| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,633.4 |
2,667.7 |
34.3 |
1.3% |
2,629.0 |
| High |
2,672.7 |
2,681.5 |
8.8 |
0.3% |
2,672.7 |
| Low |
2,631.0 |
2,660.6 |
29.6 |
1.1% |
2,595.0 |
| Close |
2,668.2 |
2,674.4 |
6.2 |
0.2% |
2,668.2 |
| Range |
41.7 |
20.9 |
-20.8 |
-49.9% |
77.7 |
| ATR |
34.5 |
33.5 |
-1.0 |
-2.8% |
0.0 |
| Volume |
6,899 |
5,405 |
-1,494 |
-21.7% |
21,476 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.9 |
2,725.5 |
2,685.9 |
|
| R3 |
2,714.0 |
2,704.6 |
2,680.1 |
|
| R2 |
2,693.1 |
2,693.1 |
2,678.2 |
|
| R1 |
2,683.7 |
2,683.7 |
2,676.3 |
2,688.4 |
| PP |
2,672.2 |
2,672.2 |
2,672.2 |
2,674.5 |
| S1 |
2,662.8 |
2,662.8 |
2,672.5 |
2,667.5 |
| S2 |
2,651.3 |
2,651.3 |
2,670.6 |
|
| S3 |
2,630.4 |
2,641.9 |
2,668.7 |
|
| S4 |
2,609.5 |
2,621.0 |
2,662.9 |
|
|
| 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 |
2,681.5 |
2,595.0 |
86.5 |
3.2% |
37.5 |
1.4% |
92% |
True |
False |
4,680 |
| 10 |
2,681.5 |
2,550.8 |
130.7 |
4.9% |
32.5 |
1.2% |
95% |
True |
False |
4,944 |
| 20 |
2,681.5 |
2,525.4 |
156.1 |
5.8% |
30.6 |
1.1% |
95% |
True |
False |
3,818 |
| 40 |
2,681.5 |
2,424.7 |
256.8 |
9.6% |
35.3 |
1.3% |
97% |
True |
False |
3,078 |
| 60 |
2,681.5 |
2,396.8 |
284.7 |
10.6% |
34.0 |
1.3% |
98% |
True |
False |
2,711 |
| 80 |
2,681.5 |
2,372.6 |
308.9 |
11.6% |
33.7 |
1.3% |
98% |
True |
False |
2,202 |
| 100 |
2,681.5 |
2,372.6 |
308.9 |
11.6% |
33.4 |
1.2% |
98% |
True |
False |
1,866 |
| 120 |
2,681.5 |
2,369.0 |
312.5 |
11.7% |
34.0 |
1.3% |
98% |
True |
False |
1,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,770.3 |
|
2.618 |
2,736.2 |
|
1.618 |
2,715.3 |
|
1.000 |
2,702.4 |
|
0.618 |
2,694.4 |
|
HIGH |
2,681.5 |
|
0.618 |
2,673.5 |
|
0.500 |
2,671.1 |
|
0.382 |
2,668.6 |
|
LOW |
2,660.6 |
|
0.618 |
2,647.7 |
|
1.000 |
2,639.7 |
|
1.618 |
2,626.8 |
|
2.618 |
2,605.9 |
|
4.250 |
2,571.8 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,673.3 |
2,662.6 |
| PP |
2,672.2 |
2,650.9 |
| S1 |
2,671.1 |
2,639.1 |
|