| 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 |
2,231.6 |
2,235.4 |
3.8 |
0.2% |
2,110.5 |
| High |
2,287.4 |
2,305.0 |
17.6 |
0.8% |
2,209.4 |
| Low |
2,219.5 |
2,234.4 |
14.9 |
0.7% |
2,077.7 |
| Close |
2,229.9 |
2,277.1 |
47.2 |
2.1% |
2,206.1 |
| Range |
67.9 |
70.6 |
2.7 |
4.0% |
131.7 |
| ATR |
47.3 |
49.3 |
2.0 |
4.2% |
0.0 |
| Volume |
300,591 |
253,402 |
-47,189 |
-15.7% |
187,617 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.0 |
2,451.1 |
2,315.9 |
|
| R3 |
2,413.4 |
2,380.5 |
2,296.5 |
|
| R2 |
2,342.8 |
2,342.8 |
2,290.0 |
|
| R1 |
2,309.9 |
2,309.9 |
2,283.6 |
2,326.4 |
| PP |
2,272.2 |
2,272.2 |
2,272.2 |
2,280.4 |
| S1 |
2,239.3 |
2,239.3 |
2,270.6 |
2,255.8 |
| S2 |
2,201.6 |
2,201.6 |
2,264.2 |
|
| S3 |
2,131.0 |
2,168.7 |
2,257.7 |
|
| S4 |
2,060.4 |
2,098.1 |
2,238.3 |
|
|
| 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 |
2,305.0 |
2,153.8 |
151.2 |
6.6% |
54.2 |
2.4% |
82% |
True |
False |
267,880 |
| 10 |
2,305.0 |
2,077.7 |
227.3 |
10.0% |
49.9 |
2.2% |
88% |
True |
False |
138,864 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.0% |
45.5 |
2.0% |
88% |
True |
False |
70,037 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
52.5 |
2.3% |
80% |
False |
False |
35,350 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
49.0 |
2.2% |
80% |
False |
False |
23,643 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
38.9 |
1.7% |
80% |
False |
False |
17,737 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
31.1 |
1.4% |
80% |
False |
False |
14,189 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.3% |
26.0 |
1.1% |
81% |
False |
False |
11,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.1 |
|
2.618 |
2,489.8 |
|
1.618 |
2,419.2 |
|
1.000 |
2,375.6 |
|
0.618 |
2,348.6 |
|
HIGH |
2,305.0 |
|
0.618 |
2,278.0 |
|
0.500 |
2,269.7 |
|
0.382 |
2,261.4 |
|
LOW |
2,234.4 |
|
0.618 |
2,190.8 |
|
1.000 |
2,163.8 |
|
1.618 |
2,120.2 |
|
2.618 |
2,049.6 |
|
4.250 |
1,934.4 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.6 |
2,270.1 |
| PP |
2,272.2 |
2,263.2 |
| S1 |
2,269.7 |
2,256.2 |
|