| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,653.3 |
2,682.8 |
29.5 |
1.1% |
2,608.0 |
| High |
2,689.4 |
2,694.9 |
5.5 |
0.2% |
2,651.0 |
| Low |
2,647.1 |
2,673.4 |
26.3 |
1.0% |
2,572.5 |
| Close |
2,677.0 |
2,684.7 |
7.7 |
0.3% |
2,646.2 |
| Range |
42.3 |
21.5 |
-20.8 |
-49.2% |
78.5 |
| ATR |
35.1 |
34.1 |
-1.0 |
-2.8% |
0.0 |
| Volume |
216,553 |
189,943 |
-26,610 |
-12.3% |
931,913 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.8 |
2,738.3 |
2,696.5 |
|
| R3 |
2,727.3 |
2,716.8 |
2,690.6 |
|
| R2 |
2,705.8 |
2,705.8 |
2,688.6 |
|
| R1 |
2,695.3 |
2,695.3 |
2,686.7 |
2,700.6 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,687.0 |
| S1 |
2,673.8 |
2,673.8 |
2,682.7 |
2,679.1 |
| S2 |
2,662.8 |
2,662.8 |
2,680.8 |
|
| S3 |
2,641.3 |
2,652.3 |
2,678.8 |
|
| S4 |
2,619.8 |
2,630.8 |
2,672.9 |
|
|
| 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 |
2,694.9 |
2,575.3 |
119.6 |
4.5% |
34.5 |
1.3% |
91% |
True |
False |
197,734 |
| 10 |
2,694.9 |
2,538.7 |
156.2 |
5.8% |
34.8 |
1.3% |
93% |
True |
False |
191,725 |
| 20 |
2,694.9 |
2,502.7 |
192.2 |
7.2% |
32.7 |
1.2% |
95% |
True |
False |
186,554 |
| 40 |
2,694.9 |
2,403.8 |
291.1 |
10.8% |
36.5 |
1.4% |
96% |
True |
False |
187,272 |
| 60 |
2,694.9 |
2,374.0 |
320.9 |
12.0% |
36.5 |
1.4% |
97% |
True |
False |
148,812 |
| 80 |
2,694.9 |
2,349.8 |
345.1 |
12.9% |
35.7 |
1.3% |
97% |
True |
False |
112,828 |
| 100 |
2,694.9 |
2,349.8 |
345.1 |
12.9% |
35.5 |
1.3% |
97% |
True |
False |
90,954 |
| 120 |
2,694.9 |
2,349.3 |
345.6 |
12.9% |
37.1 |
1.4% |
97% |
True |
False |
76,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.3 |
|
2.618 |
2,751.2 |
|
1.618 |
2,729.7 |
|
1.000 |
2,716.4 |
|
0.618 |
2,708.2 |
|
HIGH |
2,694.9 |
|
0.618 |
2,686.7 |
|
0.500 |
2,684.2 |
|
0.382 |
2,681.6 |
|
LOW |
2,673.4 |
|
0.618 |
2,660.1 |
|
1.000 |
2,651.9 |
|
1.618 |
2,638.6 |
|
2.618 |
2,617.1 |
|
4.250 |
2,582.0 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.5 |
2,678.7 |
| PP |
2,684.3 |
2,672.7 |
| S1 |
2,684.2 |
2,666.8 |
|