| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,505.38 |
2,516.58 |
11.20 |
0.4% |
2,499.45 |
| High |
2,517.24 |
2,527.18 |
9.94 |
0.4% |
2,524.75 |
| Low |
2,500.63 |
2,504.77 |
4.14 |
0.2% |
2,474.08 |
| Close |
2,516.61 |
2,511.83 |
-4.78 |
-0.2% |
2,497.32 |
| Range |
16.61 |
22.41 |
5.80 |
34.9% |
50.67 |
| ATR |
29.28 |
28.79 |
-0.49 |
-1.7% |
0.00 |
| Volume |
5,299 |
5,478 |
179 |
3.4% |
21,379 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.82 |
2,569.24 |
2,524.16 |
|
| R3 |
2,559.41 |
2,546.83 |
2,517.99 |
|
| R2 |
2,537.00 |
2,537.00 |
2,515.94 |
|
| R1 |
2,524.42 |
2,524.42 |
2,513.88 |
2,519.51 |
| PP |
2,514.59 |
2,514.59 |
2,514.59 |
2,512.14 |
| S1 |
2,502.01 |
2,502.01 |
2,509.78 |
2,497.10 |
| S2 |
2,492.18 |
2,492.18 |
2,507.72 |
|
| S3 |
2,469.77 |
2,479.60 |
2,505.67 |
|
| S4 |
2,447.36 |
2,457.19 |
2,499.50 |
|
|
| 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 |
2,527.18 |
2,487.06 |
40.12 |
1.6% |
24.74 |
1.0% |
62% |
True |
False |
5,347 |
| 10 |
2,527.97 |
2,474.08 |
53.89 |
2.1% |
26.41 |
1.1% |
70% |
False |
False |
5,361 |
| 20 |
2,529.57 |
2,435.86 |
93.71 |
3.7% |
28.50 |
1.1% |
81% |
False |
False |
5,321 |
| 40 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
32.37 |
1.3% |
90% |
False |
False |
5,186 |
| 60 |
2,529.57 |
2,295.86 |
233.71 |
9.3% |
31.26 |
1.2% |
92% |
False |
False |
5,236 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
31.99 |
1.3% |
93% |
False |
False |
5,218 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
32.08 |
1.3% |
93% |
False |
False |
5,198 |
| 120 |
2,529.57 |
2,159.42 |
370.15 |
14.7% |
32.91 |
1.3% |
95% |
False |
False |
5,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,622.42 |
|
2.618 |
2,585.85 |
|
1.618 |
2,563.44 |
|
1.000 |
2,549.59 |
|
0.618 |
2,541.03 |
|
HIGH |
2,527.18 |
|
0.618 |
2,518.62 |
|
0.500 |
2,515.98 |
|
0.382 |
2,513.33 |
|
LOW |
2,504.77 |
|
0.618 |
2,490.92 |
|
1.000 |
2,482.36 |
|
1.618 |
2,468.51 |
|
2.618 |
2,446.10 |
|
4.250 |
2,409.53 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,515.98 |
2,510.27 |
| PP |
2,514.59 |
2,508.71 |
| S1 |
2,513.21 |
2,507.15 |
|