| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,562.0 |
2,608.7 |
46.7 |
1.8% |
2,547.2 |
| High |
2,610.4 |
2,636.4 |
26.0 |
1.0% |
2,636.4 |
| Low |
2,561.0 |
2,607.4 |
46.4 |
1.8% |
2,537.4 |
| Close |
2,602.9 |
2,632.9 |
30.0 |
1.2% |
2,632.9 |
| Range |
49.4 |
29.0 |
-20.4 |
-41.3% |
99.0 |
| ATR |
33.3 |
33.3 |
0.0 |
0.0% |
0.0 |
| Volume |
4,865 |
9,367 |
4,502 |
92.5% |
24,381 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.6 |
2,701.7 |
2,648.9 |
|
| R3 |
2,683.6 |
2,672.7 |
2,640.9 |
|
| R2 |
2,654.6 |
2,654.6 |
2,638.2 |
|
| R1 |
2,643.7 |
2,643.7 |
2,635.6 |
2,649.2 |
| PP |
2,625.6 |
2,625.6 |
2,625.6 |
2,628.3 |
| S1 |
2,614.7 |
2,614.7 |
2,630.2 |
2,620.2 |
| S2 |
2,596.6 |
2,596.6 |
2,627.6 |
|
| S3 |
2,567.6 |
2,585.7 |
2,624.9 |
|
| S4 |
2,538.6 |
2,556.7 |
2,617.0 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.2 |
2,865.1 |
2,687.4 |
|
| R3 |
2,800.2 |
2,766.1 |
2,660.1 |
|
| R2 |
2,701.2 |
2,701.2 |
2,651.1 |
|
| R1 |
2,667.1 |
2,667.1 |
2,642.0 |
2,684.2 |
| PP |
2,602.2 |
2,602.2 |
2,602.2 |
2,610.8 |
| S1 |
2,568.1 |
2,568.1 |
2,623.8 |
2,585.2 |
| S2 |
2,503.2 |
2,503.2 |
2,614.8 |
|
| S3 |
2,404.2 |
2,469.1 |
2,605.7 |
|
| S4 |
2,305.2 |
2,370.1 |
2,578.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,636.4 |
2,537.4 |
99.0 |
3.8% |
28.9 |
1.1% |
96% |
True |
False |
4,876 |
| 10 |
2,636.4 |
2,525.4 |
111.0 |
4.2% |
31.3 |
1.2% |
97% |
True |
False |
4,276 |
| 20 |
2,636.4 |
2,511.0 |
125.4 |
4.8% |
31.5 |
1.2% |
97% |
True |
False |
2,946 |
| 40 |
2,636.4 |
2,421.2 |
215.2 |
8.2% |
34.9 |
1.3% |
98% |
True |
False |
2,627 |
| 60 |
2,636.4 |
2,372.6 |
263.8 |
10.0% |
33.7 |
1.3% |
99% |
True |
False |
2,354 |
| 80 |
2,636.4 |
2,372.6 |
263.8 |
10.0% |
33.7 |
1.3% |
99% |
True |
False |
1,902 |
| 100 |
2,636.4 |
2,372.6 |
263.8 |
10.0% |
32.9 |
1.2% |
99% |
True |
False |
1,618 |
| 120 |
2,636.4 |
2,267.8 |
368.6 |
14.0% |
33.7 |
1.3% |
99% |
True |
False |
1,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,759.7 |
|
2.618 |
2,712.3 |
|
1.618 |
2,683.3 |
|
1.000 |
2,665.4 |
|
0.618 |
2,654.3 |
|
HIGH |
2,636.4 |
|
0.618 |
2,625.3 |
|
0.500 |
2,621.9 |
|
0.382 |
2,618.5 |
|
LOW |
2,607.4 |
|
0.618 |
2,589.5 |
|
1.000 |
2,578.4 |
|
1.618 |
2,560.5 |
|
2.618 |
2,531.5 |
|
4.250 |
2,484.2 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,629.2 |
2,619.8 |
| PP |
2,625.6 |
2,606.7 |
| S1 |
2,621.9 |
2,593.6 |
|