |
1.2% |
93% |
True |
False |
184,368 |
| 40 |
2,689.4 |
2,403.8 |
285.6 |
10.7% |
36.9 |
1.4% |
96% |
True |
False |
186,848 |
| 60 |
2,689.4 |
2,374.0 |
315.4 |
11.8% |
36.4 |
1.4% |
96% |
True |
False |
145,819 |
| 80 |
2,689.4 |
2,349.8 |
339.6 |
12.7% |
35.9 |
1.3% |
96% |
True |
False |
110,486 |
| 100 |
2,689.4 |
2,349.8 |
339.6 |
12.7% |
35.7 |
1.3% |
96% |
True |
False |
89,079 |
| 120 |
2,689.4 |
2,349.3 |
340.1 |
12.7% |
37.1 |
1.4% |
96% |
True |
False |
74,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.2 |
|
2.618 |
2,800.1 |
|
1.618 |
2,757.8 |
|
1.000 |
2,731.7 |
|
0.618 |
2,715.5 |
|
HIGH |
2,689.4 |
|
0.618 |
2,673.2 |
|
0.500 |
2,668.3 |
|
0.382 |
2,663.3 |
|
LOW |
2,647.1 |
|
0.618 |
2,621.0 |
|
1.000 |
2,604.8 |
|
1.618 |
2,578.7 |
|
2.618 |
2,536.4 |
|
4.250 |
2,467.3 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.1 |
2,667.7 |
| PP |
2,671.2 |
2,658.4 |
| S1 |
2,668.3 |
2,649.1 |
|