Trading Metrics calculated at close of trading on 12-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
57,612.83 |
57,665.79 |
52.96 |
0.1% |
58,941.08 |
High |
57,960.78 |
58,452.35 |
491.57 |
0.8% |
59,786.73 |
Low |
55,635.37 |
57,335.00 |
1,699.63 |
3.1% |
52,795.43 |
Close |
57,665.79 |
58,225.83 |
560.04 |
1.0% |
52,875.91 |
Range |
2,325.41 |
1,117.35 |
-1,208.06 |
-52.0% |
6,991.30 |
ATR |
2,826.41 |
2,704.34 |
-122.08 |
-4.3% |
0.00 |
Volume |
20,114 |
6,853 |
-13,261 |
-65.9% |
57,720 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61,356.44 |
60,908.49 |
58,840.37 |
|
R3 |
60,239.09 |
59,791.14 |
58,533.10 |
|
R2 |
59,121.74 |
59,121.74 |
58,430.68 |
|
R1 |
58,673.79 |
58,673.79 |
58,328.25 |
58,897.77 |
PP |
58,004.39 |
58,004.39 |
58,004.39 |
58,116.38 |
S1 |
57,556.44 |
57,556.44 |
58,123.41 |
57,780.42 |
S2 |
56,887.04 |
56,887.04 |
58,020.98 |
|
S3 |
55,769.69 |
56,439.09 |
57,918.56 |
|
S4 |
54,652.34 |
55,321.74 |
57,611.29 |
|
|
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 |
58,452.35 |
52,781.77 |
5,670.58 |
9.7% |
2,674.09 |
4.6% |
96% |
True |
False |
8,254 |
10 |
61,128.80 |
52,781.77 |
8,347.03 |
14.3% |
2,434.59 |
4.2% |
65% |
False |
False |
13,600 |
20 |
64,936.25 |
52,781.77 |
12,154.48 |
20.9% |
2,589.35 |
4.4% |
45% |
False |
False |
15,412 |
40 |
69,898.02 |
49,784.02 |
20,114.00 |
34.5% |
2,970.30 |
5.1% |
42% |
False |
False |
16,532 |
60 |
69,898.02 |
49,784.02 |
20,114.00 |
34.5% |
2,892.63 |
5.0% |
42% |
False |
False |
16,419 |
80 |
71,924.09 |
49,784.02 |
22,140.07 |
38.0% |
2,759.56 |
4.7% |
38% |
False |
False |
16,547 |
100 |
71,924.09 |
49,784.02 |
22,140.07 |
38.0% |
2,755.31 |
4.7% |
38% |
False |
False |
16,965 |
120 |
72,666.20 |
49,784.02 |
22,882.18 |
39.3% |
2,928.53 |
5.0% |
37% |
False |
False |
18,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63,201.09 |
2.618 |
61,377.57 |
1.618 |
60,260.22 |
1.000 |
59,569.70 |
0.618 |
59,142.87 |
HIGH |
58,452.35 |
0.618 |
58,025.52 |
0.500 |
57,893.68 |
0.382 |
57,761.83 |
LOW |
57,335.00 |
0.618 |
56,644.48 |
1.000 |
56,217.65 |
1.618 |
55,527.13 |
2.618 |
54,409.78 |
4.250 |
52,586.26 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
58,115.11 |
57,831.84 |
PP |
58,004.39 |
57,437.85 |
S1 |
57,893.68 |
57,043.86 |
|