| 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 |
2,516.58 |
2,511.77 |
-4.81 |
-0.2% |
2,499.45 |
| High |
2,527.18 |
2,559.79 |
32.61 |
1.3% |
2,524.75 |
| Low |
2,504.77 |
2,511.35 |
6.58 |
0.3% |
2,474.08 |
| Close |
2,511.83 |
2,558.91 |
47.08 |
1.9% |
2,497.32 |
| Range |
22.41 |
48.44 |
26.03 |
116.2% |
50.67 |
| ATR |
28.79 |
30.20 |
1.40 |
4.9% |
0.00 |
| Volume |
5,478 |
5,462 |
-16 |
-0.3% |
21,379 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.67 |
2,672.23 |
2,585.55 |
|
| R3 |
2,640.23 |
2,623.79 |
2,572.23 |
|
| R2 |
2,591.79 |
2,591.79 |
2,567.79 |
|
| R1 |
2,575.35 |
2,575.35 |
2,563.35 |
2,583.57 |
| PP |
2,543.35 |
2,543.35 |
2,543.35 |
2,547.46 |
| S1 |
2,526.91 |
2,526.91 |
2,554.47 |
2,535.13 |
| S2 |
2,494.91 |
2,494.91 |
2,550.03 |
|
| S3 |
2,446.47 |
2,478.47 |
2,545.59 |
|
| S4 |
2,398.03 |
2,430.03 |
2,532.27 |
|
|
| 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 |
2,559.79 |
2,487.06 |
72.73 |
2.8% |
28.83 |
1.1% |
99% |
True |
False |
5,370 |
| 10 |
2,559.79 |
2,474.08 |
85.71 |
3.3% |
27.95 |
1.1% |
99% |
True |
False |
5,369 |
| 20 |
2,559.79 |
2,435.86 |
123.93 |
4.8% |
29.16 |
1.1% |
99% |
True |
False |
5,328 |
| 40 |
2,559.79 |
2,354.48 |
205.31 |
8.0% |
32.85 |
1.3% |
100% |
True |
False |
5,196 |
| 60 |
2,559.79 |
2,295.86 |
263.93 |
10.3% |
31.71 |
1.2% |
100% |
True |
False |
5,239 |
| 80 |
2,559.79 |
2,287.64 |
272.15 |
10.6% |
32.06 |
1.3% |
100% |
True |
False |
5,220 |
| 100 |
2,559.79 |
2,281.97 |
277.82 |
10.9% |
32.19 |
1.3% |
100% |
True |
False |
5,205 |
| 120 |
2,559.79 |
2,159.42 |
400.37 |
15.6% |
32.97 |
1.3% |
100% |
True |
False |
5,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.66 |
|
2.618 |
2,686.61 |
|
1.618 |
2,638.17 |
|
1.000 |
2,608.23 |
|
0.618 |
2,589.73 |
|
HIGH |
2,559.79 |
|
0.618 |
2,541.29 |
|
0.500 |
2,535.57 |
|
0.382 |
2,529.85 |
|
LOW |
2,511.35 |
|
0.618 |
2,481.41 |
|
1.000 |
2,462.91 |
|
1.618 |
2,432.97 |
|
2.618 |
2,384.53 |
|
4.250 |
2,305.48 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.13 |
2,549.34 |
| PP |
2,543.35 |
2,539.78 |
| S1 |
2,535.57 |
2,530.21 |
|