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 |
57,500 |
57,765 |
265 |
0.5% |
58,645 |
High |
58,265 |
58,210 |
-55 |
-0.1% |
60,185 |
Low |
56,610 |
55,645 |
-965 |
-1.7% |
52,790 |
Close |
58,195 |
57,860 |
-335 |
-0.6% |
53,695 |
Range |
1,655 |
2,565 |
910 |
55.0% |
7,395 |
ATR |
3,102 |
3,064 |
-38 |
-1.2% |
0 |
Volume |
6,715 |
12,196 |
5,481 |
81.6% |
47,545 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64,933 |
63,962 |
59,271 |
|
R3 |
62,368 |
61,397 |
58,565 |
|
R2 |
59,803 |
59,803 |
58,330 |
|
R1 |
58,832 |
58,832 |
58,095 |
59,318 |
PP |
57,238 |
57,238 |
57,238 |
57,481 |
S1 |
56,267 |
56,267 |
57,625 |
56,753 |
S2 |
54,673 |
54,673 |
57,390 |
|
S3 |
52,108 |
53,702 |
57,155 |
|
S4 |
49,543 |
51,137 |
56,449 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77,742 |
73,113 |
57,762 |
|
R3 |
70,347 |
65,718 |
55,729 |
|
R2 |
62,952 |
62,952 |
55,051 |
|
R1 |
58,323 |
58,323 |
54,373 |
56,940 |
PP |
55,557 |
55,557 |
55,557 |
54,865 |
S1 |
50,928 |
50,928 |
53,017 |
49,545 |
S2 |
48,162 |
48,162 |
52,339 |
|
S3 |
40,767 |
43,533 |
51,661 |
|
S4 |
33,372 |
36,138 |
49,628 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58,685 |
52,790 |
5,895 |
10.2% |
2,873 |
5.0% |
86% |
False |
False |
11,019 |
10 |
61,590 |
52,790 |
8,800 |
15.2% |
2,776 |
4.8% |
58% |
False |
False |
10,682 |
20 |
65,715 |
52,790 |
12,925 |
22.3% |
2,754 |
4.8% |
39% |
False |
False |
7,890 |
40 |
71,375 |
49,785 |
21,590 |
37.3% |
3,008 |
5.2% |
37% |
False |
False |
4,727 |
60 |
71,375 |
49,785 |
21,590 |
37.3% |
2,865 |
5.0% |
37% |
False |
False |
3,205 |
80 |
74,730 |
49,785 |
24,945 |
43.1% |
2,742 |
4.7% |
32% |
False |
False |
2,415 |
100 |
74,730 |
49,785 |
24,945 |
43.1% |
2,684 |
4.6% |
32% |
False |
False |
1,934 |
120 |
76,640 |
49,785 |
26,855 |
46.4% |
2,738 |
4.7% |
30% |
False |
False |
1,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69,111 |
2.618 |
64,925 |
1.618 |
62,360 |
1.000 |
60,775 |
0.618 |
59,795 |
HIGH |
58,210 |
0.618 |
57,230 |
0.500 |
56,928 |
0.382 |
56,625 |
LOW |
55,645 |
0.618 |
54,060 |
1.000 |
53,080 |
1.618 |
51,495 |
2.618 |
48,930 |
4.250 |
44,744 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
57,549 |
57,375 |
PP |
57,238 |
56,890 |
S1 |
56,928 |
56,405 |
|