Trading Metrics calculated at close of trading on 11-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
57,014.52 |
57,612.83 |
598.31 |
1.0% |
58,941.08 |
High |
57,968.80 |
57,960.78 |
-8.02 |
0.0% |
59,786.73 |
Low |
56,530.15 |
55,635.37 |
-894.78 |
-1.6% |
52,795.43 |
Close |
57,740.50 |
57,665.79 |
-74.71 |
-0.1% |
52,875.91 |
Range |
1,438.65 |
2,325.41 |
886.76 |
61.6% |
6,991.30 |
ATR |
2,864.95 |
2,826.41 |
-38.54 |
-1.3% |
0.00 |
Volume |
14,101 |
20,114 |
6,013 |
42.6% |
57,720 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64,063.54 |
63,190.08 |
58,944.77 |
|
R3 |
61,738.13 |
60,864.67 |
58,305.28 |
|
R2 |
59,412.72 |
59,412.72 |
58,092.12 |
|
R1 |
58,539.26 |
58,539.26 |
57,878.95 |
58,975.99 |
PP |
57,087.31 |
57,087.31 |
57,087.31 |
57,305.68 |
S1 |
56,213.85 |
56,213.85 |
57,452.63 |
56,650.58 |
S2 |
54,761.90 |
54,761.90 |
57,239.46 |
|
S3 |
52,436.49 |
53,888.44 |
57,026.30 |
|
S4 |
50,111.08 |
51,563.03 |
56,386.81 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76,126.59 |
71,492.55 |
56,721.13 |
|
R3 |
69,135.29 |
64,501.25 |
54,798.52 |
|
R2 |
62,143.99 |
62,143.99 |
54,157.65 |
|
R1 |
57,509.95 |
57,509.95 |
53,516.78 |
56,331.32 |
PP |
55,152.69 |
55,152.69 |
55,152.69 |
54,563.38 |
S1 |
50,518.65 |
50,518.65 |
52,235.04 |
49,340.02 |
S2 |
48,161.39 |
48,161.39 |
51,594.17 |
|
S3 |
41,170.09 |
43,527.35 |
50,953.30 |
|
S4 |
34,178.79 |
36,536.05 |
49,030.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58,350.15 |
52,781.77 |
5,568.38 |
9.7% |
2,925.21 |
5.1% |
88% |
False |
False |
10,986 |
10 |
61,955.89 |
52,781.77 |
9,174.12 |
15.9% |
2,728.94 |
4.7% |
53% |
False |
False |
15,763 |
20 |
64,936.25 |
52,781.77 |
12,154.48 |
21.1% |
2,665.27 |
4.6% |
40% |
False |
False |
16,167 |
40 |
69,898.02 |
49,784.02 |
20,114.00 |
34.9% |
2,990.43 |
5.2% |
39% |
False |
False |
16,850 |
60 |
69,898.02 |
49,784.02 |
20,114.00 |
34.9% |
2,906.62 |
5.0% |
39% |
False |
False |
16,309 |
80 |
71,924.09 |
49,784.02 |
22,140.07 |
38.4% |
2,773.64 |
4.8% |
36% |
False |
False |
16,701 |
100 |
71,924.09 |
49,784.02 |
22,140.07 |
38.4% |
2,799.71 |
4.9% |
36% |
False |
False |
17,281 |
120 |
72,666.20 |
49,784.02 |
22,882.18 |
39.7% |
2,946.79 |
5.1% |
34% |
False |
False |
18,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67,843.77 |
2.618 |
64,048.70 |
1.618 |
61,723.29 |
1.000 |
60,286.19 |
0.618 |
59,397.88 |
HIGH |
57,960.78 |
0.618 |
57,072.47 |
0.500 |
56,798.08 |
0.382 |
56,523.68 |
LOW |
55,635.37 |
0.618 |
54,198.27 |
1.000 |
53,309.96 |
1.618 |
51,872.86 |
2.618 |
49,547.45 |
4.250 |
45,752.38 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
57,376.55 |
56,902.29 |
PP |
57,087.31 |
56,138.79 |
S1 |
56,798.08 |
55,375.29 |
|