| 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 |
2,516.51 |
2,497.25 |
-19.26 |
-0.8% |
2,499.45 |
| High |
2,524.75 |
2,506.12 |
-18.63 |
-0.7% |
2,524.75 |
| Low |
2,487.06 |
2,487.11 |
0.05 |
0.0% |
2,474.08 |
| Close |
2,497.32 |
2,505.38 |
8.06 |
0.3% |
2,497.32 |
| Range |
37.69 |
19.01 |
-18.68 |
-49.6% |
50.67 |
| ATR |
31.12 |
30.26 |
-0.87 |
-2.8% |
0.00 |
| Volume |
5,295 |
5,318 |
23 |
0.4% |
21,379 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.57 |
2,549.98 |
2,515.84 |
|
| R3 |
2,537.56 |
2,530.97 |
2,510.61 |
|
| R2 |
2,518.55 |
2,518.55 |
2,508.87 |
|
| R1 |
2,511.96 |
2,511.96 |
2,507.12 |
2,515.26 |
| PP |
2,499.54 |
2,499.54 |
2,499.54 |
2,501.18 |
| S1 |
2,492.95 |
2,492.95 |
2,503.64 |
2,496.25 |
| S2 |
2,480.53 |
2,480.53 |
2,501.89 |
|
| S3 |
2,461.52 |
2,473.94 |
2,500.15 |
|
| S4 |
2,442.51 |
2,454.93 |
2,494.92 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.73 |
2,624.69 |
2,525.19 |
|
| R3 |
2,600.06 |
2,574.02 |
2,511.25 |
|
| R2 |
2,549.39 |
2,549.39 |
2,506.61 |
|
| R1 |
2,523.35 |
2,523.35 |
2,501.96 |
2,511.04 |
| PP |
2,498.72 |
2,498.72 |
2,498.72 |
2,492.56 |
| S1 |
2,472.68 |
2,472.68 |
2,492.68 |
2,460.37 |
| S2 |
2,448.05 |
2,448.05 |
2,488.03 |
|
| S3 |
2,397.38 |
2,422.01 |
2,483.39 |
|
| S4 |
2,346.71 |
2,371.34 |
2,469.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,524.75 |
2,474.08 |
50.67 |
2.0% |
27.57 |
1.1% |
62% |
False |
False |
5,339 |
| 10 |
2,527.97 |
2,474.08 |
53.89 |
2.2% |
26.15 |
1.0% |
58% |
False |
False |
5,355 |
| 20 |
2,529.57 |
2,424.62 |
104.95 |
4.2% |
29.78 |
1.2% |
77% |
False |
False |
5,310 |
| 40 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
33.45 |
1.3% |
86% |
False |
False |
5,180 |
| 60 |
2,529.57 |
2,295.86 |
233.71 |
9.3% |
31.62 |
1.3% |
90% |
False |
False |
5,233 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.23 |
1.3% |
90% |
False |
False |
5,215 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
32.29 |
1.3% |
90% |
False |
False |
5,192 |
| 120 |
2,529.57 |
2,149.44 |
380.13 |
15.2% |
32.99 |
1.3% |
94% |
False |
False |
5,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.91 |
|
2.618 |
2,555.89 |
|
1.618 |
2,536.88 |
|
1.000 |
2,525.13 |
|
0.618 |
2,517.87 |
|
HIGH |
2,506.12 |
|
0.618 |
2,498.86 |
|
0.500 |
2,496.62 |
|
0.382 |
2,494.37 |
|
LOW |
2,487.11 |
|
0.618 |
2,475.36 |
|
1.000 |
2,468.10 |
|
1.618 |
2,456.35 |
|
2.618 |
2,437.34 |
|
4.250 |
2,406.32 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,502.46 |
2,505.91 |
| PP |
2,499.54 |
2,505.73 |
| S1 |
2,496.62 |
2,505.56 |
|