| 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 |
2,156.0 |
2,203.5 |
47.5 |
2.2% |
2,110.5 |
| High |
2,209.4 |
2,226.3 |
16.9 |
0.8% |
2,209.4 |
| Low |
2,153.8 |
2,198.5 |
44.7 |
2.1% |
2,077.7 |
| Close |
2,206.1 |
2,214.0 |
7.9 |
0.4% |
2,206.1 |
| Range |
55.6 |
27.8 |
-27.8 |
-50.0% |
131.7 |
| ATR |
46.9 |
45.5 |
-1.4 |
-2.9% |
0.0 |
| Volume |
142,699 |
327,083 |
184,384 |
129.2% |
187,617 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.3 |
2,283.0 |
2,229.3 |
|
| R3 |
2,268.5 |
2,255.2 |
2,221.6 |
|
| R2 |
2,240.7 |
2,240.7 |
2,219.1 |
|
| R1 |
2,227.4 |
2,227.4 |
2,216.5 |
2,234.1 |
| PP |
2,212.9 |
2,212.9 |
2,212.9 |
2,216.3 |
| S1 |
2,199.6 |
2,199.6 |
2,211.5 |
2,206.3 |
| S2 |
2,185.1 |
2,185.1 |
2,208.9 |
|
| S3 |
2,157.3 |
2,171.8 |
2,206.4 |
|
| S4 |
2,129.5 |
2,144.0 |
2,198.7 |
|
|
| 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 |
2,226.3 |
2,077.7 |
148.6 |
6.7% |
42.4 |
1.9% |
92% |
True |
False |
102,294 |
| 10 |
2,245.6 |
2,077.7 |
167.9 |
7.6% |
45.6 |
2.1% |
81% |
False |
False |
52,169 |
| 20 |
2,270.0 |
2,077.7 |
192.3 |
8.7% |
41.4 |
1.9% |
71% |
False |
False |
26,650 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
51.9 |
2.3% |
61% |
False |
False |
13,639 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
47.0 |
2.1% |
61% |
False |
False |
9,151 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
36.6 |
1.7% |
61% |
False |
False |
6,866 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
29.3 |
1.3% |
61% |
False |
False |
5,493 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
24.4 |
1.1% |
63% |
False |
False |
4,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.5 |
|
2.618 |
2,299.1 |
|
1.618 |
2,271.3 |
|
1.000 |
2,254.1 |
|
0.618 |
2,243.5 |
|
HIGH |
2,226.3 |
|
0.618 |
2,215.7 |
|
0.500 |
2,212.4 |
|
0.382 |
2,209.1 |
|
LOW |
2,198.5 |
|
0.618 |
2,181.3 |
|
1.000 |
2,170.7 |
|
1.618 |
2,153.5 |
|
2.618 |
2,125.7 |
|
4.250 |
2,080.4 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.5 |
2,200.5 |
| PP |
2,212.9 |
2,186.9 |
| S1 |
2,212.4 |
2,173.4 |
|