| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,243.2 |
2,246.4 |
3.2 |
0.1% |
2,203.5 |
| High |
2,255.3 |
2,251.1 |
-4.2 |
-0.2% |
2,305.0 |
| Low |
2,229.5 |
2,216.7 |
-12.8 |
-0.6% |
2,198.5 |
| Close |
2,246.5 |
2,218.5 |
-28.0 |
-1.2% |
2,252.6 |
| Range |
25.8 |
34.4 |
8.6 |
33.3% |
106.5 |
| ATR |
45.3 |
44.5 |
-0.8 |
-1.7% |
0.0 |
| Volume |
137,691 |
131,425 |
-6,266 |
-4.6% |
1,420,345 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.0 |
2,309.6 |
2,237.4 |
|
| R3 |
2,297.6 |
2,275.2 |
2,228.0 |
|
| R2 |
2,263.2 |
2,263.2 |
2,224.8 |
|
| R1 |
2,240.8 |
2,240.8 |
2,221.7 |
2,234.8 |
| PP |
2,228.8 |
2,228.8 |
2,228.8 |
2,225.8 |
| S1 |
2,206.4 |
2,206.4 |
2,215.3 |
2,200.4 |
| S2 |
2,194.4 |
2,194.4 |
2,212.2 |
|
| S3 |
2,160.0 |
2,172.0 |
2,209.0 |
|
| S4 |
2,125.6 |
2,137.6 |
2,199.6 |
|
|
| 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 |
2,216.7 |
88.3 |
4.0% |
38.5 |
1.7% |
2% |
False |
True |
174,304 |
| 10 |
2,305.0 |
2,120.5 |
184.5 |
8.3% |
43.7 |
2.0% |
53% |
False |
False |
198,731 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.2% |
43.6 |
2.0% |
62% |
False |
False |
100,813 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
50.4 |
2.3% |
62% |
False |
False |
50,764 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
49.0 |
2.2% |
62% |
False |
False |
33,937 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
40.4 |
1.8% |
62% |
False |
False |
25,463 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
32.4 |
1.5% |
62% |
False |
False |
20,370 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
27.0 |
1.2% |
64% |
False |
False |
16,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.3 |
|
2.618 |
2,341.2 |
|
1.618 |
2,306.8 |
|
1.000 |
2,285.5 |
|
0.618 |
2,272.4 |
|
HIGH |
2,251.1 |
|
0.618 |
2,238.0 |
|
0.500 |
2,233.9 |
|
0.382 |
2,229.8 |
|
LOW |
2,216.7 |
|
0.618 |
2,195.4 |
|
1.000 |
2,182.3 |
|
1.618 |
2,161.0 |
|
2.618 |
2,126.6 |
|
4.250 |
2,070.5 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,233.9 |
2,242.4 |
| PP |
2,228.8 |
2,234.4 |
| S1 |
2,223.6 |
2,226.5 |
|