| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,675.3 |
2,704.7 |
29.4 |
1.1% |
2,629.0 |
| High |
2,710.4 |
2,716.1 |
5.7 |
0.2% |
2,672.7 |
| Low |
2,670.6 |
2,695.5 |
24.9 |
0.9% |
2,595.0 |
| Close |
2,698.9 |
2,706.6 |
7.7 |
0.3% |
2,668.2 |
| Range |
39.8 |
20.6 |
-19.2 |
-48.2% |
77.7 |
| ATR |
34.0 |
33.0 |
-1.0 |
-2.8% |
0.0 |
| Volume |
6,711 |
3,589 |
-3,122 |
-46.5% |
21,476 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.9 |
2,757.8 |
2,717.9 |
|
| R3 |
2,747.3 |
2,737.2 |
2,712.3 |
|
| R2 |
2,726.7 |
2,726.7 |
2,710.4 |
|
| R1 |
2,716.6 |
2,716.6 |
2,708.5 |
2,721.7 |
| PP |
2,706.1 |
2,706.1 |
2,706.1 |
2,708.6 |
| S1 |
2,696.0 |
2,696.0 |
2,704.7 |
2,701.1 |
| S2 |
2,685.5 |
2,685.5 |
2,702.8 |
|
| S3 |
2,664.9 |
2,675.4 |
2,700.9 |
|
| S4 |
2,644.3 |
2,654.8 |
2,695.3 |
|
|
| 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 |
2,716.1 |
2,596.7 |
119.4 |
4.4% |
33.5 |
1.2% |
92% |
True |
False |
4,950 |
| 10 |
2,716.1 |
2,561.0 |
155.1 |
5.7% |
34.0 |
1.3% |
94% |
True |
False |
5,141 |
| 20 |
2,716.1 |
2,525.4 |
190.7 |
7.0% |
31.7 |
1.2% |
95% |
True |
False |
4,196 |
| 40 |
2,716.1 |
2,424.7 |
291.4 |
10.8% |
35.1 |
1.3% |
97% |
True |
False |
3,266 |
| 60 |
2,716.1 |
2,396.8 |
319.3 |
11.8% |
34.3 |
1.3% |
97% |
True |
False |
2,859 |
| 80 |
2,716.1 |
2,372.6 |
343.5 |
12.7% |
33.7 |
1.2% |
97% |
True |
False |
2,320 |
| 100 |
2,716.1 |
2,372.6 |
343.5 |
12.7% |
33.2 |
1.2% |
97% |
True |
False |
1,964 |
| 120 |
2,716.1 |
2,369.0 |
347.1 |
12.8% |
34.0 |
1.3% |
97% |
True |
False |
1,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.7 |
|
2.618 |
2,770.0 |
|
1.618 |
2,749.4 |
|
1.000 |
2,736.7 |
|
0.618 |
2,728.8 |
|
HIGH |
2,716.1 |
|
0.618 |
2,708.2 |
|
0.500 |
2,705.8 |
|
0.382 |
2,703.4 |
|
LOW |
2,695.5 |
|
0.618 |
2,682.8 |
|
1.000 |
2,674.9 |
|
1.618 |
2,662.2 |
|
2.618 |
2,641.6 |
|
4.250 |
2,608.0 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.3 |
2,700.5 |
| PP |
2,706.1 |
2,694.4 |
| S1 |
2,705.8 |
2,688.4 |
|