| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,629.0 |
2,631.8 |
2.8 |
0.1% |
2,547.2 |
| High |
2,639.2 |
2,635.5 |
-3.7 |
-0.1% |
2,636.4 |
| Low |
2,625.6 |
2,609.2 |
-16.4 |
-0.6% |
2,537.4 |
| Close |
2,630.8 |
2,614.2 |
-16.6 |
-0.6% |
2,632.9 |
| Range |
13.6 |
26.3 |
12.7 |
93.4% |
99.0 |
| ATR |
31.9 |
31.5 |
-0.4 |
-1.3% |
0.0 |
| Volume |
3,480 |
3,171 |
-309 |
-8.9% |
24,381 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.5 |
2,682.7 |
2,628.7 |
|
| R3 |
2,672.2 |
2,656.4 |
2,621.4 |
|
| R2 |
2,645.9 |
2,645.9 |
2,619.0 |
|
| R1 |
2,630.1 |
2,630.1 |
2,616.6 |
2,624.9 |
| PP |
2,619.6 |
2,619.6 |
2,619.6 |
2,617.0 |
| S1 |
2,603.8 |
2,603.8 |
2,611.8 |
2,598.6 |
| S2 |
2,593.3 |
2,593.3 |
2,609.4 |
|
| S3 |
2,567.0 |
2,577.5 |
2,607.0 |
|
| S4 |
2,540.7 |
2,551.2 |
2,599.7 |
|
|
| 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 |
2,639.2 |
2,550.8 |
88.4 |
3.4% |
29.3 |
1.1% |
72% |
False |
False |
5,053 |
| 10 |
2,639.2 |
2,525.4 |
113.8 |
4.4% |
28.6 |
1.1% |
78% |
False |
False |
4,047 |
| 20 |
2,639.2 |
2,525.4 |
113.8 |
4.4% |
29.4 |
1.1% |
78% |
False |
False |
3,077 |
| 40 |
2,639.2 |
2,421.2 |
218.0 |
8.3% |
34.3 |
1.3% |
89% |
False |
False |
2,740 |
| 60 |
2,639.2 |
2,372.6 |
266.6 |
10.2% |
32.9 |
1.3% |
91% |
False |
False |
2,417 |
| 80 |
2,639.2 |
2,372.6 |
266.6 |
10.2% |
33.2 |
1.3% |
91% |
False |
False |
1,973 |
| 100 |
2,639.2 |
2,372.6 |
266.6 |
10.2% |
32.7 |
1.3% |
91% |
False |
False |
1,679 |
| 120 |
2,639.2 |
2,272.7 |
366.5 |
14.0% |
33.7 |
1.3% |
93% |
False |
False |
1,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.3 |
|
2.618 |
2,704.4 |
|
1.618 |
2,678.1 |
|
1.000 |
2,661.8 |
|
0.618 |
2,651.8 |
|
HIGH |
2,635.5 |
|
0.618 |
2,625.5 |
|
0.500 |
2,622.4 |
|
0.382 |
2,619.2 |
|
LOW |
2,609.2 |
|
0.618 |
2,592.9 |
|
1.000 |
2,582.9 |
|
1.618 |
2,566.6 |
|
2.618 |
2,540.3 |
|
4.250 |
2,497.4 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,622.4 |
2,623.3 |
| PP |
2,619.6 |
2,620.3 |
| S1 |
2,616.9 |
2,617.2 |
|