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 |
4,814.0 |
4,787.0 |
-27.0 |
-0.6% |
5,007.0 |
High |
4,837.0 |
4,853.0 |
16.0 |
0.3% |
5,024.0 |
Low |
4,757.0 |
4,767.0 |
10.0 |
0.2% |
4,757.0 |
Close |
4,784.0 |
4,794.0 |
10.0 |
0.2% |
4,766.0 |
Range |
80.0 |
86.0 |
6.0 |
7.5% |
267.0 |
ATR |
63.6 |
65.2 |
1.6 |
2.5% |
0.0 |
Volume |
42,043 |
98,939 |
56,896 |
135.3% |
82,408 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,062.7 |
5,014.3 |
4,841.3 |
|
R3 |
4,976.7 |
4,928.3 |
4,817.7 |
|
R2 |
4,890.7 |
4,890.7 |
4,809.8 |
|
R1 |
4,842.3 |
4,842.3 |
4,801.9 |
4,866.5 |
PP |
4,804.7 |
4,804.7 |
4,804.7 |
4,816.8 |
S1 |
4,756.3 |
4,756.3 |
4,786.1 |
4,780.5 |
S2 |
4,718.7 |
4,718.7 |
4,778.2 |
|
S3 |
4,632.7 |
4,670.3 |
4,770.4 |
|
S4 |
4,546.7 |
4,584.3 |
4,746.7 |
|
|
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 |
4,892.0 |
4,757.0 |
135.0 |
2.8% |
75.4 |
1.6% |
27% |
False |
False |
50,452 |
10 |
5,024.0 |
4,757.0 |
267.0 |
5.6% |
68.0 |
1.4% |
14% |
False |
False |
27,211 |
20 |
5,024.0 |
4,753.0 |
271.0 |
5.7% |
54.5 |
1.1% |
15% |
False |
False |
13,890 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.4% |
59.3 |
1.2% |
54% |
False |
False |
7,358 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.3% |
51.3 |
1.1% |
46% |
False |
False |
5,004 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
41.7 |
0.9% |
34% |
False |
False |
3,793 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
33.4 |
0.7% |
34% |
False |
False |
3,197 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
28.5 |
0.6% |
34% |
False |
False |
2,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,218.5 |
2.618 |
5,078.1 |
1.618 |
4,992.1 |
1.000 |
4,939.0 |
0.618 |
4,906.1 |
HIGH |
4,853.0 |
0.618 |
4,820.1 |
0.500 |
4,810.0 |
0.382 |
4,799.9 |
LOW |
4,767.0 |
0.618 |
4,713.9 |
1.000 |
4,681.0 |
1.618 |
4,627.9 |
2.618 |
4,541.9 |
4.250 |
4,401.5 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,810.0 |
4,805.0 |
PP |
4,804.7 |
4,801.3 |
S1 |
4,799.3 |
4,797.7 |
|