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 |
8,225.0 |
8,268.5 |
43.5 |
0.5% |
8,425.0 |
High |
8,278.5 |
8,315.5 |
37.0 |
0.4% |
8,426.5 |
Low |
8,179.5 |
8,227.5 |
48.0 |
0.6% |
8,177.0 |
Close |
8,206.5 |
8,247.5 |
41.0 |
0.5% |
8,183.5 |
Range |
99.0 |
88.0 |
-11.0 |
-11.1% |
249.5 |
ATR |
92.2 |
93.4 |
1.2 |
1.3% |
0.0 |
Volume |
92,967 |
90,474 |
-2,493 |
-2.7% |
361,396 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,527.5 |
8,475.5 |
8,296.0 |
|
R3 |
8,439.5 |
8,387.5 |
8,271.5 |
|
R2 |
8,351.5 |
8,351.5 |
8,263.5 |
|
R1 |
8,299.5 |
8,299.5 |
8,255.5 |
8,281.5 |
PP |
8,263.5 |
8,263.5 |
8,263.5 |
8,254.5 |
S1 |
8,211.5 |
8,211.5 |
8,239.5 |
8,193.5 |
S2 |
8,175.5 |
8,175.5 |
8,231.5 |
|
S3 |
8,087.5 |
8,123.5 |
8,223.5 |
|
S4 |
7,999.5 |
8,035.5 |
8,199.0 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,011.0 |
8,846.5 |
8,320.5 |
|
R3 |
8,761.5 |
8,597.0 |
8,252.0 |
|
R2 |
8,512.0 |
8,512.0 |
8,229.0 |
|
R1 |
8,347.5 |
8,347.5 |
8,206.5 |
8,305.0 |
PP |
8,262.5 |
8,262.5 |
8,262.5 |
8,241.0 |
S1 |
8,098.0 |
8,098.0 |
8,160.5 |
8,055.5 |
S2 |
8,013.0 |
8,013.0 |
8,138.0 |
|
S3 |
7,763.5 |
7,848.5 |
8,115.0 |
|
S4 |
7,514.0 |
7,599.0 |
8,046.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,315.5 |
8,177.0 |
138.5 |
1.7% |
91.5 |
1.1% |
51% |
True |
False |
84,152 |
10 |
8,441.0 |
8,177.0 |
264.0 |
3.2% |
88.0 |
1.1% |
27% |
False |
False |
75,212 |
20 |
8,441.0 |
8,177.0 |
264.0 |
3.2% |
82.0 |
1.0% |
27% |
False |
False |
68,977 |
40 |
8,441.0 |
7,908.0 |
533.0 |
6.5% |
98.0 |
1.2% |
64% |
False |
False |
79,251 |
60 |
8,441.0 |
7,908.0 |
533.0 |
6.5% |
92.0 |
1.1% |
64% |
False |
False |
80,963 |
80 |
8,475.5 |
7,908.0 |
567.5 |
6.9% |
85.5 |
1.0% |
60% |
False |
False |
68,577 |
100 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
72.0 |
0.9% |
58% |
False |
False |
54,863 |
120 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
69.0 |
0.8% |
65% |
False |
False |
45,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,689.5 |
2.618 |
8,546.0 |
1.618 |
8,458.0 |
1.000 |
8,403.5 |
0.618 |
8,370.0 |
HIGH |
8,315.5 |
0.618 |
8,282.0 |
0.500 |
8,271.5 |
0.382 |
8,261.0 |
LOW |
8,227.5 |
0.618 |
8,173.0 |
1.000 |
8,139.5 |
1.618 |
8,085.0 |
2.618 |
7,997.0 |
4.250 |
7,853.5 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,271.5 |
8,247.5 |
PP |
8,263.5 |
8,247.5 |
S1 |
8,255.5 |
8,247.5 |
|