| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,626.2 |
2,645.8 |
19.6 |
0.7% |
2,565.1 |
| High |
2,652.9 |
2,656.3 |
3.4 |
0.1% |
2,652.9 |
| Low |
2,625.9 |
2,642.8 |
16.9 |
0.6% |
2,554.4 |
| Close |
2,650.5 |
2,648.1 |
-2.4 |
-0.1% |
2,650.5 |
| Range |
27.0 |
13.5 |
-13.5 |
-50.0% |
98.5 |
| ATR |
32.1 |
30.7 |
-1.3 |
-4.1% |
0.0 |
| Volume |
1,900 |
893 |
-1,007 |
-53.0% |
8,310 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.6 |
2,682.3 |
2,655.5 |
|
| R3 |
2,676.1 |
2,668.8 |
2,651.8 |
|
| R2 |
2,662.6 |
2,662.6 |
2,650.6 |
|
| R1 |
2,655.3 |
2,655.3 |
2,649.3 |
2,659.0 |
| PP |
2,649.1 |
2,649.1 |
2,649.1 |
2,650.9 |
| S1 |
2,641.8 |
2,641.8 |
2,646.9 |
2,645.5 |
| S2 |
2,635.6 |
2,635.6 |
2,645.6 |
|
| S3 |
2,622.1 |
2,628.3 |
2,644.4 |
|
| S4 |
2,608.6 |
2,614.8 |
2,640.7 |
|
|
| 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 |
2,656.3 |
2,568.5 |
87.8 |
3.3% |
26.1 |
1.0% |
91% |
True |
False |
1,634 |
| 10 |
2,656.3 |
2,543.4 |
112.9 |
4.3% |
28.0 |
1.1% |
93% |
True |
False |
1,228 |
| 20 |
2,656.3 |
2,543.4 |
112.9 |
4.3% |
27.7 |
1.0% |
93% |
True |
False |
1,192 |
| 40 |
2,656.3 |
2,440.4 |
215.9 |
8.2% |
33.3 |
1.3% |
96% |
True |
False |
1,083 |
| 60 |
2,656.3 |
2,392.2 |
264.1 |
10.0% |
32.5 |
1.2% |
97% |
True |
False |
962 |
| 80 |
2,656.3 |
2,392.2 |
264.1 |
10.0% |
32.6 |
1.2% |
97% |
True |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.7 |
|
2.618 |
2,691.6 |
|
1.618 |
2,678.1 |
|
1.000 |
2,669.8 |
|
0.618 |
2,664.6 |
|
HIGH |
2,656.3 |
|
0.618 |
2,651.1 |
|
0.500 |
2,649.6 |
|
0.382 |
2,648.0 |
|
LOW |
2,642.8 |
|
0.618 |
2,634.5 |
|
1.000 |
2,629.3 |
|
1.618 |
2,621.0 |
|
2.618 |
2,607.5 |
|
4.250 |
2,585.4 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.6 |
2,638.0 |
| PP |
2,649.1 |
2,627.9 |
| S1 |
2,648.6 |
2,617.8 |
|