| 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 |
2,545.7 |
2,540.6 |
-5.1 |
-0.2% |
2,536.0 |
| High |
2,558.0 |
2,588.5 |
30.5 |
1.2% |
2,559.8 |
| Low |
2,529.0 |
2,538.7 |
9.7 |
0.4% |
2,502.7 |
| Close |
2,542.4 |
2,580.6 |
38.2 |
1.5% |
2,524.6 |
| Range |
29.0 |
49.8 |
20.8 |
71.7% |
57.1 |
| ATR |
33.5 |
34.7 |
1.2 |
3.5% |
0.0 |
| Volume |
194,085 |
233,679 |
39,594 |
20.4% |
822,322 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.7 |
2,699.4 |
2,608.0 |
|
| R3 |
2,668.9 |
2,649.6 |
2,594.3 |
|
| R2 |
2,619.1 |
2,619.1 |
2,589.7 |
|
| R1 |
2,599.8 |
2,599.8 |
2,585.2 |
2,609.5 |
| PP |
2,569.3 |
2,569.3 |
2,569.3 |
2,574.1 |
| S1 |
2,550.0 |
2,550.0 |
2,576.0 |
2,559.7 |
| S2 |
2,519.5 |
2,519.5 |
2,571.5 |
|
| S3 |
2,469.7 |
2,500.2 |
2,566.9 |
|
| S4 |
2,419.9 |
2,450.4 |
2,553.2 |
|
|
| 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 |
2,588.5 |
2,513.9 |
74.6 |
2.9% |
33.1 |
1.3% |
89% |
True |
False |
190,514 |
| 10 |
2,588.5 |
2,502.7 |
85.8 |
3.3% |
31.9 |
1.2% |
91% |
True |
False |
188,238 |
| 20 |
2,588.5 |
2,469.2 |
119.3 |
4.6% |
33.4 |
1.3% |
93% |
True |
False |
177,626 |
| 40 |
2,588.5 |
2,398.2 |
190.3 |
7.4% |
37.5 |
1.5% |
96% |
True |
False |
165,504 |
| 60 |
2,588.5 |
2,350.5 |
238.0 |
9.2% |
35.9 |
1.4% |
97% |
True |
False |
121,686 |
| 80 |
2,588.5 |
2,349.8 |
238.7 |
9.2% |
36.1 |
1.4% |
97% |
True |
False |
92,256 |
| 100 |
2,588.5 |
2,349.8 |
238.7 |
9.2% |
36.1 |
1.4% |
97% |
True |
False |
74,298 |
| 120 |
2,588.5 |
2,237.8 |
350.7 |
13.6% |
36.9 |
1.4% |
98% |
True |
False |
62,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.2 |
|
2.618 |
2,718.9 |
|
1.618 |
2,669.1 |
|
1.000 |
2,638.3 |
|
0.618 |
2,619.3 |
|
HIGH |
2,588.5 |
|
0.618 |
2,569.5 |
|
0.500 |
2,563.6 |
|
0.382 |
2,557.7 |
|
LOW |
2,538.7 |
|
0.618 |
2,507.9 |
|
1.000 |
2,488.9 |
|
1.618 |
2,458.1 |
|
2.618 |
2,408.3 |
|
4.250 |
2,327.1 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,574.9 |
2,573.3 |
| PP |
2,569.3 |
2,566.0 |
| S1 |
2,563.6 |
2,558.7 |
|