| 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 |
2,101.3 |
2,106.6 |
5.3 |
0.3% |
2,221.3 |
| High |
2,109.2 |
2,144.2 |
35.0 |
1.7% |
2,224.5 |
| Low |
2,058.2 |
2,100.1 |
41.9 |
2.0% |
2,083.4 |
| Close |
2,106.0 |
2,132.5 |
26.5 |
1.3% |
2,096.5 |
| Range |
51.0 |
44.1 |
-6.9 |
-13.5% |
141.1 |
| ATR |
46.9 |
46.7 |
-0.2 |
-0.4% |
0.0 |
| Volume |
208,191 |
199,406 |
-8,785 |
-4.2% |
771,187 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.9 |
2,239.3 |
2,156.8 |
|
| R3 |
2,213.8 |
2,195.2 |
2,144.6 |
|
| R2 |
2,169.7 |
2,169.7 |
2,140.6 |
|
| R1 |
2,151.1 |
2,151.1 |
2,136.5 |
2,160.4 |
| PP |
2,125.6 |
2,125.6 |
2,125.6 |
2,130.3 |
| S1 |
2,107.0 |
2,107.0 |
2,128.5 |
2,116.3 |
| S2 |
2,081.5 |
2,081.5 |
2,124.4 |
|
| S3 |
2,037.4 |
2,062.9 |
2,120.4 |
|
| S4 |
1,993.3 |
2,018.8 |
2,108.2 |
|
|
| 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 |
2,150.1 |
2,058.2 |
91.9 |
4.3% |
45.6 |
2.1% |
81% |
False |
False |
192,549 |
| 10 |
2,232.2 |
2,058.2 |
174.0 |
8.2% |
45.3 |
2.1% |
43% |
False |
False |
180,701 |
| 20 |
2,249.3 |
2,058.2 |
191.1 |
9.0% |
43.0 |
2.0% |
39% |
False |
False |
164,506 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.4% |
53.3 |
2.5% |
43% |
False |
False |
206,275 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.4% |
47.4 |
2.2% |
43% |
False |
False |
207,145 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.4% |
44.5 |
2.1% |
43% |
False |
False |
163,616 |
| 100 |
2,320.5 |
1,980.1 |
340.4 |
16.0% |
42.3 |
2.0% |
45% |
False |
False |
130,925 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.0% |
42.0 |
2.0% |
51% |
False |
False |
109,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,331.6 |
|
2.618 |
2,259.7 |
|
1.618 |
2,215.6 |
|
1.000 |
2,188.3 |
|
0.618 |
2,171.5 |
|
HIGH |
2,144.2 |
|
0.618 |
2,127.4 |
|
0.500 |
2,122.2 |
|
0.382 |
2,116.9 |
|
LOW |
2,100.1 |
|
0.618 |
2,072.8 |
|
1.000 |
2,056.0 |
|
1.618 |
2,028.7 |
|
2.618 |
1,984.6 |
|
4.250 |
1,912.7 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.1 |
2,122.1 |
| PP |
2,125.6 |
2,111.6 |
| S1 |
2,122.2 |
2,101.2 |
|