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 |
18,727.00 |
18,837.75 |
110.75 |
0.6% |
19,599.00 |
High |
18,878.50 |
19,293.50 |
415.00 |
2.2% |
19,683.00 |
Low |
18,582.25 |
18,547.00 |
-35.25 |
-0.2% |
18,339.50 |
Close |
18,864.00 |
19,271.00 |
407.00 |
2.2% |
18,458.25 |
Range |
296.25 |
746.50 |
450.25 |
152.0% |
1,343.50 |
ATR |
415.50 |
439.15 |
23.64 |
5.7% |
0.00 |
Volume |
536,220 |
729,344 |
193,124 |
36.0% |
2,592,033 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,276.75 |
21,020.25 |
19,681.50 |
|
R3 |
20,530.25 |
20,273.75 |
19,476.25 |
|
R2 |
19,783.75 |
19,783.75 |
19,407.75 |
|
R1 |
19,527.25 |
19,527.25 |
19,339.50 |
19,655.50 |
PP |
19,037.25 |
19,037.25 |
19,037.25 |
19,101.25 |
S1 |
18,780.75 |
18,780.75 |
19,202.50 |
18,909.00 |
S2 |
18,290.75 |
18,290.75 |
19,134.25 |
|
S3 |
17,544.25 |
18,034.25 |
19,065.75 |
|
S4 |
16,797.75 |
17,287.75 |
18,860.50 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,857.50 |
22,001.25 |
19,197.25 |
|
R3 |
21,514.00 |
20,657.75 |
18,827.75 |
|
R2 |
20,170.50 |
20,170.50 |
18,704.50 |
|
R1 |
19,314.25 |
19,314.25 |
18,581.50 |
19,070.50 |
PP |
18,827.00 |
18,827.00 |
18,827.00 |
18,705.00 |
S1 |
17,970.75 |
17,970.75 |
18,335.00 |
17,727.00 |
S2 |
17,483.50 |
17,483.50 |
18,212.00 |
|
S3 |
16,140.00 |
16,627.25 |
18,088.75 |
|
S4 |
14,796.50 |
15,283.75 |
17,719.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,293.50 |
18,339.50 |
954.00 |
5.0% |
469.50 |
2.4% |
98% |
True |
False |
622,655 |
10 |
19,693.50 |
18,339.50 |
1,354.00 |
7.0% |
468.75 |
2.4% |
69% |
False |
False |
609,642 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
8.7% |
392.00 |
2.0% |
55% |
False |
False |
557,578 |
40 |
20,597.75 |
17,351.00 |
3,246.75 |
16.8% |
463.25 |
2.4% |
59% |
False |
False |
647,512 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.9% |
401.75 |
2.1% |
53% |
False |
False |
644,455 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.9% |
361.00 |
1.9% |
53% |
False |
False |
488,660 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.9% |
343.00 |
1.8% |
53% |
False |
False |
391,109 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.9% |
331.25 |
1.7% |
53% |
False |
False |
326,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,466.00 |
2.618 |
21,247.75 |
1.618 |
20,501.25 |
1.000 |
20,040.00 |
0.618 |
19,754.75 |
HIGH |
19,293.50 |
0.618 |
19,008.25 |
0.500 |
18,920.25 |
0.382 |
18,832.25 |
LOW |
18,547.00 |
0.618 |
18,085.75 |
1.000 |
17,800.50 |
1.618 |
17,339.25 |
2.618 |
16,592.75 |
4.250 |
15,374.50 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,154.00 |
19,127.25 |
PP |
19,037.25 |
18,983.50 |
S1 |
18,920.25 |
18,839.75 |
|