| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,497.25 |
2,505.38 |
8.13 |
0.3% |
2,499.45 |
| High |
2,506.12 |
2,517.24 |
11.12 |
0.4% |
2,524.75 |
| Low |
2,487.11 |
2,500.63 |
13.52 |
0.5% |
2,474.08 |
| Close |
2,505.38 |
2,516.61 |
11.23 |
0.4% |
2,497.32 |
| Range |
19.01 |
16.61 |
-2.40 |
-12.6% |
50.67 |
| ATR |
30.26 |
29.28 |
-0.97 |
-3.2% |
0.00 |
| Volume |
5,318 |
5,299 |
-19 |
-0.4% |
21,379 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.32 |
2,555.58 |
2,525.75 |
|
| R3 |
2,544.71 |
2,538.97 |
2,521.18 |
|
| R2 |
2,528.10 |
2,528.10 |
2,519.66 |
|
| R1 |
2,522.36 |
2,522.36 |
2,518.13 |
2,525.23 |
| PP |
2,511.49 |
2,511.49 |
2,511.49 |
2,512.93 |
| S1 |
2,505.75 |
2,505.75 |
2,515.09 |
2,508.62 |
| S2 |
2,494.88 |
2,494.88 |
2,513.56 |
|
| S3 |
2,478.27 |
2,489.14 |
2,512.04 |
|
| S4 |
2,461.66 |
2,472.53 |
2,507.47 |
|
|
| 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% |
25.21 |
1.0% |
84% |
False |
False |
5,320 |
| 10 |
2,527.97 |
2,474.08 |
53.89 |
2.1% |
26.10 |
1.0% |
79% |
False |
False |
5,352 |
| 20 |
2,529.57 |
2,435.86 |
93.71 |
3.7% |
28.22 |
1.1% |
86% |
False |
False |
5,311 |
| 40 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
33.03 |
1.3% |
93% |
False |
False |
5,181 |
| 60 |
2,529.57 |
2,295.86 |
233.71 |
9.3% |
31.44 |
1.2% |
94% |
False |
False |
5,234 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
32.01 |
1.3% |
95% |
False |
False |
5,215 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.8% |
32.15 |
1.3% |
95% |
False |
False |
5,195 |
| 120 |
2,529.57 |
2,151.06 |
378.51 |
15.0% |
33.02 |
1.3% |
97% |
False |
False |
5,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.83 |
|
2.618 |
2,560.72 |
|
1.618 |
2,544.11 |
|
1.000 |
2,533.85 |
|
0.618 |
2,527.50 |
|
HIGH |
2,517.24 |
|
0.618 |
2,510.89 |
|
0.500 |
2,508.94 |
|
0.382 |
2,506.98 |
|
LOW |
2,500.63 |
|
0.618 |
2,490.37 |
|
1.000 |
2,484.02 |
|
1.618 |
2,473.76 |
|
2.618 |
2,457.15 |
|
4.250 |
2,430.04 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.05 |
2,513.04 |
| PP |
2,511.49 |
2,509.47 |
| S1 |
2,508.94 |
2,505.91 |
|