| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,373.0240 |
2,157.8110 |
-215.2130 |
-9.1% |
2,551.8170 |
| High |
2,407.2630 |
2,351.4710 |
-55.7920 |
-2.3% |
2,561.5420 |
| Low |
2,160.8770 |
2,154.2820 |
-6.5950 |
-0.3% |
2,160.8770 |
| Close |
2,163.7960 |
2,341.3120 |
177.5160 |
8.2% |
2,163.7960 |
| Range |
246.3860 |
197.1890 |
-49.1970 |
-20.0% |
400.6650 |
| ATR |
154.5967 |
157.6390 |
3.0423 |
2.0% |
0.0000 |
| Volume |
24 |
1,239 |
1,215 |
5,062.5% |
367,675 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.9220 |
2,804.8060 |
2,449.7660 |
|
| R3 |
2,676.7330 |
2,607.6170 |
2,395.5390 |
|
| R2 |
2,479.5440 |
2,479.5440 |
2,377.4633 |
|
| R1 |
2,410.4280 |
2,410.4280 |
2,359.3877 |
2,444.9860 |
| PP |
2,282.3550 |
2,282.3550 |
2,282.3550 |
2,299.6340 |
| S1 |
2,213.2390 |
2,213.2390 |
2,323.2363 |
2,247.7970 |
| S2 |
2,085.1660 |
2,085.1660 |
2,305.1607 |
|
| S3 |
1,887.9770 |
2,016.0500 |
2,287.0850 |
|
| S4 |
1,690.7880 |
1,818.8610 |
2,232.8581 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,497.4000 |
3,231.2630 |
2,384.1618 |
|
| R3 |
3,096.7350 |
2,830.5980 |
2,273.9789 |
|
| R2 |
2,696.0700 |
2,696.0700 |
2,237.2513 |
|
| R1 |
2,429.9330 |
2,429.9330 |
2,200.5236 |
2,362.6690 |
| PP |
2,295.4050 |
2,295.4050 |
2,295.4050 |
2,261.7730 |
| S1 |
2,029.2680 |
2,029.2680 |
2,127.0684 |
1,962.0040 |
| S2 |
1,894.7400 |
1,894.7400 |
2,090.3408 |
|
| S3 |
1,494.0750 |
1,628.6030 |
2,053.6131 |
|
| S4 |
1,093.4100 |
1,227.9380 |
1,943.4303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,561.5420 |
2,154.2820 |
407.2600 |
17.4% |
171.1196 |
7.3% |
46% |
False |
True |
73,782 |
| 10 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.3% |
148.2761 |
6.3% |
28% |
False |
True |
98,587 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.3% |
136.0312 |
5.8% |
28% |
False |
True |
103,204 |
| 40 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.8% |
171.1766 |
7.3% |
13% |
False |
True |
127,289 |
| 60 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
63.9% |
165.0890 |
7.1% |
13% |
False |
True |
120,706 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.3% |
167.7651 |
7.2% |
10% |
False |
True |
132,281 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.3% |
165.4806 |
7.1% |
10% |
False |
True |
128,682 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.3% |
177.9912 |
7.6% |
10% |
False |
True |
132,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.5243 |
|
2.618 |
2,867.7118 |
|
1.618 |
2,670.5228 |
|
1.000 |
2,548.6600 |
|
0.618 |
2,473.3338 |
|
HIGH |
2,351.4710 |
|
0.618 |
2,276.1448 |
|
0.500 |
2,252.8765 |
|
0.382 |
2,229.6082 |
|
LOW |
2,154.2820 |
|
0.618 |
2,032.4192 |
|
1.000 |
1,957.0930 |
|
1.618 |
1,835.2302 |
|
2.618 |
1,638.0412 |
|
4.250 |
1,316.2288 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,311.8335 |
2,331.0540 |
| PP |
2,282.3550 |
2,320.7960 |
| S1 |
2,252.8765 |
2,310.5380 |
|