| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,246.4 |
2,221.5 |
-24.9 |
-1.1% |
2,203.5 |
| High |
2,251.1 |
2,253.6 |
2.5 |
0.1% |
2,305.0 |
| Low |
2,216.7 |
2,219.2 |
2.5 |
0.1% |
2,198.5 |
| Close |
2,218.5 |
2,230.9 |
12.4 |
0.6% |
2,252.6 |
| Range |
34.4 |
34.4 |
0.0 |
0.0% |
106.5 |
| ATR |
44.5 |
43.8 |
-0.7 |
-1.5% |
0.0 |
| Volume |
131,425 |
145,288 |
13,863 |
10.5% |
1,420,345 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.8 |
2,318.7 |
2,249.8 |
|
| R3 |
2,303.4 |
2,284.3 |
2,240.4 |
|
| R2 |
2,269.0 |
2,269.0 |
2,237.2 |
|
| R1 |
2,249.9 |
2,249.9 |
2,234.1 |
2,259.5 |
| PP |
2,234.6 |
2,234.6 |
2,234.6 |
2,239.3 |
| S1 |
2,215.5 |
2,215.5 |
2,227.7 |
2,225.1 |
| S2 |
2,200.2 |
2,200.2 |
2,224.6 |
|
| S3 |
2,165.8 |
2,181.1 |
2,221.4 |
|
| S4 |
2,131.4 |
2,146.7 |
2,212.0 |
|
|
| 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 |
2,277.9 |
2,216.7 |
61.2 |
2.7% |
31.3 |
1.4% |
23% |
False |
False |
152,681 |
| 10 |
2,305.0 |
2,153.8 |
151.2 |
6.8% |
42.7 |
1.9% |
51% |
False |
False |
210,281 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.2% |
43.9 |
2.0% |
67% |
False |
False |
107,986 |
| 40 |
2,306.2 |
2,010.8 |
295.4 |
13.2% |
49.6 |
2.2% |
75% |
False |
False |
54,379 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
49.2 |
2.2% |
66% |
False |
False |
36,358 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
40.9 |
1.8% |
66% |
False |
False |
27,279 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
32.7 |
1.5% |
66% |
False |
False |
21,823 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
27.3 |
1.2% |
68% |
False |
False |
18,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.8 |
|
2.618 |
2,343.7 |
|
1.618 |
2,309.3 |
|
1.000 |
2,288.0 |
|
0.618 |
2,274.9 |
|
HIGH |
2,253.6 |
|
0.618 |
2,240.5 |
|
0.500 |
2,236.4 |
|
0.382 |
2,232.3 |
|
LOW |
2,219.2 |
|
0.618 |
2,197.9 |
|
1.000 |
2,184.8 |
|
1.618 |
2,163.5 |
|
2.618 |
2,129.1 |
|
4.250 |
2,073.0 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.4 |
2,236.0 |
| PP |
2,234.6 |
2,234.3 |
| S1 |
2,232.7 |
2,232.6 |
|