| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,623.0 |
2,650.8 |
27.8 |
1.1% |
2,645.8 |
| High |
2,657.4 |
2,689.9 |
32.5 |
1.2% |
2,689.9 |
| Low |
2,614.4 |
2,648.4 |
34.0 |
1.3% |
2,613.2 |
| Close |
2,654.0 |
2,685.8 |
31.8 |
1.2% |
2,685.8 |
| Range |
43.0 |
41.5 |
-1.5 |
-3.5% |
76.7 |
| ATR |
32.7 |
33.3 |
0.6 |
1.9% |
0.0 |
| Volume |
606 |
1,122 |
516 |
85.1% |
5,367 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.2 |
2,784.0 |
2,708.6 |
|
| R3 |
2,757.7 |
2,742.5 |
2,697.2 |
|
| R2 |
2,716.2 |
2,716.2 |
2,693.4 |
|
| R1 |
2,701.0 |
2,701.0 |
2,689.6 |
2,708.6 |
| PP |
2,674.7 |
2,674.7 |
2,674.7 |
2,678.5 |
| S1 |
2,659.5 |
2,659.5 |
2,682.0 |
2,667.1 |
| S2 |
2,633.2 |
2,633.2 |
2,678.2 |
|
| S3 |
2,591.7 |
2,618.0 |
2,674.4 |
|
| S4 |
2,550.2 |
2,576.5 |
2,663.0 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.1 |
2,866.1 |
2,728.0 |
|
| R3 |
2,816.4 |
2,789.4 |
2,706.9 |
|
| R2 |
2,739.7 |
2,739.7 |
2,699.9 |
|
| R1 |
2,712.7 |
2,712.7 |
2,692.8 |
2,726.2 |
| PP |
2,663.0 |
2,663.0 |
2,663.0 |
2,669.7 |
| S1 |
2,636.0 |
2,636.0 |
2,678.8 |
2,649.5 |
| S2 |
2,586.3 |
2,586.3 |
2,671.7 |
|
| S3 |
2,509.6 |
2,559.3 |
2,664.7 |
|
| S4 |
2,432.9 |
2,482.6 |
2,643.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,689.9 |
2,613.2 |
76.7 |
2.9% |
35.0 |
1.3% |
95% |
True |
False |
1,073 |
| 10 |
2,689.9 |
2,554.4 |
135.5 |
5.0% |
31.1 |
1.2% |
97% |
True |
False |
1,367 |
| 20 |
2,689.9 |
2,543.4 |
146.5 |
5.5% |
29.9 |
1.1% |
97% |
True |
False |
1,119 |
| 40 |
2,689.9 |
2,440.4 |
249.5 |
9.3% |
34.0 |
1.3% |
98% |
True |
False |
1,161 |
| 60 |
2,689.9 |
2,393.8 |
296.1 |
11.0% |
33.3 |
1.2% |
99% |
True |
False |
1,016 |
| 80 |
2,689.9 |
2,392.2 |
297.7 |
11.1% |
32.8 |
1.2% |
99% |
True |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.3 |
|
2.618 |
2,798.5 |
|
1.618 |
2,757.0 |
|
1.000 |
2,731.4 |
|
0.618 |
2,715.5 |
|
HIGH |
2,689.9 |
|
0.618 |
2,674.0 |
|
0.500 |
2,669.2 |
|
0.382 |
2,664.3 |
|
LOW |
2,648.4 |
|
0.618 |
2,622.8 |
|
1.000 |
2,606.9 |
|
1.618 |
2,581.3 |
|
2.618 |
2,539.8 |
|
4.250 |
2,472.0 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,680.3 |
2,674.4 |
| PP |
2,674.7 |
2,663.0 |
| S1 |
2,669.2 |
2,651.6 |
|