| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,235.4 |
2,277.5 |
42.1 |
1.9% |
2,203.5 |
| High |
2,305.0 |
2,277.9 |
-27.1 |
-1.2% |
2,305.0 |
| Low |
2,234.4 |
2,248.9 |
14.5 |
0.6% |
2,198.5 |
| Close |
2,277.1 |
2,252.6 |
-24.5 |
-1.1% |
2,252.6 |
| Range |
70.6 |
29.0 |
-41.6 |
-58.9% |
106.5 |
| ATR |
49.3 |
47.9 |
-1.5 |
-2.9% |
0.0 |
| Volume |
253,402 |
223,641 |
-29,761 |
-11.7% |
1,420,345 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.8 |
2,328.7 |
2,268.6 |
|
| R3 |
2,317.8 |
2,299.7 |
2,260.6 |
|
| R2 |
2,288.8 |
2,288.8 |
2,257.9 |
|
| R1 |
2,270.7 |
2,270.7 |
2,255.3 |
2,265.3 |
| PP |
2,259.8 |
2,259.8 |
2,259.8 |
2,257.1 |
| S1 |
2,241.7 |
2,241.7 |
2,249.9 |
2,236.3 |
| S2 |
2,230.8 |
2,230.8 |
2,247.3 |
|
| S3 |
2,201.8 |
2,212.7 |
2,244.6 |
|
| S4 |
2,172.8 |
2,183.7 |
2,236.7 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.5 |
2,518.6 |
2,311.2 |
|
| R3 |
2,465.0 |
2,412.1 |
2,281.9 |
|
| R2 |
2,358.5 |
2,358.5 |
2,272.1 |
|
| R1 |
2,305.6 |
2,305.6 |
2,262.4 |
2,332.1 |
| PP |
2,252.0 |
2,252.0 |
2,252.0 |
2,265.3 |
| S1 |
2,199.1 |
2,199.1 |
2,242.8 |
2,225.6 |
| S2 |
2,145.5 |
2,145.5 |
2,233.1 |
|
| S3 |
2,039.0 |
2,092.6 |
2,223.3 |
|
| S4 |
1,932.5 |
1,986.1 |
2,194.0 |
|
|
| 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 |
2,198.5 |
106.5 |
4.7% |
48.9 |
2.2% |
51% |
False |
False |
284,069 |
| 10 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
46.2 |
2.1% |
77% |
False |
False |
160,796 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
45.4 |
2.0% |
77% |
False |
False |
81,198 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
51.4 |
2.3% |
73% |
False |
False |
40,934 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
49.1 |
2.2% |
73% |
False |
False |
27,369 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
39.3 |
1.7% |
73% |
False |
False |
20,532 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
31.4 |
1.4% |
73% |
False |
False |
16,426 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.4% |
26.2 |
1.2% |
74% |
False |
False |
13,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,401.2 |
|
2.618 |
2,353.8 |
|
1.618 |
2,324.8 |
|
1.000 |
2,306.9 |
|
0.618 |
2,295.8 |
|
HIGH |
2,277.9 |
|
0.618 |
2,266.8 |
|
0.500 |
2,263.4 |
|
0.382 |
2,260.0 |
|
LOW |
2,248.9 |
|
0.618 |
2,231.0 |
|
1.000 |
2,219.9 |
|
1.618 |
2,202.0 |
|
2.618 |
2,173.0 |
|
4.250 |
2,125.7 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.4 |
2,262.3 |
| PP |
2,259.8 |
2,259.0 |
| S1 |
2,256.2 |
2,255.8 |
|