| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,690.2 |
2,722.9 |
32.7 |
1.2% |
2,645.8 |
| High |
2,727.8 |
2,732.4 |
4.6 |
0.2% |
2,689.9 |
| Low |
2,687.9 |
2,713.8 |
25.9 |
1.0% |
2,613.2 |
| Close |
2,716.8 |
2,724.3 |
7.5 |
0.3% |
2,685.8 |
| Range |
39.9 |
18.6 |
-21.3 |
-53.4% |
76.7 |
| ATR |
32.8 |
31.8 |
-1.0 |
-3.1% |
0.0 |
| Volume |
1,920 |
602 |
-1,318 |
-68.6% |
5,367 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.3 |
2,770.4 |
2,734.5 |
|
| R3 |
2,760.7 |
2,751.8 |
2,729.4 |
|
| R2 |
2,742.1 |
2,742.1 |
2,727.7 |
|
| R1 |
2,733.2 |
2,733.2 |
2,726.0 |
2,737.7 |
| PP |
2,723.5 |
2,723.5 |
2,723.5 |
2,725.7 |
| S1 |
2,714.6 |
2,714.6 |
2,722.6 |
2,719.1 |
| S2 |
2,704.9 |
2,704.9 |
2,720.9 |
|
| S3 |
2,686.3 |
2,696.0 |
2,719.2 |
|
| S4 |
2,667.7 |
2,677.4 |
2,714.1 |
|
|
| 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 |
2,732.4 |
2,614.4 |
118.0 |
4.3% |
32.3 |
1.2% |
93% |
True |
False |
942 |
| 10 |
2,732.4 |
2,579.2 |
153.2 |
5.6% |
32.7 |
1.2% |
95% |
True |
False |
1,278 |
| 20 |
2,732.4 |
2,543.4 |
189.0 |
6.9% |
30.4 |
1.1% |
96% |
True |
False |
1,145 |
| 40 |
2,732.4 |
2,440.4 |
292.0 |
10.7% |
33.8 |
1.2% |
97% |
True |
False |
1,208 |
| 60 |
2,732.4 |
2,416.4 |
316.0 |
11.6% |
33.4 |
1.2% |
97% |
True |
False |
1,053 |
| 80 |
2,732.4 |
2,392.2 |
340.2 |
12.5% |
32.7 |
1.2% |
98% |
True |
False |
867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.5 |
|
2.618 |
2,781.1 |
|
1.618 |
2,762.5 |
|
1.000 |
2,751.0 |
|
0.618 |
2,743.9 |
|
HIGH |
2,732.4 |
|
0.618 |
2,725.3 |
|
0.500 |
2,723.1 |
|
0.382 |
2,720.9 |
|
LOW |
2,713.8 |
|
0.618 |
2,702.3 |
|
1.000 |
2,695.2 |
|
1.618 |
2,683.7 |
|
2.618 |
2,665.1 |
|
4.250 |
2,634.8 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.9 |
2,718.2 |
| PP |
2,723.5 |
2,712.1 |
| S1 |
2,723.1 |
2,706.0 |
|