| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,127.4 |
2,156.0 |
28.6 |
1.3% |
2,110.5 |
| High |
2,164.8 |
2,209.4 |
44.6 |
2.1% |
2,209.4 |
| Low |
2,120.5 |
2,153.8 |
33.3 |
1.6% |
2,077.7 |
| Close |
2,153.1 |
2,206.1 |
53.0 |
2.5% |
2,206.1 |
| Range |
44.3 |
55.6 |
11.3 |
25.5% |
131.7 |
| ATR |
46.2 |
46.9 |
0.7 |
1.6% |
0.0 |
| Volume |
29,787 |
142,699 |
112,912 |
379.1% |
187,617 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.6 |
2,336.9 |
2,236.7 |
|
| R3 |
2,301.0 |
2,281.3 |
2,221.4 |
|
| R2 |
2,245.4 |
2,245.4 |
2,216.3 |
|
| R1 |
2,225.7 |
2,225.7 |
2,211.2 |
2,235.6 |
| PP |
2,189.8 |
2,189.8 |
2,189.8 |
2,194.7 |
| S1 |
2,170.1 |
2,170.1 |
2,201.0 |
2,180.0 |
| S2 |
2,134.2 |
2,134.2 |
2,195.9 |
|
| S3 |
2,078.6 |
2,114.5 |
2,190.8 |
|
| S4 |
2,023.0 |
2,058.9 |
2,175.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.5 |
2,514.5 |
2,278.5 |
|
| R3 |
2,427.8 |
2,382.8 |
2,242.3 |
|
| R2 |
2,296.1 |
2,296.1 |
2,230.2 |
|
| R1 |
2,251.1 |
2,251.1 |
2,218.2 |
2,273.6 |
| PP |
2,164.4 |
2,164.4 |
2,164.4 |
2,175.7 |
| S1 |
2,119.4 |
2,119.4 |
2,194.0 |
2,141.9 |
| S2 |
2,032.7 |
2,032.7 |
2,182.0 |
|
| S3 |
1,901.0 |
1,987.7 |
2,169.9 |
|
| S4 |
1,769.3 |
1,856.0 |
2,133.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,209.4 |
2,077.7 |
131.7 |
6.0% |
43.5 |
2.0% |
97% |
True |
False |
37,523 |
| 10 |
2,249.0 |
2,077.7 |
171.3 |
7.8% |
46.1 |
2.1% |
75% |
False |
False |
19,640 |
| 20 |
2,270.0 |
2,077.7 |
192.3 |
8.7% |
41.5 |
1.9% |
67% |
False |
False |
10,312 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
52.0 |
2.4% |
59% |
False |
False |
5,466 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
46.9 |
2.1% |
59% |
False |
False |
3,703 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
36.2 |
1.6% |
59% |
False |
False |
2,778 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
29.0 |
1.3% |
59% |
False |
False |
2,222 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
24.2 |
1.1% |
60% |
False |
False |
1,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.7 |
|
2.618 |
2,355.0 |
|
1.618 |
2,299.4 |
|
1.000 |
2,265.0 |
|
0.618 |
2,243.8 |
|
HIGH |
2,209.4 |
|
0.618 |
2,188.2 |
|
0.500 |
2,181.6 |
|
0.382 |
2,175.0 |
|
LOW |
2,153.8 |
|
0.618 |
2,119.4 |
|
1.000 |
2,098.2 |
|
1.618 |
2,063.8 |
|
2.618 |
2,008.2 |
|
4.250 |
1,917.5 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.9 |
2,185.3 |
| PP |
2,189.8 |
2,164.4 |
| S1 |
2,181.6 |
2,143.6 |
|