| 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 |
2,511.6 |
2,522.0 |
10.4 |
0.4% |
2,509.0 |
| High |
2,523.9 |
2,534.4 |
10.5 |
0.4% |
2,536.1 |
| Low |
2,505.6 |
2,505.7 |
0.1 |
0.0% |
2,479.8 |
| Close |
2,519.5 |
2,519.0 |
-0.5 |
0.0% |
2,501.5 |
| Range |
18.3 |
28.7 |
10.4 |
56.8% |
56.3 |
| ATR |
33.2 |
32.9 |
-0.3 |
-1.0% |
0.0 |
| Volume |
5,901 |
4,912 |
-989 |
-16.8% |
29,193 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.8 |
2,591.1 |
2,534.8 |
|
| R3 |
2,577.1 |
2,562.4 |
2,526.9 |
|
| R2 |
2,548.4 |
2,548.4 |
2,524.3 |
|
| R1 |
2,533.7 |
2,533.7 |
2,521.6 |
2,526.7 |
| PP |
2,519.7 |
2,519.7 |
2,519.7 |
2,516.2 |
| S1 |
2,505.0 |
2,505.0 |
2,516.4 |
2,498.0 |
| S2 |
2,491.0 |
2,491.0 |
2,513.7 |
|
| S3 |
2,462.3 |
2,476.3 |
2,511.1 |
|
| S4 |
2,433.6 |
2,447.6 |
2,503.2 |
|
|
| 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 |
2,490.7 |
45.4 |
1.8% |
28.8 |
1.1% |
62% |
False |
False |
5,687 |
| 10 |
2,540.7 |
2,479.8 |
60.9 |
2.4% |
30.0 |
1.2% |
64% |
False |
False |
7,040 |
| 20 |
2,546.8 |
2,446.5 |
100.3 |
4.0% |
32.4 |
1.3% |
72% |
False |
False |
7,583 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
36.3 |
1.4% |
84% |
False |
False |
10,505 |
| 60 |
2,546.8 |
2,327.5 |
219.3 |
8.7% |
34.9 |
1.4% |
87% |
False |
False |
8,657 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.5 |
1.4% |
87% |
False |
False |
7,057 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.5 |
1.4% |
87% |
False |
False |
5,858 |
| 120 |
2,546.8 |
2,219.2 |
327.6 |
13.0% |
36.2 |
1.4% |
92% |
False |
False |
5,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.4 |
|
2.618 |
2,609.5 |
|
1.618 |
2,580.8 |
|
1.000 |
2,563.1 |
|
0.618 |
2,552.1 |
|
HIGH |
2,534.4 |
|
0.618 |
2,523.4 |
|
0.500 |
2,520.1 |
|
0.382 |
2,516.7 |
|
LOW |
2,505.7 |
|
0.618 |
2,488.0 |
|
1.000 |
2,477.0 |
|
1.618 |
2,459.3 |
|
2.618 |
2,430.6 |
|
4.250 |
2,383.7 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,520.1 |
2,517.0 |
| PP |
2,519.7 |
2,514.9 |
| S1 |
2,519.4 |
2,512.9 |
|