| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,606.4 |
2,633.4 |
27.0 |
1.0% |
2,629.0 |
| High |
2,641.3 |
2,672.7 |
31.4 |
1.2% |
2,672.7 |
| Low |
2,596.7 |
2,631.0 |
34.3 |
1.3% |
2,595.0 |
| Close |
2,636.4 |
2,668.2 |
31.8 |
1.2% |
2,668.2 |
| Range |
44.6 |
41.7 |
-2.9 |
-6.5% |
77.7 |
| ATR |
33.9 |
34.5 |
0.6 |
1.6% |
0.0 |
| Volume |
2,148 |
6,899 |
4,751 |
221.2% |
21,476 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.4 |
2,767.0 |
2,691.1 |
|
| R3 |
2,740.7 |
2,725.3 |
2,679.7 |
|
| R2 |
2,699.0 |
2,699.0 |
2,675.8 |
|
| R1 |
2,683.6 |
2,683.6 |
2,672.0 |
2,691.3 |
| PP |
2,657.3 |
2,657.3 |
2,657.3 |
2,661.2 |
| S1 |
2,641.9 |
2,641.9 |
2,664.4 |
2,649.6 |
| S2 |
2,615.6 |
2,615.6 |
2,660.6 |
|
| S3 |
2,573.9 |
2,600.2 |
2,656.7 |
|
| S4 |
2,532.2 |
2,558.5 |
2,645.3 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.4 |
2,851.0 |
2,710.9 |
|
| R3 |
2,800.7 |
2,773.3 |
2,689.6 |
|
| R2 |
2,723.0 |
2,723.0 |
2,682.4 |
|
| R1 |
2,695.6 |
2,695.6 |
2,675.3 |
2,709.3 |
| PP |
2,645.3 |
2,645.3 |
2,645.3 |
2,652.2 |
| S1 |
2,617.9 |
2,617.9 |
2,661.1 |
2,631.6 |
| S2 |
2,567.6 |
2,567.6 |
2,654.0 |
|
| S3 |
2,489.9 |
2,540.2 |
2,646.8 |
|
| S4 |
2,412.2 |
2,462.5 |
2,625.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,672.7 |
2,595.0 |
77.7 |
2.9% |
36.0 |
1.3% |
94% |
True |
False |
4,295 |
| 10 |
2,672.7 |
2,537.4 |
135.3 |
5.1% |
32.4 |
1.2% |
97% |
True |
False |
4,585 |
| 20 |
2,672.7 |
2,525.4 |
147.3 |
5.5% |
31.3 |
1.2% |
97% |
True |
False |
3,619 |
| 40 |
2,672.7 |
2,424.7 |
248.0 |
9.3% |
35.5 |
1.3% |
98% |
True |
False |
2,962 |
| 60 |
2,672.7 |
2,374.9 |
297.8 |
11.2% |
34.2 |
1.3% |
98% |
True |
False |
2,632 |
| 80 |
2,672.7 |
2,372.6 |
300.1 |
11.2% |
33.8 |
1.3% |
99% |
True |
False |
2,136 |
| 100 |
2,672.7 |
2,372.6 |
300.1 |
11.2% |
33.6 |
1.3% |
99% |
True |
False |
1,820 |
| 120 |
2,672.7 |
2,349.8 |
322.9 |
12.1% |
34.1 |
1.3% |
99% |
True |
False |
1,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.9 |
|
2.618 |
2,781.9 |
|
1.618 |
2,740.2 |
|
1.000 |
2,714.4 |
|
0.618 |
2,698.5 |
|
HIGH |
2,672.7 |
|
0.618 |
2,656.8 |
|
0.500 |
2,651.9 |
|
0.382 |
2,646.9 |
|
LOW |
2,631.0 |
|
0.618 |
2,605.2 |
|
1.000 |
2,589.3 |
|
1.618 |
2,563.5 |
|
2.618 |
2,521.8 |
|
4.250 |
2,453.8 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.8 |
2,656.8 |
| PP |
2,657.3 |
2,645.3 |
| S1 |
2,651.9 |
2,633.9 |
|