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 |
5,499.25 |
5,558.00 |
58.75 |
1.1% |
5,656.25 |
High |
5,567.50 |
5,607.00 |
39.50 |
0.7% |
5,669.75 |
Low |
5,412.00 |
5,540.25 |
128.25 |
2.4% |
5,394.00 |
Close |
5,561.25 |
5,602.25 |
41.00 |
0.7% |
5,419.50 |
Range |
155.50 |
66.75 |
-88.75 |
-57.1% |
275.75 |
ATR |
88.52 |
86.97 |
-1.56 |
-1.8% |
0.00 |
Volume |
2,309,139 |
1,726,434 |
-582,705 |
-25.2% |
7,774,910 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,783.50 |
5,759.50 |
5,639.00 |
|
R3 |
5,716.75 |
5,692.75 |
5,620.50 |
|
R2 |
5,650.00 |
5,650.00 |
5,614.50 |
|
R1 |
5,626.00 |
5,626.00 |
5,608.25 |
5,638.00 |
PP |
5,583.25 |
5,583.25 |
5,583.25 |
5,589.00 |
S1 |
5,559.25 |
5,559.25 |
5,596.25 |
5,571.25 |
S2 |
5,516.50 |
5,516.50 |
5,590.00 |
|
S3 |
5,449.75 |
5,492.50 |
5,584.00 |
|
S4 |
5,383.00 |
5,425.75 |
5,565.50 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,321.75 |
6,146.25 |
5,571.25 |
|
R3 |
6,046.00 |
5,870.50 |
5,495.25 |
|
R2 |
5,770.25 |
5,770.25 |
5,470.00 |
|
R1 |
5,594.75 |
5,594.75 |
5,444.75 |
5,544.50 |
PP |
5,494.50 |
5,494.50 |
5,494.50 |
5,469.25 |
S1 |
5,319.00 |
5,319.00 |
5,394.25 |
5,269.00 |
S2 |
5,218.75 |
5,218.75 |
5,369.00 |
|
S3 |
4,943.00 |
5,043.25 |
5,343.75 |
|
S4 |
4,667.25 |
4,767.50 |
5,267.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,607.00 |
5,394.00 |
213.00 |
3.8% |
101.25 |
1.8% |
98% |
True |
False |
1,910,085 |
10 |
5,669.75 |
5,394.00 |
275.75 |
4.9% |
95.75 |
1.7% |
76% |
False |
False |
1,807,836 |
20 |
5,669.75 |
5,394.00 |
275.75 |
4.9% |
78.00 |
1.4% |
76% |
False |
False |
1,507,206 |
40 |
5,669.75 |
5,120.00 |
549.75 |
9.8% |
91.50 |
1.6% |
88% |
False |
False |
1,793,835 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
77.25 |
1.4% |
80% |
False |
False |
1,671,945 |
80 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
71.25 |
1.3% |
80% |
False |
False |
1,305,921 |
100 |
5,721.25 |
5,062.50 |
658.75 |
11.8% |
68.25 |
1.2% |
82% |
False |
False |
1,045,207 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
67.25 |
1.2% |
83% |
False |
False |
871,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,890.75 |
2.618 |
5,781.75 |
1.618 |
5,715.00 |
1.000 |
5,673.75 |
0.618 |
5,648.25 |
HIGH |
5,607.00 |
0.618 |
5,581.50 |
0.500 |
5,573.50 |
0.382 |
5,565.75 |
LOW |
5,540.25 |
0.618 |
5,499.00 |
1.000 |
5,473.50 |
1.618 |
5,432.25 |
2.618 |
5,365.50 |
4.250 |
5,256.50 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,592.75 |
5,571.25 |
PP |
5,583.25 |
5,540.50 |
S1 |
5,573.50 |
5,509.50 |
|