| 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 |
2,523.7 |
2,503.2 |
-20.5 |
-0.8% |
2,509.0 |
| High |
2,536.1 |
2,512.8 |
-23.3 |
-0.9% |
2,536.1 |
| Low |
2,490.7 |
2,491.3 |
0.6 |
0.0% |
2,479.8 |
| Close |
2,501.5 |
2,509.3 |
7.8 |
0.3% |
2,501.5 |
| Range |
45.4 |
21.5 |
-23.9 |
-52.6% |
56.3 |
| ATR |
35.3 |
34.3 |
-1.0 |
-2.8% |
0.0 |
| Volume |
6,265 |
4,641 |
-1,624 |
-25.9% |
29,193 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.0 |
2,560.6 |
2,521.1 |
|
| R3 |
2,547.5 |
2,539.1 |
2,515.2 |
|
| R2 |
2,526.0 |
2,526.0 |
2,513.2 |
|
| R1 |
2,517.6 |
2,517.6 |
2,511.3 |
2,521.8 |
| PP |
2,504.5 |
2,504.5 |
2,504.5 |
2,506.6 |
| S1 |
2,496.1 |
2,496.1 |
2,507.3 |
2,500.3 |
| S2 |
2,483.0 |
2,483.0 |
2,505.4 |
|
| S3 |
2,461.5 |
2,474.6 |
2,503.4 |
|
| S4 |
2,440.0 |
2,453.1 |
2,497.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.7 |
2,644.4 |
2,532.5 |
|
| R3 |
2,618.4 |
2,588.1 |
2,517.0 |
|
| R2 |
2,562.1 |
2,562.1 |
2,511.8 |
|
| R1 |
2,531.8 |
2,531.8 |
2,506.7 |
2,518.8 |
| PP |
2,505.8 |
2,505.8 |
2,505.8 |
2,499.3 |
| S1 |
2,475.5 |
2,475.5 |
2,496.3 |
2,462.5 |
| S2 |
2,449.5 |
2,449.5 |
2,491.2 |
|
| S3 |
2,393.2 |
2,419.2 |
2,486.0 |
|
| S4 |
2,336.9 |
2,362.9 |
2,470.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,536.1 |
2,479.8 |
56.3 |
2.2% |
31.9 |
1.3% |
52% |
False |
False |
6,766 |
| 10 |
2,540.7 |
2,479.8 |
60.9 |
2.4% |
29.3 |
1.2% |
48% |
False |
False |
7,294 |
| 20 |
2,546.8 |
2,439.8 |
107.0 |
4.3% |
33.5 |
1.3% |
65% |
False |
False |
7,948 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
37.4 |
1.5% |
78% |
False |
False |
10,714 |
| 60 |
2,546.8 |
2,327.5 |
219.3 |
8.7% |
35.1 |
1.4% |
83% |
False |
False |
8,536 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.7 |
1.4% |
83% |
False |
False |
6,967 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.7 |
1.4% |
83% |
False |
False |
5,769 |
| 120 |
2,546.8 |
2,212.8 |
334.0 |
13.3% |
36.3 |
1.4% |
89% |
False |
False |
5,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.2 |
|
2.618 |
2,569.1 |
|
1.618 |
2,547.6 |
|
1.000 |
2,534.3 |
|
0.618 |
2,526.1 |
|
HIGH |
2,512.8 |
|
0.618 |
2,504.6 |
|
0.500 |
2,502.1 |
|
0.382 |
2,499.5 |
|
LOW |
2,491.3 |
|
0.618 |
2,478.0 |
|
1.000 |
2,469.8 |
|
1.618 |
2,456.5 |
|
2.618 |
2,435.0 |
|
4.250 |
2,399.9 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.9 |
2,513.4 |
| PP |
2,504.5 |
2,512.0 |
| S1 |
2,502.1 |
2,510.7 |
|