| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,256.4 |
2,243.2 |
-13.2 |
-0.6% |
2,203.5 |
| High |
2,268.1 |
2,255.3 |
-12.8 |
-0.6% |
2,305.0 |
| Low |
2,235.4 |
2,229.5 |
-5.9 |
-0.3% |
2,198.5 |
| Close |
2,243.2 |
2,246.5 |
3.3 |
0.1% |
2,252.6 |
| Range |
32.7 |
25.8 |
-6.9 |
-21.1% |
106.5 |
| ATR |
46.8 |
45.3 |
-1.5 |
-3.2% |
0.0 |
| Volume |
125,363 |
137,691 |
12,328 |
9.8% |
1,420,345 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.2 |
2,309.6 |
2,260.7 |
|
| R3 |
2,295.4 |
2,283.8 |
2,253.6 |
|
| R2 |
2,269.6 |
2,269.6 |
2,251.2 |
|
| R1 |
2,258.0 |
2,258.0 |
2,248.9 |
2,263.8 |
| PP |
2,243.8 |
2,243.8 |
2,243.8 |
2,246.7 |
| S1 |
2,232.2 |
2,232.2 |
2,244.1 |
2,238.0 |
| S2 |
2,218.0 |
2,218.0 |
2,241.8 |
|
| S3 |
2,192.2 |
2,206.4 |
2,239.4 |
|
| S4 |
2,166.4 |
2,180.6 |
2,232.3 |
|
|
| 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 |
2,219.5 |
85.5 |
3.8% |
45.2 |
2.0% |
32% |
False |
False |
208,137 |
| 10 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
45.4 |
2.0% |
74% |
False |
False |
186,438 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
43.5 |
1.9% |
74% |
False |
False |
94,279 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
50.5 |
2.2% |
71% |
False |
False |
47,489 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
49.0 |
2.2% |
71% |
False |
False |
31,749 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
40.0 |
1.8% |
71% |
False |
False |
23,820 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
32.0 |
1.4% |
71% |
False |
False |
19,056 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.5% |
26.7 |
1.2% |
72% |
False |
False |
15,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,365.0 |
|
2.618 |
2,322.8 |
|
1.618 |
2,297.0 |
|
1.000 |
2,281.1 |
|
0.618 |
2,271.2 |
|
HIGH |
2,255.3 |
|
0.618 |
2,245.4 |
|
0.500 |
2,242.4 |
|
0.382 |
2,239.4 |
|
LOW |
2,229.5 |
|
0.618 |
2,213.6 |
|
1.000 |
2,203.7 |
|
1.618 |
2,187.8 |
|
2.618 |
2,162.0 |
|
4.250 |
2,119.9 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.1 |
2,253.7 |
| PP |
2,243.8 |
2,251.3 |
| S1 |
2,242.4 |
2,248.9 |
|