| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,631.8 |
2,617.9 |
-13.9 |
-0.5% |
2,547.2 |
| High |
2,635.5 |
2,648.8 |
13.3 |
0.5% |
2,636.4 |
| Low |
2,609.2 |
2,595.0 |
-14.2 |
-0.5% |
2,537.4 |
| Close |
2,614.2 |
2,620.6 |
6.4 |
0.2% |
2,632.9 |
| Range |
26.3 |
53.8 |
27.5 |
104.6% |
99.0 |
| ATR |
31.5 |
33.1 |
1.6 |
5.0% |
0.0 |
| Volume |
3,171 |
5,778 |
2,607 |
82.2% |
24,381 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.9 |
2,755.5 |
2,650.2 |
|
| R3 |
2,729.1 |
2,701.7 |
2,635.4 |
|
| R2 |
2,675.3 |
2,675.3 |
2,630.5 |
|
| R1 |
2,647.9 |
2,647.9 |
2,625.5 |
2,661.6 |
| PP |
2,621.5 |
2,621.5 |
2,621.5 |
2,628.3 |
| S1 |
2,594.1 |
2,594.1 |
2,615.7 |
2,607.8 |
| S2 |
2,567.7 |
2,567.7 |
2,610.7 |
|
| S3 |
2,513.9 |
2,540.3 |
2,605.8 |
|
| S4 |
2,460.1 |
2,486.5 |
2,591.0 |
|
|
| 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 |
2,648.8 |
2,561.0 |
87.8 |
3.4% |
34.4 |
1.3% |
68% |
True |
False |
5,332 |
| 10 |
2,648.8 |
2,536.1 |
112.7 |
4.3% |
31.3 |
1.2% |
75% |
True |
False |
4,193 |
| 20 |
2,648.8 |
2,525.4 |
123.4 |
4.7% |
30.5 |
1.2% |
77% |
True |
False |
3,304 |
| 40 |
2,648.8 |
2,421.2 |
227.6 |
8.7% |
35.2 |
1.3% |
88% |
True |
False |
2,864 |
| 60 |
2,648.8 |
2,372.6 |
276.2 |
10.5% |
33.6 |
1.3% |
90% |
True |
False |
2,500 |
| 80 |
2,648.8 |
2,372.6 |
276.2 |
10.5% |
33.3 |
1.3% |
90% |
True |
False |
2,031 |
| 100 |
2,648.8 |
2,372.6 |
276.2 |
10.5% |
33.0 |
1.3% |
90% |
True |
False |
1,734 |
| 120 |
2,648.8 |
2,286.0 |
362.8 |
13.8% |
34.0 |
1.3% |
92% |
True |
False |
1,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.5 |
|
2.618 |
2,789.6 |
|
1.618 |
2,735.8 |
|
1.000 |
2,702.6 |
|
0.618 |
2,682.0 |
|
HIGH |
2,648.8 |
|
0.618 |
2,628.2 |
|
0.500 |
2,621.9 |
|
0.382 |
2,615.6 |
|
LOW |
2,595.0 |
|
0.618 |
2,561.8 |
|
1.000 |
2,541.2 |
|
1.618 |
2,508.0 |
|
2.618 |
2,454.2 |
|
4.250 |
2,366.4 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.9 |
2,621.9 |
| PP |
2,621.5 |
2,621.5 |
| S1 |
2,621.0 |
2,621.0 |
|