| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,704.7 |
2,703.2 |
-1.5 |
-0.1% |
2,629.0 |
| High |
2,716.1 |
2,730.0 |
13.9 |
0.5% |
2,672.7 |
| Low |
2,695.5 |
2,699.7 |
4.2 |
0.2% |
2,595.0 |
| Close |
2,706.6 |
2,717.0 |
10.4 |
0.4% |
2,668.2 |
| Range |
20.6 |
30.3 |
9.7 |
47.1% |
77.7 |
| ATR |
33.0 |
32.8 |
-0.2 |
-0.6% |
0.0 |
| Volume |
3,589 |
5,490 |
1,901 |
53.0% |
21,476 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.5 |
2,792.0 |
2,733.7 |
|
| R3 |
2,776.2 |
2,761.7 |
2,725.3 |
|
| R2 |
2,745.9 |
2,745.9 |
2,722.6 |
|
| R1 |
2,731.4 |
2,731.4 |
2,719.8 |
2,738.7 |
| PP |
2,715.6 |
2,715.6 |
2,715.6 |
2,719.2 |
| S1 |
2,701.1 |
2,701.1 |
2,714.2 |
2,708.4 |
| S2 |
2,685.3 |
2,685.3 |
2,711.4 |
|
| S3 |
2,655.0 |
2,670.8 |
2,708.7 |
|
| S4 |
2,624.7 |
2,640.5 |
2,700.3 |
|
|
| 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 |
2,730.0 |
2,631.0 |
99.0 |
3.6% |
30.7 |
1.1% |
87% |
True |
False |
5,618 |
| 10 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
32.1 |
1.2% |
90% |
True |
False |
5,203 |
| 20 |
2,730.0 |
2,525.4 |
204.6 |
7.5% |
31.5 |
1.2% |
94% |
True |
False |
4,355 |
| 40 |
2,730.0 |
2,424.7 |
305.3 |
11.2% |
34.7 |
1.3% |
96% |
True |
False |
3,367 |
| 60 |
2,730.0 |
2,407.2 |
322.8 |
11.9% |
34.6 |
1.3% |
96% |
True |
False |
2,936 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.6 |
1.2% |
96% |
True |
False |
2,382 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.1 |
1.2% |
96% |
True |
False |
2,016 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.8 |
1.2% |
96% |
True |
False |
1,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.8 |
|
2.618 |
2,809.3 |
|
1.618 |
2,779.0 |
|
1.000 |
2,760.3 |
|
0.618 |
2,748.7 |
|
HIGH |
2,730.0 |
|
0.618 |
2,718.4 |
|
0.500 |
2,714.9 |
|
0.382 |
2,711.3 |
|
LOW |
2,699.7 |
|
0.618 |
2,681.0 |
|
1.000 |
2,669.4 |
|
1.618 |
2,650.7 |
|
2.618 |
2,620.4 |
|
4.250 |
2,570.9 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.3 |
2,711.4 |
| PP |
2,715.6 |
2,705.9 |
| S1 |
2,714.9 |
2,700.3 |
|