| 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 |
2,526.5 |
2,536.0 |
9.5 |
0.4% |
2,536.0 |
| High |
2,536.5 |
2,547.5 |
11.0 |
0.4% |
2,559.8 |
| Low |
2,514.2 |
2,528.9 |
14.7 |
0.6% |
2,502.7 |
| Close |
2,532.7 |
2,543.1 |
10.4 |
0.4% |
2,524.6 |
| Range |
22.3 |
18.6 |
-3.7 |
-16.6% |
57.1 |
| ATR |
35.0 |
33.8 |
-1.2 |
-3.3% |
0.0 |
| Volume |
140,583 |
156,108 |
15,525 |
11.0% |
822,322 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.6 |
2,588.0 |
2,553.3 |
|
| R3 |
2,577.0 |
2,569.4 |
2,548.2 |
|
| R2 |
2,558.4 |
2,558.4 |
2,546.5 |
|
| R1 |
2,550.8 |
2,550.8 |
2,544.8 |
2,554.6 |
| PP |
2,539.8 |
2,539.8 |
2,539.8 |
2,541.8 |
| S1 |
2,532.2 |
2,532.2 |
2,541.4 |
2,536.0 |
| S2 |
2,521.2 |
2,521.2 |
2,539.7 |
|
| S3 |
2,502.6 |
2,513.6 |
2,538.0 |
|
| S4 |
2,484.0 |
2,495.0 |
2,532.9 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.3 |
2,669.6 |
2,556.0 |
|
| R3 |
2,643.2 |
2,612.5 |
2,540.3 |
|
| R2 |
2,586.1 |
2,586.1 |
2,535.1 |
|
| R1 |
2,555.4 |
2,555.4 |
2,529.8 |
2,542.2 |
| PP |
2,529.0 |
2,529.0 |
2,529.0 |
2,522.5 |
| S1 |
2,498.3 |
2,498.3 |
2,519.4 |
2,485.1 |
| S2 |
2,471.9 |
2,471.9 |
2,514.1 |
|
| S3 |
2,414.8 |
2,441.2 |
2,508.9 |
|
| S4 |
2,357.7 |
2,384.1 |
2,493.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,559.8 |
2,502.7 |
57.1 |
2.2% |
29.2 |
1.1% |
71% |
False |
False |
169,094 |
| 10 |
2,564.3 |
2,502.7 |
61.6 |
2.4% |
30.0 |
1.2% |
66% |
False |
False |
176,596 |
| 20 |
2,570.4 |
2,469.2 |
101.2 |
4.0% |
32.6 |
1.3% |
73% |
False |
False |
173,361 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
37.6 |
1.5% |
84% |
False |
False |
157,518 |
| 60 |
2,570.4 |
2,350.5 |
219.9 |
8.6% |
35.6 |
1.4% |
88% |
False |
False |
114,654 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.1 |
1.4% |
88% |
False |
False |
86,953 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.1 |
1.4% |
88% |
False |
False |
70,040 |
| 120 |
2,570.4 |
2,232.6 |
337.8 |
13.3% |
37.1 |
1.5% |
92% |
False |
False |
58,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.6 |
|
2.618 |
2,596.2 |
|
1.618 |
2,577.6 |
|
1.000 |
2,566.1 |
|
0.618 |
2,559.0 |
|
HIGH |
2,547.5 |
|
0.618 |
2,540.4 |
|
0.500 |
2,538.2 |
|
0.382 |
2,536.0 |
|
LOW |
2,528.9 |
|
0.618 |
2,517.4 |
|
1.000 |
2,510.3 |
|
1.618 |
2,498.8 |
|
2.618 |
2,480.2 |
|
4.250 |
2,449.9 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.5 |
2,541.0 |
| PP |
2,539.8 |
2,538.9 |
| S1 |
2,538.2 |
2,536.9 |
|