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 |
57,765 |
57,545 |
-220 |
-0.4% |
58,645 |
High |
58,210 |
58,760 |
550 |
0.9% |
60,185 |
Low |
55,645 |
57,415 |
1,770 |
3.2% |
52,790 |
Close |
57,860 |
58,580 |
720 |
1.2% |
53,695 |
Range |
2,565 |
1,345 |
-1,220 |
-47.6% |
7,395 |
ATR |
3,064 |
2,941 |
-123 |
-4.0% |
0 |
Volume |
12,196 |
7,146 |
-5,050 |
-41.4% |
47,545 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,287 |
61,778 |
59,320 |
|
R3 |
60,942 |
60,433 |
58,950 |
|
R2 |
59,597 |
59,597 |
58,827 |
|
R1 |
59,088 |
59,088 |
58,703 |
59,343 |
PP |
58,252 |
58,252 |
58,252 |
58,379 |
S1 |
57,743 |
57,743 |
58,457 |
57,998 |
S2 |
56,907 |
56,907 |
58,333 |
|
S3 |
55,562 |
56,398 |
58,210 |
|
S4 |
54,217 |
55,053 |
57,840 |
|
|
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 |
58,760 |
52,790 |
5,970 |
10.2% |
2,596 |
4.4% |
97% |
True |
False |
10,317 |
10 |
61,590 |
52,790 |
8,800 |
15.0% |
2,636 |
4.5% |
66% |
False |
False |
10,435 |
20 |
65,715 |
52,790 |
12,925 |
22.1% |
2,656 |
4.5% |
45% |
False |
False |
8,159 |
40 |
71,375 |
49,785 |
21,590 |
36.9% |
2,985 |
5.1% |
41% |
False |
False |
4,903 |
60 |
71,375 |
49,785 |
21,590 |
36.9% |
2,850 |
4.9% |
41% |
False |
False |
3,323 |
80 |
74,730 |
49,785 |
24,945 |
42.6% |
2,739 |
4.7% |
35% |
False |
False |
2,504 |
100 |
74,730 |
49,785 |
24,945 |
42.6% |
2,638 |
4.5% |
35% |
False |
False |
2,006 |
120 |
76,640 |
49,785 |
26,855 |
45.8% |
2,720 |
4.6% |
33% |
False |
False |
1,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64,476 |
2.618 |
62,281 |
1.618 |
60,936 |
1.000 |
60,105 |
0.618 |
59,591 |
HIGH |
58,760 |
0.618 |
58,246 |
0.500 |
58,088 |
0.382 |
57,929 |
LOW |
57,415 |
0.618 |
56,584 |
1.000 |
56,070 |
1.618 |
55,239 |
2.618 |
53,894 |
4.250 |
51,699 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
58,416 |
58,121 |
PP |
58,252 |
57,662 |
S1 |
58,088 |
57,203 |
|