| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
8,358.5 |
8,352.0 |
-6.5 |
-0.1% |
8,236.0 |
| High |
8,366.5 |
8,430.0 |
63.5 |
0.8% |
8,371.0 |
| Low |
8,298.0 |
8,339.5 |
41.5 |
0.5% |
8,236.0 |
| Close |
8,312.5 |
8,390.5 |
78.0 |
0.9% |
8,334.5 |
| Range |
68.5 |
90.5 |
22.0 |
32.1% |
135.0 |
| ATR |
75.1 |
78.2 |
3.0 |
4.0% |
0.0 |
| Volume |
113,801 |
98,906 |
-14,895 |
-13.1% |
107,139 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,658.0 |
8,615.0 |
8,440.5 |
|
| R3 |
8,567.5 |
8,524.5 |
8,415.5 |
|
| R2 |
8,477.0 |
8,477.0 |
8,407.0 |
|
| R1 |
8,434.0 |
8,434.0 |
8,399.0 |
8,455.5 |
| PP |
8,386.5 |
8,386.5 |
8,386.5 |
8,397.5 |
| S1 |
8,343.5 |
8,343.5 |
8,382.0 |
8,365.0 |
| S2 |
8,296.0 |
8,296.0 |
8,374.0 |
|
| S3 |
8,205.5 |
8,253.0 |
8,365.5 |
|
| S4 |
8,115.0 |
8,162.5 |
8,340.5 |
|
|
| 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 |
8,430.0 |
8,294.0 |
136.0 |
1.6% |
73.0 |
0.9% |
71% |
True |
False |
155,495 |
| 10 |
8,430.0 |
8,236.0 |
194.0 |
2.3% |
84.0 |
1.0% |
80% |
True |
False |
82,373 |
| 20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
58.5 |
0.7% |
59% |
False |
False |
41,229 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.4% |
61.0 |
0.7% |
80% |
False |
False |
20,624 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.4% |
54.0 |
0.6% |
80% |
False |
False |
13,752 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.4% |
44.5 |
0.5% |
80% |
False |
False |
10,316 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
35.5 |
0.4% |
73% |
False |
False |
8,253 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
29.5 |
0.4% |
75% |
False |
False |
6,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,814.5 |
|
2.618 |
8,667.0 |
|
1.618 |
8,576.5 |
|
1.000 |
8,520.5 |
|
0.618 |
8,486.0 |
|
HIGH |
8,430.0 |
|
0.618 |
8,395.5 |
|
0.500 |
8,385.0 |
|
0.382 |
8,374.0 |
|
LOW |
8,339.5 |
|
0.618 |
8,283.5 |
|
1.000 |
8,249.0 |
|
1.618 |
8,193.0 |
|
2.618 |
8,102.5 |
|
4.250 |
7,955.0 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,388.5 |
8,381.5 |
| PP |
8,386.5 |
8,373.0 |
| S1 |
8,385.0 |
8,364.0 |
|