| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,681.9 |
2,690.2 |
8.3 |
0.3% |
2,645.8 |
| High |
2,698.0 |
2,727.8 |
29.8 |
1.1% |
2,689.9 |
| Low |
2,679.6 |
2,687.9 |
8.3 |
0.3% |
2,613.2 |
| Close |
2,692.2 |
2,716.8 |
24.6 |
0.9% |
2,685.8 |
| Range |
18.4 |
39.9 |
21.5 |
116.8% |
76.7 |
| ATR |
32.2 |
32.8 |
0.5 |
1.7% |
0.0 |
| Volume |
463 |
1,920 |
1,457 |
314.7% |
5,367 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.5 |
2,813.6 |
2,738.7 |
|
| R3 |
2,790.6 |
2,773.7 |
2,727.8 |
|
| R2 |
2,750.7 |
2,750.7 |
2,724.1 |
|
| R1 |
2,733.8 |
2,733.8 |
2,720.5 |
2,742.3 |
| PP |
2,710.8 |
2,710.8 |
2,710.8 |
2,715.1 |
| S1 |
2,693.9 |
2,693.9 |
2,713.1 |
2,702.4 |
| S2 |
2,670.9 |
2,670.9 |
2,709.5 |
|
| S3 |
2,631.0 |
2,654.0 |
2,705.8 |
|
| S4 |
2,591.1 |
2,614.1 |
2,694.9 |
|
|
| 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 |
2,727.8 |
2,613.2 |
114.6 |
4.2% |
39.2 |
1.4% |
90% |
True |
False |
1,097 |
| 10 |
2,727.8 |
2,570.0 |
157.8 |
5.8% |
33.3 |
1.2% |
93% |
True |
False |
1,368 |
| 20 |
2,727.8 |
2,543.4 |
184.4 |
6.8% |
30.4 |
1.1% |
94% |
True |
False |
1,173 |
| 40 |
2,727.8 |
2,440.4 |
287.4 |
10.6% |
34.2 |
1.3% |
96% |
True |
False |
1,204 |
| 60 |
2,727.8 |
2,416.4 |
311.4 |
11.5% |
33.4 |
1.2% |
96% |
True |
False |
1,048 |
| 80 |
2,727.8 |
2,392.2 |
335.6 |
12.4% |
32.9 |
1.2% |
97% |
True |
False |
863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.4 |
|
2.618 |
2,832.3 |
|
1.618 |
2,792.4 |
|
1.000 |
2,767.7 |
|
0.618 |
2,752.5 |
|
HIGH |
2,727.8 |
|
0.618 |
2,712.6 |
|
0.500 |
2,707.9 |
|
0.382 |
2,703.1 |
|
LOW |
2,687.9 |
|
0.618 |
2,663.2 |
|
1.000 |
2,648.0 |
|
1.618 |
2,623.3 |
|
2.618 |
2,583.4 |
|
4.250 |
2,518.3 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.8 |
2,707.2 |
| PP |
2,710.8 |
2,697.7 |
| S1 |
2,707.9 |
2,688.1 |
|