| 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 |
2,503.2 |
2,511.6 |
8.4 |
0.3% |
2,509.0 |
| High |
2,512.8 |
2,523.9 |
11.1 |
0.4% |
2,536.1 |
| Low |
2,491.3 |
2,505.6 |
14.3 |
0.6% |
2,479.8 |
| Close |
2,509.3 |
2,519.5 |
10.2 |
0.4% |
2,501.5 |
| Range |
21.5 |
18.3 |
-3.2 |
-14.9% |
56.3 |
| ATR |
34.3 |
33.2 |
-1.1 |
-3.3% |
0.0 |
| Volume |
4,641 |
5,901 |
1,260 |
27.1% |
29,193 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.2 |
2,563.7 |
2,529.6 |
|
| R3 |
2,552.9 |
2,545.4 |
2,524.5 |
|
| R2 |
2,534.6 |
2,534.6 |
2,522.9 |
|
| R1 |
2,527.1 |
2,527.1 |
2,521.2 |
2,530.9 |
| PP |
2,516.3 |
2,516.3 |
2,516.3 |
2,518.2 |
| S1 |
2,508.8 |
2,508.8 |
2,517.8 |
2,512.6 |
| S2 |
2,498.0 |
2,498.0 |
2,516.1 |
|
| S3 |
2,479.7 |
2,490.5 |
2,514.5 |
|
| S4 |
2,461.4 |
2,472.2 |
2,509.4 |
|
|
| 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% |
28.6 |
1.1% |
71% |
False |
False |
5,892 |
| 10 |
2,540.7 |
2,479.8 |
60.9 |
2.4% |
29.3 |
1.2% |
65% |
False |
False |
7,276 |
| 20 |
2,546.8 |
2,446.5 |
100.3 |
4.0% |
31.9 |
1.3% |
73% |
False |
False |
7,753 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
36.9 |
1.5% |
84% |
False |
False |
10,700 |
| 60 |
2,546.8 |
2,327.5 |
219.3 |
8.7% |
34.9 |
1.4% |
88% |
False |
False |
8,603 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.4 |
1.4% |
88% |
False |
False |
7,018 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.5 |
1.4% |
88% |
False |
False |
5,818 |
| 120 |
2,546.8 |
2,214.0 |
332.8 |
13.2% |
36.3 |
1.4% |
92% |
False |
False |
5,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,601.7 |
|
2.618 |
2,571.8 |
|
1.618 |
2,553.5 |
|
1.000 |
2,542.2 |
|
0.618 |
2,535.2 |
|
HIGH |
2,523.9 |
|
0.618 |
2,516.9 |
|
0.500 |
2,514.8 |
|
0.382 |
2,512.6 |
|
LOW |
2,505.6 |
|
0.618 |
2,494.3 |
|
1.000 |
2,487.3 |
|
1.618 |
2,476.0 |
|
2.618 |
2,457.7 |
|
4.250 |
2,427.8 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,517.9 |
2,517.5 |
| PP |
2,516.3 |
2,515.4 |
| S1 |
2,514.8 |
2,513.4 |
|