| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
8,355.0 |
8,376.5 |
21.5 |
0.3% |
8,236.0 |
| High |
8,378.5 |
8,415.0 |
36.5 |
0.4% |
8,371.0 |
| Low |
8,311.0 |
8,335.0 |
24.0 |
0.3% |
8,236.0 |
| Close |
8,337.5 |
8,378.5 |
41.0 |
0.5% |
8,334.5 |
| Range |
67.5 |
80.0 |
12.5 |
18.5% |
135.0 |
| ATR |
74.3 |
74.7 |
0.4 |
0.5% |
0.0 |
| Volume |
241,715 |
252,558 |
10,843 |
4.5% |
107,139 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,616.0 |
8,577.5 |
8,422.5 |
|
| R3 |
8,536.0 |
8,497.5 |
8,400.5 |
|
| R2 |
8,456.0 |
8,456.0 |
8,393.0 |
|
| R1 |
8,417.5 |
8,417.5 |
8,386.0 |
8,437.0 |
| PP |
8,376.0 |
8,376.0 |
8,376.0 |
8,386.0 |
| S1 |
8,337.5 |
8,337.5 |
8,371.0 |
8,357.0 |
| S2 |
8,296.0 |
8,296.0 |
8,364.0 |
|
| S3 |
8,216.0 |
8,257.5 |
8,356.5 |
|
| S4 |
8,136.0 |
8,177.5 |
8,334.5 |
|
|
| 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 |
8,415.0 |
8,239.0 |
176.0 |
2.1% |
76.0 |
0.9% |
79% |
True |
False |
119,663 |
| 10 |
8,415.0 |
8,236.0 |
179.0 |
2.1% |
80.5 |
1.0% |
80% |
True |
False |
61,154 |
| 20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
52.0 |
0.6% |
54% |
False |
False |
30,594 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
60.0 |
0.7% |
78% |
False |
False |
15,307 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
53.0 |
0.6% |
78% |
False |
False |
10,207 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
42.5 |
0.5% |
78% |
False |
False |
7,657 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
34.0 |
0.4% |
71% |
False |
False |
6,126 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
28.5 |
0.3% |
73% |
False |
False |
5,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,755.0 |
|
2.618 |
8,624.5 |
|
1.618 |
8,544.5 |
|
1.000 |
8,495.0 |
|
0.618 |
8,464.5 |
|
HIGH |
8,415.0 |
|
0.618 |
8,384.5 |
|
0.500 |
8,375.0 |
|
0.382 |
8,365.5 |
|
LOW |
8,335.0 |
|
0.618 |
8,285.5 |
|
1.000 |
8,255.0 |
|
1.618 |
8,205.5 |
|
2.618 |
8,125.5 |
|
4.250 |
7,995.0 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,377.5 |
8,370.5 |
| PP |
8,376.0 |
8,362.5 |
| S1 |
8,375.0 |
8,354.5 |
|