| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,091.0 |
2,104.8 |
13.8 |
0.7% |
2,221.3 |
| High |
2,120.2 |
2,107.5 |
-12.7 |
-0.6% |
2,224.5 |
| Low |
2,086.8 |
2,074.7 |
-12.1 |
-0.6% |
2,083.4 |
| Close |
2,102.3 |
2,101.0 |
-1.3 |
-0.1% |
2,096.5 |
| Range |
33.4 |
32.8 |
-0.6 |
-1.8% |
141.1 |
| ATR |
47.6 |
46.6 |
-1.1 |
-2.2% |
0.0 |
| Volume |
163,002 |
146,856 |
-16,146 |
-9.9% |
771,187 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.8 |
2,179.7 |
2,119.0 |
|
| R3 |
2,160.0 |
2,146.9 |
2,110.0 |
|
| R2 |
2,127.2 |
2,127.2 |
2,107.0 |
|
| R1 |
2,114.1 |
2,114.1 |
2,104.0 |
2,104.3 |
| PP |
2,094.4 |
2,094.4 |
2,094.4 |
2,089.5 |
| S1 |
2,081.3 |
2,081.3 |
2,098.0 |
2,071.5 |
| S2 |
2,061.6 |
2,061.6 |
2,095.0 |
|
| S3 |
2,028.8 |
2,048.5 |
2,092.0 |
|
| S4 |
1,996.0 |
2,015.7 |
2,083.0 |
|
|
| 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 |
2,173.7 |
2,074.7 |
99.0 |
4.7% |
40.5 |
1.9% |
27% |
False |
True |
175,790 |
| 10 |
2,233.4 |
2,074.7 |
158.7 |
7.6% |
42.1 |
2.0% |
17% |
False |
True |
164,901 |
| 20 |
2,249.3 |
2,062.4 |
186.9 |
8.9% |
43.5 |
2.1% |
21% |
False |
False |
160,253 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
54.2 |
2.6% |
33% |
False |
False |
213,239 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
47.1 |
2.2% |
33% |
False |
False |
209,429 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
43.7 |
2.1% |
33% |
False |
False |
158,524 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
42.2 |
2.0% |
43% |
False |
False |
126,854 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
41.9 |
2.0% |
43% |
False |
False |
105,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.9 |
|
2.618 |
2,193.4 |
|
1.618 |
2,160.6 |
|
1.000 |
2,140.3 |
|
0.618 |
2,127.8 |
|
HIGH |
2,107.5 |
|
0.618 |
2,095.0 |
|
0.500 |
2,091.1 |
|
0.382 |
2,087.2 |
|
LOW |
2,074.7 |
|
0.618 |
2,054.4 |
|
1.000 |
2,041.9 |
|
1.618 |
2,021.6 |
|
2.618 |
1,988.8 |
|
4.250 |
1,935.3 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.7 |
2,112.4 |
| PP |
2,094.4 |
2,108.6 |
| S1 |
2,091.1 |
2,104.8 |
|