| 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 |
2,104.8 |
2,101.3 |
-3.5 |
-0.2% |
2,221.3 |
| High |
2,107.5 |
2,109.2 |
1.7 |
0.1% |
2,224.5 |
| Low |
2,074.7 |
2,058.2 |
-16.5 |
-0.8% |
2,083.4 |
| Close |
2,101.0 |
2,106.0 |
5.0 |
0.2% |
2,096.5 |
| Range |
32.8 |
51.0 |
18.2 |
55.5% |
141.1 |
| ATR |
46.6 |
46.9 |
0.3 |
0.7% |
0.0 |
| Volume |
146,856 |
208,191 |
61,335 |
41.8% |
771,187 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.1 |
2,226.1 |
2,134.1 |
|
| R3 |
2,193.1 |
2,175.1 |
2,120.0 |
|
| R2 |
2,142.1 |
2,142.1 |
2,115.4 |
|
| R1 |
2,124.1 |
2,124.1 |
2,110.7 |
2,133.1 |
| PP |
2,091.1 |
2,091.1 |
2,091.1 |
2,095.7 |
| S1 |
2,073.1 |
2,073.1 |
2,101.3 |
2,082.1 |
| S2 |
2,040.1 |
2,040.1 |
2,096.7 |
|
| S3 |
1,989.1 |
2,022.1 |
2,092.0 |
|
| S4 |
1,938.1 |
1,971.1 |
2,078.0 |
|
|
| 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 |
2,159.8 |
2,058.2 |
101.6 |
4.8% |
43.1 |
2.0% |
47% |
False |
True |
184,739 |
| 10 |
2,232.2 |
2,058.2 |
174.0 |
8.3% |
43.8 |
2.1% |
27% |
False |
True |
173,391 |
| 20 |
2,249.3 |
2,058.2 |
191.1 |
9.1% |
43.7 |
2.1% |
25% |
False |
True |
163,397 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
53.4 |
2.5% |
35% |
False |
False |
210,391 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
47.3 |
2.2% |
35% |
False |
False |
209,787 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
44.1 |
2.1% |
35% |
False |
False |
161,124 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
42.4 |
2.0% |
44% |
False |
False |
128,935 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
41.9 |
2.0% |
44% |
False |
False |
107,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,326.0 |
|
2.618 |
2,242.7 |
|
1.618 |
2,191.7 |
|
1.000 |
2,160.2 |
|
0.618 |
2,140.7 |
|
HIGH |
2,109.2 |
|
0.618 |
2,089.7 |
|
0.500 |
2,083.7 |
|
0.382 |
2,077.7 |
|
LOW |
2,058.2 |
|
0.618 |
2,026.7 |
|
1.000 |
2,007.2 |
|
1.618 |
1,975.7 |
|
2.618 |
1,924.7 |
|
4.250 |
1,841.5 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.6 |
2,100.4 |
| PP |
2,091.1 |
2,094.8 |
| S1 |
2,083.7 |
2,089.2 |
|