| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,277.5 |
2,256.4 |
-21.1 |
-0.9% |
2,203.5 |
| High |
2,277.9 |
2,268.1 |
-9.8 |
-0.4% |
2,305.0 |
| Low |
2,248.9 |
2,235.4 |
-13.5 |
-0.6% |
2,198.5 |
| Close |
2,252.6 |
2,243.2 |
-9.4 |
-0.4% |
2,252.6 |
| Range |
29.0 |
32.7 |
3.7 |
12.8% |
106.5 |
| ATR |
47.9 |
46.8 |
-1.1 |
-2.3% |
0.0 |
| Volume |
223,641 |
125,363 |
-98,278 |
-43.9% |
1,420,345 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.0 |
2,327.8 |
2,261.2 |
|
| R3 |
2,314.3 |
2,295.1 |
2,252.2 |
|
| R2 |
2,281.6 |
2,281.6 |
2,249.2 |
|
| R1 |
2,262.4 |
2,262.4 |
2,246.2 |
2,255.7 |
| PP |
2,248.9 |
2,248.9 |
2,248.9 |
2,245.5 |
| S1 |
2,229.7 |
2,229.7 |
2,240.2 |
2,223.0 |
| S2 |
2,216.2 |
2,216.2 |
2,237.2 |
|
| S3 |
2,183.5 |
2,197.0 |
2,234.2 |
|
| S4 |
2,150.8 |
2,164.3 |
2,225.2 |
|
|
| 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 |
2,207.4 |
97.6 |
4.4% |
49.8 |
2.2% |
37% |
False |
False |
243,725 |
| 10 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
46.1 |
2.1% |
73% |
False |
False |
173,009 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
43.4 |
1.9% |
73% |
False |
False |
87,418 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
51.3 |
2.3% |
70% |
False |
False |
44,059 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
49.1 |
2.2% |
70% |
False |
False |
29,457 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
39.7 |
1.8% |
70% |
False |
False |
22,099 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
31.8 |
1.4% |
70% |
False |
False |
17,679 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.5% |
26.5 |
1.2% |
71% |
False |
False |
14,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,407.1 |
|
2.618 |
2,353.7 |
|
1.618 |
2,321.0 |
|
1.000 |
2,300.8 |
|
0.618 |
2,288.3 |
|
HIGH |
2,268.1 |
|
0.618 |
2,255.6 |
|
0.500 |
2,251.8 |
|
0.382 |
2,247.9 |
|
LOW |
2,235.4 |
|
0.618 |
2,215.2 |
|
1.000 |
2,202.7 |
|
1.618 |
2,182.5 |
|
2.618 |
2,149.8 |
|
4.250 |
2,096.4 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.8 |
2,269.7 |
| PP |
2,248.9 |
2,260.9 |
| S1 |
2,246.1 |
2,252.0 |
|