| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,649.4 |
2,637.5 |
-11.9 |
-0.4% |
2,565.1 |
| High |
2,652.4 |
2,666.2 |
13.8 |
0.5% |
2,652.9 |
| Low |
2,628.4 |
2,613.2 |
-15.2 |
-0.6% |
2,554.4 |
| Close |
2,631.8 |
2,638.2 |
6.4 |
0.2% |
2,650.5 |
| Range |
24.0 |
53.0 |
29.0 |
120.8% |
98.5 |
| ATR |
30.2 |
31.9 |
1.6 |
5.4% |
0.0 |
| Volume |
1,368 |
1,378 |
10 |
0.7% |
8,310 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.2 |
2,771.2 |
2,667.4 |
|
| R3 |
2,745.2 |
2,718.2 |
2,652.8 |
|
| R2 |
2,692.2 |
2,692.2 |
2,647.9 |
|
| R1 |
2,665.2 |
2,665.2 |
2,643.1 |
2,678.7 |
| PP |
2,639.2 |
2,639.2 |
2,639.2 |
2,646.0 |
| S1 |
2,612.2 |
2,612.2 |
2,633.3 |
2,625.7 |
| S2 |
2,586.2 |
2,586.2 |
2,628.5 |
|
| S3 |
2,533.2 |
2,559.2 |
2,623.6 |
|
| S4 |
2,480.2 |
2,506.2 |
2,609.1 |
|
|
| 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 |
2,666.2 |
2,579.2 |
87.0 |
3.3% |
33.0 |
1.3% |
68% |
True |
False |
1,614 |
| 10 |
2,666.2 |
2,554.4 |
111.8 |
4.2% |
29.6 |
1.1% |
75% |
True |
False |
1,344 |
| 20 |
2,666.2 |
2,543.4 |
122.8 |
4.7% |
29.0 |
1.1% |
77% |
True |
False |
1,189 |
| 40 |
2,666.2 |
2,440.4 |
225.8 |
8.6% |
34.0 |
1.3% |
88% |
True |
False |
1,137 |
| 60 |
2,666.2 |
2,392.2 |
274.0 |
10.4% |
32.7 |
1.2% |
90% |
True |
False |
996 |
| 80 |
2,666.2 |
2,392.2 |
274.0 |
10.4% |
32.3 |
1.2% |
90% |
True |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.5 |
|
2.618 |
2,805.0 |
|
1.618 |
2,752.0 |
|
1.000 |
2,719.2 |
|
0.618 |
2,699.0 |
|
HIGH |
2,666.2 |
|
0.618 |
2,646.0 |
|
0.500 |
2,639.7 |
|
0.382 |
2,633.4 |
|
LOW |
2,613.2 |
|
0.618 |
2,580.4 |
|
1.000 |
2,560.2 |
|
1.618 |
2,527.4 |
|
2.618 |
2,474.4 |
|
4.250 |
2,388.0 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.7 |
2,639.7 |
| PP |
2,639.2 |
2,639.2 |
| S1 |
2,638.7 |
2,638.7 |
|