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 |
4,780.0 |
4,814.0 |
34.0 |
0.7% |
5,007.0 |
High |
4,833.0 |
4,837.0 |
4.0 |
0.1% |
5,024.0 |
Low |
4,778.0 |
4,757.0 |
-21.0 |
-0.4% |
4,757.0 |
Close |
4,810.0 |
4,784.0 |
-26.0 |
-0.5% |
4,766.0 |
Range |
55.0 |
80.0 |
25.0 |
45.5% |
267.0 |
ATR |
62.4 |
63.6 |
1.3 |
2.0% |
0.0 |
Volume |
44,590 |
42,043 |
-2,547 |
-5.7% |
82,408 |
|
Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,032.7 |
4,988.3 |
4,828.0 |
|
R3 |
4,952.7 |
4,908.3 |
4,806.0 |
|
R2 |
4,872.7 |
4,872.7 |
4,798.7 |
|
R1 |
4,828.3 |
4,828.3 |
4,791.3 |
4,810.5 |
PP |
4,792.7 |
4,792.7 |
4,792.7 |
4,783.8 |
S1 |
4,748.3 |
4,748.3 |
4,776.7 |
4,730.5 |
S2 |
4,712.7 |
4,712.7 |
4,769.3 |
|
S3 |
4,632.7 |
4,668.3 |
4,762.0 |
|
S4 |
4,552.7 |
4,588.3 |
4,740.0 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,650.0 |
5,475.0 |
4,912.9 |
|
R3 |
5,383.0 |
5,208.0 |
4,839.4 |
|
R2 |
5,116.0 |
5,116.0 |
4,815.0 |
|
R1 |
4,941.0 |
4,941.0 |
4,790.5 |
4,895.0 |
PP |
4,849.0 |
4,849.0 |
4,849.0 |
4,826.0 |
S1 |
4,674.0 |
4,674.0 |
4,741.5 |
4,628.0 |
S2 |
4,582.0 |
4,582.0 |
4,717.1 |
|
S3 |
4,315.0 |
4,407.0 |
4,692.6 |
|
S4 |
4,048.0 |
4,140.0 |
4,619.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,925.0 |
4,757.0 |
168.0 |
3.5% |
69.0 |
1.4% |
16% |
False |
True |
32,312 |
10 |
5,024.0 |
4,757.0 |
267.0 |
5.6% |
61.5 |
1.3% |
10% |
False |
True |
17,446 |
20 |
5,024.0 |
4,711.0 |
313.0 |
6.5% |
52.4 |
1.1% |
23% |
False |
False |
8,949 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.4% |
57.5 |
1.2% |
52% |
False |
False |
4,910 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.3% |
50.1 |
1.0% |
44% |
False |
False |
3,355 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
40.6 |
0.8% |
33% |
False |
False |
2,557 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
32.5 |
0.7% |
33% |
False |
False |
2,208 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
27.7 |
0.6% |
33% |
False |
False |
1,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,177.0 |
2.618 |
5,046.4 |
1.618 |
4,966.4 |
1.000 |
4,917.0 |
0.618 |
4,886.4 |
HIGH |
4,837.0 |
0.618 |
4,806.4 |
0.500 |
4,797.0 |
0.382 |
4,787.6 |
LOW |
4,757.0 |
0.618 |
4,707.6 |
1.000 |
4,677.0 |
1.618 |
4,627.6 |
2.618 |
4,547.6 |
4.250 |
4,417.0 |
|
|
Fisher Pivots for day following 10-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,797.0 |
4,811.0 |
PP |
4,792.7 |
4,802.0 |
S1 |
4,788.3 |
4,793.0 |
|