| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,140.9 |
2,091.0 |
-49.9 |
-2.3% |
2,221.3 |
| High |
2,150.1 |
2,120.2 |
-29.9 |
-1.4% |
2,224.5 |
| Low |
2,083.4 |
2,086.8 |
3.4 |
0.2% |
2,083.4 |
| Close |
2,096.5 |
2,102.3 |
5.8 |
0.3% |
2,096.5 |
| Range |
66.7 |
33.4 |
-33.3 |
-49.9% |
141.1 |
| ATR |
48.7 |
47.6 |
-1.1 |
-2.2% |
0.0 |
| Volume |
245,291 |
163,002 |
-82,289 |
-33.5% |
771,187 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.3 |
2,186.2 |
2,120.7 |
|
| R3 |
2,169.9 |
2,152.8 |
2,111.5 |
|
| R2 |
2,136.5 |
2,136.5 |
2,108.4 |
|
| R1 |
2,119.4 |
2,119.4 |
2,105.4 |
2,128.0 |
| PP |
2,103.1 |
2,103.1 |
2,103.1 |
2,107.4 |
| S1 |
2,086.0 |
2,086.0 |
2,099.2 |
2,094.6 |
| S2 |
2,069.7 |
2,069.7 |
2,096.2 |
|
| S3 |
2,036.3 |
2,052.6 |
2,093.1 |
|
| S4 |
2,002.9 |
2,019.2 |
2,083.9 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.1 |
2,468.4 |
2,174.1 |
|
| R3 |
2,417.0 |
2,327.3 |
2,135.3 |
|
| R2 |
2,275.9 |
2,275.9 |
2,122.4 |
|
| R1 |
2,186.2 |
2,186.2 |
2,109.4 |
2,160.5 |
| PP |
2,134.8 |
2,134.8 |
2,134.8 |
2,122.0 |
| S1 |
2,045.1 |
2,045.1 |
2,083.6 |
2,019.4 |
| S2 |
1,993.7 |
1,993.7 |
2,070.6 |
|
| S3 |
1,852.6 |
1,904.0 |
2,057.7 |
|
| S4 |
1,711.5 |
1,762.9 |
2,018.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,224.5 |
2,083.4 |
141.1 |
6.7% |
49.1 |
2.3% |
13% |
False |
False |
186,837 |
| 10 |
2,249.3 |
2,083.4 |
165.9 |
7.9% |
41.3 |
2.0% |
11% |
False |
False |
165,913 |
| 20 |
2,249.3 |
2,062.4 |
186.9 |
8.9% |
43.5 |
2.1% |
21% |
False |
False |
159,509 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
54.6 |
2.6% |
33% |
False |
False |
216,363 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
47.4 |
2.3% |
33% |
False |
False |
208,243 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
43.7 |
2.1% |
33% |
False |
False |
156,692 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
42.3 |
2.0% |
43% |
False |
False |
125,387 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
41.9 |
2.0% |
43% |
False |
False |
104,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.2 |
|
2.618 |
2,207.6 |
|
1.618 |
2,174.2 |
|
1.000 |
2,153.6 |
|
0.618 |
2,140.8 |
|
HIGH |
2,120.2 |
|
0.618 |
2,107.4 |
|
0.500 |
2,103.5 |
|
0.382 |
2,099.6 |
|
LOW |
2,086.8 |
|
0.618 |
2,066.2 |
|
1.000 |
2,053.4 |
|
1.618 |
2,032.8 |
|
2.618 |
1,999.4 |
|
4.250 |
1,944.9 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.5 |
2,121.6 |
| PP |
2,103.1 |
2,115.2 |
| S1 |
2,102.7 |
2,108.7 |
|