| 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 |
2,384.0350 |
2,355.5140 |
-28.5210 |
-1.2% |
2,551.8170 |
| High |
2,394.1250 |
2,377.3670 |
-16.7580 |
-0.7% |
2,561.5420 |
| Low |
2,285.1230 |
2,327.5090 |
42.3860 |
1.9% |
2,160.8770 |
| Close |
2,355.5140 |
2,356.6350 |
1.1210 |
0.0% |
2,163.7960 |
| Range |
109.0020 |
49.8580 |
-59.1440 |
-54.3% |
400.6650 |
| ATR |
148.3268 |
141.2933 |
-7.0335 |
-4.7% |
0.0000 |
| Volume |
132,390 |
116,000 |
-16,390 |
-12.4% |
367,675 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.4110 |
2,479.8810 |
2,384.0569 |
|
| R3 |
2,453.5530 |
2,430.0230 |
2,370.3460 |
|
| R2 |
2,403.6950 |
2,403.6950 |
2,365.7756 |
|
| R1 |
2,380.1650 |
2,380.1650 |
2,361.2053 |
2,391.9300 |
| PP |
2,353.8370 |
2,353.8370 |
2,353.8370 |
2,359.7195 |
| S1 |
2,330.3070 |
2,330.3070 |
2,352.0647 |
2,342.0720 |
| S2 |
2,303.9790 |
2,303.9790 |
2,347.4944 |
|
| S3 |
2,254.1210 |
2,280.4490 |
2,342.9241 |
|
| S4 |
2,204.2630 |
2,230.5910 |
2,329.2131 |
|
|
| 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 |
2,407.2630 |
2,154.2820 |
252.9810 |
10.7% |
134.4106 |
5.7% |
80% |
False |
False |
71,200 |
| 10 |
2,595.8950 |
2,154.2820 |
441.6130 |
18.7% |
127.1589 |
5.4% |
46% |
False |
False |
97,954 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.2% |
126.3455 |
5.4% |
31% |
False |
False |
104,553 |
| 40 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.4% |
161.9600 |
6.9% |
14% |
False |
False |
129,683 |
| 60 |
3,619.5530 |
2,154.2820 |
1,465.2710 |
62.2% |
159.8440 |
6.8% |
14% |
False |
False |
121,999 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
164.8089 |
7.0% |
11% |
False |
False |
131,719 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
162.0485 |
6.9% |
11% |
False |
False |
127,092 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
172.2747 |
7.3% |
11% |
False |
False |
130,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,589.2635 |
|
2.618 |
2,507.8952 |
|
1.618 |
2,458.0372 |
|
1.000 |
2,427.2250 |
|
0.618 |
2,408.1792 |
|
HIGH |
2,377.3670 |
|
0.618 |
2,358.3212 |
|
0.500 |
2,352.4380 |
|
0.382 |
2,346.5548 |
|
LOW |
2,327.5090 |
|
0.618 |
2,296.6968 |
|
1.000 |
2,277.6510 |
|
1.618 |
2,246.8388 |
|
2.618 |
2,196.9808 |
|
4.250 |
2,115.6125 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.2360 |
2,350.9647 |
| PP |
2,353.8370 |
2,345.2943 |
| S1 |
2,352.4380 |
2,339.6240 |
|