| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
8,309.5 |
8,355.0 |
45.5 |
0.5% |
8,236.0 |
| High |
8,352.0 |
8,378.5 |
26.5 |
0.3% |
8,371.0 |
| Low |
8,294.0 |
8,311.0 |
17.0 |
0.2% |
8,236.0 |
| Close |
8,334.5 |
8,337.5 |
3.0 |
0.0% |
8,334.5 |
| Range |
58.0 |
67.5 |
9.5 |
16.4% |
135.0 |
| ATR |
74.9 |
74.3 |
-0.5 |
-0.7% |
0.0 |
| Volume |
70,497 |
241,715 |
171,218 |
242.9% |
107,139 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,545.0 |
8,508.5 |
8,374.5 |
|
| R3 |
8,477.5 |
8,441.0 |
8,356.0 |
|
| R2 |
8,410.0 |
8,410.0 |
8,350.0 |
|
| R1 |
8,373.5 |
8,373.5 |
8,343.5 |
8,358.0 |
| PP |
8,342.5 |
8,342.5 |
8,342.5 |
8,334.5 |
| S1 |
8,306.0 |
8,306.0 |
8,331.5 |
8,290.5 |
| S2 |
8,275.0 |
8,275.0 |
8,325.0 |
|
| S3 |
8,207.5 |
8,238.5 |
8,319.0 |
|
| S4 |
8,140.0 |
8,171.0 |
8,300.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,719.0 |
8,661.5 |
8,409.0 |
|
| R3 |
8,584.0 |
8,526.5 |
8,371.5 |
|
| R2 |
8,449.0 |
8,449.0 |
8,359.0 |
|
| R1 |
8,391.5 |
8,391.5 |
8,347.0 |
8,420.0 |
| PP |
8,314.0 |
8,314.0 |
8,314.0 |
8,328.0 |
| S1 |
8,256.5 |
8,256.5 |
8,322.0 |
8,285.0 |
| S2 |
8,179.0 |
8,179.0 |
8,310.0 |
|
| S3 |
8,044.0 |
8,121.5 |
8,297.5 |
|
| S4 |
7,909.0 |
7,986.5 |
8,260.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,378.5 |
8,239.0 |
139.5 |
1.7% |
76.0 |
0.9% |
71% |
True |
False |
69,702 |
| 10 |
8,400.5 |
8,236.0 |
164.5 |
2.0% |
79.0 |
0.9% |
62% |
False |
False |
35,916 |
| 20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
48.5 |
0.6% |
39% |
False |
False |
17,966 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
58.5 |
0.7% |
70% |
False |
False |
8,993 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
52.0 |
0.6% |
70% |
False |
False |
5,998 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
41.5 |
0.5% |
70% |
False |
False |
4,500 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
33.0 |
0.4% |
64% |
False |
False |
3,600 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
27.5 |
0.3% |
67% |
False |
False |
3,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,665.5 |
|
2.618 |
8,555.0 |
|
1.618 |
8,487.5 |
|
1.000 |
8,446.0 |
|
0.618 |
8,420.0 |
|
HIGH |
8,378.5 |
|
0.618 |
8,352.5 |
|
0.500 |
8,345.0 |
|
0.382 |
8,337.0 |
|
LOW |
8,311.0 |
|
0.618 |
8,269.5 |
|
1.000 |
8,243.5 |
|
1.618 |
8,202.0 |
|
2.618 |
8,134.5 |
|
4.250 |
8,024.0 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,345.0 |
8,335.5 |
| PP |
8,342.5 |
8,333.5 |
| S1 |
8,340.0 |
8,331.5 |
|