| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,221.5 |
2,231.0 |
9.5 |
0.4% |
2,256.4 |
| High |
2,253.6 |
2,268.1 |
14.5 |
0.6% |
2,268.1 |
| Low |
2,219.2 |
2,222.6 |
3.4 |
0.2% |
2,216.7 |
| Close |
2,230.9 |
2,244.3 |
13.4 |
0.6% |
2,244.3 |
| Range |
34.4 |
45.5 |
11.1 |
32.3% |
51.4 |
| ATR |
43.8 |
44.0 |
0.1 |
0.3% |
0.0 |
| Volume |
145,288 |
167,053 |
21,765 |
15.0% |
706,820 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.5 |
2,358.4 |
2,269.3 |
|
| R3 |
2,336.0 |
2,312.9 |
2,256.8 |
|
| R2 |
2,290.5 |
2,290.5 |
2,252.6 |
|
| R1 |
2,267.4 |
2,267.4 |
2,248.5 |
2,279.0 |
| PP |
2,245.0 |
2,245.0 |
2,245.0 |
2,250.8 |
| S1 |
2,221.9 |
2,221.9 |
2,240.1 |
2,233.5 |
| S2 |
2,199.5 |
2,199.5 |
2,236.0 |
|
| S3 |
2,154.0 |
2,176.4 |
2,231.8 |
|
| S4 |
2,108.5 |
2,130.9 |
2,219.3 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.2 |
2,372.2 |
2,272.6 |
|
| R3 |
2,345.8 |
2,320.8 |
2,258.4 |
|
| R2 |
2,294.4 |
2,294.4 |
2,253.7 |
|
| R1 |
2,269.4 |
2,269.4 |
2,249.0 |
2,256.2 |
| PP |
2,243.0 |
2,243.0 |
2,243.0 |
2,236.5 |
| S1 |
2,218.0 |
2,218.0 |
2,239.6 |
2,204.8 |
| S2 |
2,191.6 |
2,191.6 |
2,234.9 |
|
| S3 |
2,140.2 |
2,166.6 |
2,230.2 |
|
| S4 |
2,088.8 |
2,115.2 |
2,216.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.1 |
2,216.7 |
51.4 |
2.3% |
34.6 |
1.5% |
54% |
True |
False |
141,364 |
| 10 |
2,305.0 |
2,198.5 |
106.5 |
4.7% |
41.7 |
1.9% |
43% |
False |
False |
212,716 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
43.9 |
2.0% |
73% |
False |
False |
116,178 |
| 40 |
2,305.0 |
2,010.8 |
294.2 |
13.1% |
48.2 |
2.1% |
79% |
False |
False |
58,526 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
49.7 |
2.2% |
70% |
False |
False |
39,141 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
41.4 |
1.8% |
70% |
False |
False |
29,367 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
33.2 |
1.5% |
70% |
False |
False |
23,494 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.5% |
27.6 |
1.2% |
71% |
False |
False |
19,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.5 |
|
2.618 |
2,387.2 |
|
1.618 |
2,341.7 |
|
1.000 |
2,313.6 |
|
0.618 |
2,296.2 |
|
HIGH |
2,268.1 |
|
0.618 |
2,250.7 |
|
0.500 |
2,245.4 |
|
0.382 |
2,240.0 |
|
LOW |
2,222.6 |
|
0.618 |
2,194.5 |
|
1.000 |
2,177.1 |
|
1.618 |
2,149.0 |
|
2.618 |
2,103.5 |
|
4.250 |
2,029.2 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.4 |
2,243.7 |
| PP |
2,245.0 |
2,243.0 |
| S1 |
2,244.7 |
2,242.4 |
|