| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,579.5 |
2,626.2 |
46.7 |
1.8% |
2,565.1 |
| High |
2,626.8 |
2,652.9 |
26.1 |
1.0% |
2,652.9 |
| Low |
2,579.2 |
2,625.9 |
46.7 |
1.8% |
2,554.4 |
| Close |
2,620.8 |
2,650.5 |
29.7 |
1.1% |
2,650.5 |
| Range |
47.6 |
27.0 |
-20.6 |
-43.3% |
98.5 |
| ATR |
32.0 |
32.1 |
0.0 |
0.0% |
0.0 |
| Volume |
2,534 |
1,900 |
-634 |
-25.0% |
8,310 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.1 |
2,714.3 |
2,665.4 |
|
| R3 |
2,697.1 |
2,687.3 |
2,657.9 |
|
| R2 |
2,670.1 |
2,670.1 |
2,655.5 |
|
| R1 |
2,660.3 |
2,660.3 |
2,653.0 |
2,665.2 |
| PP |
2,643.1 |
2,643.1 |
2,643.1 |
2,645.6 |
| S1 |
2,633.3 |
2,633.3 |
2,648.0 |
2,638.2 |
| S2 |
2,616.1 |
2,616.1 |
2,645.6 |
|
| S3 |
2,589.1 |
2,606.3 |
2,643.1 |
|
| S4 |
2,562.1 |
2,579.3 |
2,635.7 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.8 |
2,881.1 |
2,704.7 |
|
| R3 |
2,816.3 |
2,782.6 |
2,677.6 |
|
| R2 |
2,717.8 |
2,717.8 |
2,668.6 |
|
| R1 |
2,684.1 |
2,684.1 |
2,659.5 |
2,701.0 |
| PP |
2,619.3 |
2,619.3 |
2,619.3 |
2,627.7 |
| S1 |
2,585.6 |
2,585.6 |
2,641.5 |
2,602.5 |
| S2 |
2,520.8 |
2,520.8 |
2,632.4 |
|
| S3 |
2,422.3 |
2,487.1 |
2,623.4 |
|
| S4 |
2,323.8 |
2,388.6 |
2,596.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,652.9 |
2,554.4 |
98.5 |
3.7% |
27.2 |
1.0% |
98% |
True |
False |
1,662 |
| 10 |
2,652.9 |
2,543.4 |
109.5 |
4.1% |
29.8 |
1.1% |
98% |
True |
False |
1,310 |
| 20 |
2,652.9 |
2,530.6 |
122.3 |
4.6% |
29.9 |
1.1% |
98% |
True |
False |
1,204 |
| 40 |
2,652.9 |
2,440.4 |
212.5 |
8.0% |
34.3 |
1.3% |
99% |
True |
False |
1,078 |
| 60 |
2,652.9 |
2,392.2 |
260.7 |
9.8% |
32.9 |
1.2% |
99% |
True |
False |
954 |
| 80 |
2,652.9 |
2,392.2 |
260.7 |
9.8% |
32.7 |
1.2% |
99% |
True |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.7 |
|
2.618 |
2,723.6 |
|
1.618 |
2,696.6 |
|
1.000 |
2,679.9 |
|
0.618 |
2,669.6 |
|
HIGH |
2,652.9 |
|
0.618 |
2,642.6 |
|
0.500 |
2,639.4 |
|
0.382 |
2,636.2 |
|
LOW |
2,625.9 |
|
0.618 |
2,609.2 |
|
1.000 |
2,598.9 |
|
1.618 |
2,582.2 |
|
2.618 |
2,555.2 |
|
4.250 |
2,511.2 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.8 |
2,637.5 |
| PP |
2,643.1 |
2,624.5 |
| S1 |
2,639.4 |
2,611.5 |
|