| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,211.7 |
2,231.6 |
19.9 |
0.9% |
2,110.5 |
| High |
2,256.4 |
2,287.4 |
31.0 |
1.4% |
2,209.4 |
| Low |
2,207.4 |
2,219.5 |
12.1 |
0.5% |
2,077.7 |
| Close |
2,230.7 |
2,229.9 |
-0.8 |
0.0% |
2,206.1 |
| Range |
49.0 |
67.9 |
18.9 |
38.6% |
131.7 |
| ATR |
45.8 |
47.3 |
1.6 |
3.5% |
0.0 |
| Volume |
315,628 |
300,591 |
-15,037 |
-4.8% |
187,617 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.3 |
2,407.5 |
2,267.2 |
|
| R3 |
2,381.4 |
2,339.6 |
2,248.6 |
|
| R2 |
2,313.5 |
2,313.5 |
2,242.3 |
|
| R1 |
2,271.7 |
2,271.7 |
2,236.1 |
2,258.7 |
| PP |
2,245.6 |
2,245.6 |
2,245.6 |
2,239.1 |
| S1 |
2,203.8 |
2,203.8 |
2,223.7 |
2,190.8 |
| S2 |
2,177.7 |
2,177.7 |
2,217.5 |
|
| S3 |
2,109.8 |
2,135.9 |
2,211.2 |
|
| S4 |
2,041.9 |
2,068.0 |
2,192.6 |
|
|
| 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 |
2,287.4 |
2,120.5 |
166.9 |
7.5% |
48.9 |
2.2% |
66% |
True |
False |
223,157 |
| 10 |
2,287.4 |
2,077.7 |
209.7 |
9.4% |
46.1 |
2.1% |
73% |
True |
False |
113,637 |
| 20 |
2,287.4 |
2,077.7 |
209.7 |
9.4% |
43.5 |
1.9% |
73% |
True |
False |
57,390 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
52.3 |
2.3% |
66% |
False |
False |
29,022 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
48.1 |
2.2% |
66% |
False |
False |
19,420 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
38.0 |
1.7% |
66% |
False |
False |
14,569 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
30.4 |
1.4% |
66% |
False |
False |
11,655 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
25.4 |
1.1% |
67% |
False |
False |
9,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.0 |
|
2.618 |
2,465.2 |
|
1.618 |
2,397.3 |
|
1.000 |
2,355.3 |
|
0.618 |
2,329.4 |
|
HIGH |
2,287.4 |
|
0.618 |
2,261.5 |
|
0.500 |
2,253.5 |
|
0.382 |
2,245.4 |
|
LOW |
2,219.5 |
|
0.618 |
2,177.5 |
|
1.000 |
2,151.6 |
|
1.618 |
2,109.6 |
|
2.618 |
2,041.7 |
|
4.250 |
1,930.9 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.5 |
2,243.0 |
| PP |
2,245.6 |
2,238.6 |
| S1 |
2,237.8 |
2,234.3 |
|