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 |
4,742.0 |
4,794.0 |
52.0 |
1.1% |
4,982.0 |
High |
4,806.0 |
4,810.0 |
4.0 |
0.1% |
4,998.0 |
Low |
4,742.0 |
4,729.0 |
-13.0 |
-0.3% |
4,730.0 |
Close |
4,782.0 |
4,756.0 |
-26.0 |
-0.5% |
4,739.0 |
Range |
64.0 |
81.0 |
17.0 |
26.6% |
268.0 |
ATR |
69.0 |
69.8 |
0.9 |
1.2% |
0.0 |
Volume |
718,278 |
637,085 |
-81,193 |
-11.3% |
3,297,953 |
|
Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,008.0 |
4,963.0 |
4,800.6 |
|
R3 |
4,927.0 |
4,882.0 |
4,778.3 |
|
R2 |
4,846.0 |
4,846.0 |
4,770.9 |
|
R1 |
4,801.0 |
4,801.0 |
4,763.4 |
4,783.0 |
PP |
4,765.0 |
4,765.0 |
4,765.0 |
4,756.0 |
S1 |
4,720.0 |
4,720.0 |
4,748.6 |
4,702.0 |
S2 |
4,684.0 |
4,684.0 |
4,741.2 |
|
S3 |
4,603.0 |
4,639.0 |
4,733.7 |
|
S4 |
4,522.0 |
4,558.0 |
4,711.5 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.3 |
5,450.7 |
4,886.4 |
|
R3 |
5,358.3 |
5,182.7 |
4,812.7 |
|
R2 |
5,090.3 |
5,090.3 |
4,788.1 |
|
R1 |
4,914.7 |
4,914.7 |
4,763.6 |
4,868.5 |
PP |
4,822.3 |
4,822.3 |
4,822.3 |
4,799.3 |
S1 |
4,646.7 |
4,646.7 |
4,714.4 |
4,600.5 |
S2 |
4,554.3 |
4,554.3 |
4,689.9 |
|
S3 |
4,286.3 |
4,378.7 |
4,665.3 |
|
S4 |
4,018.3 |
4,110.7 |
4,591.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,895.0 |
4,729.0 |
166.0 |
3.5% |
71.0 |
1.5% |
16% |
False |
True |
794,315 |
10 |
4,998.0 |
4,729.0 |
269.0 |
5.7% |
65.8 |
1.4% |
10% |
False |
True |
660,288 |
20 |
4,998.0 |
4,677.0 |
321.0 |
6.7% |
57.9 |
1.2% |
25% |
False |
False |
586,382 |
40 |
5,012.0 |
4,494.0 |
518.0 |
10.9% |
72.9 |
1.5% |
51% |
False |
False |
701,266 |
60 |
5,087.0 |
4,494.0 |
593.0 |
12.5% |
72.2 |
1.5% |
44% |
False |
False |
715,097 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.8% |
68.1 |
1.4% |
40% |
False |
False |
543,678 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.8% |
64.3 |
1.4% |
40% |
False |
False |
435,305 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.8% |
59.9 |
1.3% |
40% |
False |
False |
362,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,154.3 |
2.618 |
5,022.1 |
1.618 |
4,941.1 |
1.000 |
4,891.0 |
0.618 |
4,860.1 |
HIGH |
4,810.0 |
0.618 |
4,779.1 |
0.500 |
4,769.5 |
0.382 |
4,759.9 |
LOW |
4,729.0 |
0.618 |
4,678.9 |
1.000 |
4,648.0 |
1.618 |
4,597.9 |
2.618 |
4,516.9 |
4.250 |
4,384.8 |
|
|
Fisher Pivots for day following 10-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,769.5 |
4,783.5 |
PP |
4,765.0 |
4,774.3 |
S1 |
4,760.5 |
4,765.2 |
|