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 |
4,794.0 |
4,759.0 |
-35.0 |
-0.7% |
4,982.0 |
High |
4,810.0 |
4,825.0 |
15.0 |
0.3% |
4,998.0 |
Low |
4,729.0 |
4,740.0 |
11.0 |
0.2% |
4,730.0 |
Close |
4,756.0 |
4,766.0 |
10.0 |
0.2% |
4,739.0 |
Range |
81.0 |
85.0 |
4.0 |
4.9% |
268.0 |
ATR |
69.8 |
70.9 |
1.1 |
1.6% |
0.0 |
Volume |
637,085 |
719,182 |
82,097 |
12.9% |
3,297,953 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,032.0 |
4,984.0 |
4,812.8 |
|
R3 |
4,947.0 |
4,899.0 |
4,789.4 |
|
R2 |
4,862.0 |
4,862.0 |
4,781.6 |
|
R1 |
4,814.0 |
4,814.0 |
4,773.8 |
4,838.0 |
PP |
4,777.0 |
4,777.0 |
4,777.0 |
4,789.0 |
S1 |
4,729.0 |
4,729.0 |
4,758.2 |
4,753.0 |
S2 |
4,692.0 |
4,692.0 |
4,750.4 |
|
S3 |
4,607.0 |
4,644.0 |
4,742.6 |
|
S4 |
4,522.0 |
4,559.0 |
4,719.3 |
|
|
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 |
4,863.0 |
4,729.0 |
134.0 |
2.8% |
77.4 |
1.6% |
28% |
False |
False |
769,521 |
10 |
4,998.0 |
4,729.0 |
269.0 |
5.6% |
71.8 |
1.5% |
14% |
False |
False |
697,815 |
20 |
4,998.0 |
4,718.0 |
280.0 |
5.9% |
59.5 |
1.2% |
17% |
False |
False |
596,693 |
40 |
4,998.0 |
4,494.0 |
504.0 |
10.6% |
74.0 |
1.6% |
54% |
False |
False |
703,254 |
60 |
5,087.0 |
4,494.0 |
593.0 |
12.4% |
71.2 |
1.5% |
46% |
False |
False |
716,916 |
80 |
5,132.0 |
4,494.0 |
638.0 |
13.4% |
68.5 |
1.4% |
43% |
False |
False |
552,601 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.8% |
64.5 |
1.4% |
41% |
False |
False |
442,496 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.8% |
60.4 |
1.3% |
41% |
False |
False |
368,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,186.3 |
2.618 |
5,047.5 |
1.618 |
4,962.5 |
1.000 |
4,910.0 |
0.618 |
4,877.5 |
HIGH |
4,825.0 |
0.618 |
4,792.5 |
0.500 |
4,782.5 |
0.382 |
4,772.5 |
LOW |
4,740.0 |
0.618 |
4,687.5 |
1.000 |
4,655.0 |
1.618 |
4,602.5 |
2.618 |
4,517.5 |
4.250 |
4,378.8 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,782.5 |
4,777.0 |
PP |
4,777.0 |
4,773.3 |
S1 |
4,771.5 |
4,769.7 |
|