| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,617.9 |
2,606.4 |
-11.5 |
-0.4% |
2,547.2 |
| High |
2,648.8 |
2,641.3 |
-7.5 |
-0.3% |
2,636.4 |
| Low |
2,595.0 |
2,596.7 |
1.7 |
0.1% |
2,537.4 |
| Close |
2,620.6 |
2,636.4 |
15.8 |
0.6% |
2,632.9 |
| Range |
53.8 |
44.6 |
-9.2 |
-17.1% |
99.0 |
| ATR |
33.1 |
33.9 |
0.8 |
2.5% |
0.0 |
| Volume |
5,778 |
2,148 |
-3,630 |
-62.8% |
24,381 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.6 |
2,742.1 |
2,660.9 |
|
| R3 |
2,714.0 |
2,697.5 |
2,648.7 |
|
| R2 |
2,669.4 |
2,669.4 |
2,644.6 |
|
| R1 |
2,652.9 |
2,652.9 |
2,640.5 |
2,661.2 |
| PP |
2,624.8 |
2,624.8 |
2,624.8 |
2,628.9 |
| S1 |
2,608.3 |
2,608.3 |
2,632.3 |
2,616.6 |
| S2 |
2,580.2 |
2,580.2 |
2,628.2 |
|
| S3 |
2,535.6 |
2,563.7 |
2,624.1 |
|
| S4 |
2,491.0 |
2,519.1 |
2,611.9 |
|
|
| 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 |
2,595.0 |
53.8 |
2.0% |
33.5 |
1.3% |
77% |
False |
False |
4,788 |
| 10 |
2,648.8 |
2,536.1 |
112.7 |
4.3% |
32.8 |
1.2% |
89% |
False |
False |
4,187 |
| 20 |
2,648.8 |
2,525.4 |
123.4 |
4.7% |
31.4 |
1.2% |
90% |
False |
False |
3,353 |
| 40 |
2,648.8 |
2,421.2 |
227.6 |
8.6% |
35.4 |
1.3% |
95% |
False |
False |
2,886 |
| 60 |
2,648.8 |
2,372.6 |
276.2 |
10.5% |
34.0 |
1.3% |
96% |
False |
False |
2,525 |
| 80 |
2,648.8 |
2,372.6 |
276.2 |
10.5% |
33.6 |
1.3% |
96% |
False |
False |
2,052 |
| 100 |
2,648.8 |
2,372.6 |
276.2 |
10.5% |
33.3 |
1.3% |
96% |
False |
False |
1,753 |
| 120 |
2,648.8 |
2,334.7 |
314.1 |
11.9% |
34.0 |
1.3% |
96% |
False |
False |
1,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.9 |
|
2.618 |
2,758.1 |
|
1.618 |
2,713.5 |
|
1.000 |
2,685.9 |
|
0.618 |
2,668.9 |
|
HIGH |
2,641.3 |
|
0.618 |
2,624.3 |
|
0.500 |
2,619.0 |
|
0.382 |
2,613.7 |
|
LOW |
2,596.7 |
|
0.618 |
2,569.1 |
|
1.000 |
2,552.1 |
|
1.618 |
2,524.5 |
|
2.618 |
2,479.9 |
|
4.250 |
2,407.2 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,630.6 |
2,631.6 |
| PP |
2,624.8 |
2,626.7 |
| S1 |
2,619.0 |
2,621.9 |
|