| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,637.5 |
2,623.0 |
-14.5 |
-0.5% |
2,565.1 |
| High |
2,666.2 |
2,657.4 |
-8.8 |
-0.3% |
2,652.9 |
| Low |
2,613.2 |
2,614.4 |
1.2 |
0.0% |
2,554.4 |
| Close |
2,638.2 |
2,654.0 |
15.8 |
0.6% |
2,650.5 |
| Range |
53.0 |
43.0 |
-10.0 |
-18.9% |
98.5 |
| ATR |
31.9 |
32.7 |
0.8 |
2.5% |
0.0 |
| Volume |
1,378 |
606 |
-772 |
-56.0% |
8,310 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.9 |
2,755.5 |
2,677.7 |
|
| R3 |
2,727.9 |
2,712.5 |
2,665.8 |
|
| R2 |
2,684.9 |
2,684.9 |
2,661.9 |
|
| R1 |
2,669.5 |
2,669.5 |
2,657.9 |
2,677.2 |
| PP |
2,641.9 |
2,641.9 |
2,641.9 |
2,645.8 |
| S1 |
2,626.5 |
2,626.5 |
2,650.1 |
2,634.2 |
| S2 |
2,598.9 |
2,598.9 |
2,646.1 |
|
| S3 |
2,555.9 |
2,583.5 |
2,642.2 |
|
| S4 |
2,512.9 |
2,540.5 |
2,630.4 |
|
|
| 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 |
2,613.2 |
53.0 |
2.0% |
32.1 |
1.2% |
77% |
False |
False |
1,229 |
| 10 |
2,666.2 |
2,554.4 |
111.8 |
4.2% |
31.3 |
1.2% |
89% |
False |
False |
1,340 |
| 20 |
2,666.2 |
2,543.4 |
122.8 |
4.6% |
29.9 |
1.1% |
90% |
False |
False |
1,130 |
| 40 |
2,666.2 |
2,440.4 |
225.8 |
8.5% |
34.2 |
1.3% |
95% |
False |
False |
1,146 |
| 60 |
2,666.2 |
2,392.2 |
274.0 |
10.3% |
33.1 |
1.2% |
96% |
False |
False |
1,003 |
| 80 |
2,666.2 |
2,392.2 |
274.0 |
10.3% |
32.5 |
1.2% |
96% |
False |
False |
824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.2 |
|
2.618 |
2,770.0 |
|
1.618 |
2,727.0 |
|
1.000 |
2,700.4 |
|
0.618 |
2,684.0 |
|
HIGH |
2,657.4 |
|
0.618 |
2,641.0 |
|
0.500 |
2,635.9 |
|
0.382 |
2,630.8 |
|
LOW |
2,614.4 |
|
0.618 |
2,587.8 |
|
1.000 |
2,571.4 |
|
1.618 |
2,544.8 |
|
2.618 |
2,501.8 |
|
4.250 |
2,431.7 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.0 |
2,649.2 |
| PP |
2,641.9 |
2,644.5 |
| S1 |
2,635.9 |
2,639.7 |
|