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 |
4,787.0 |
4,852.0 |
65.0 |
1.4% |
5,007.0 |
High |
4,853.0 |
4,869.0 |
16.0 |
0.3% |
5,024.0 |
Low |
4,767.0 |
4,813.0 |
46.0 |
1.0% |
4,757.0 |
Close |
4,794.0 |
4,840.0 |
46.0 |
1.0% |
4,766.0 |
Range |
86.0 |
56.0 |
-30.0 |
-34.9% |
267.0 |
ATR |
65.2 |
65.9 |
0.7 |
1.1% |
0.0 |
Volume |
98,939 |
133,010 |
34,071 |
34.4% |
82,408 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,008.7 |
4,980.3 |
4,870.8 |
|
R3 |
4,952.7 |
4,924.3 |
4,855.4 |
|
R2 |
4,896.7 |
4,896.7 |
4,850.3 |
|
R1 |
4,868.3 |
4,868.3 |
4,845.1 |
4,854.5 |
PP |
4,840.7 |
4,840.7 |
4,840.7 |
4,833.8 |
S1 |
4,812.3 |
4,812.3 |
4,834.9 |
4,798.5 |
S2 |
4,784.7 |
4,784.7 |
4,829.7 |
|
S3 |
4,728.7 |
4,756.3 |
4,824.6 |
|
S4 |
4,672.7 |
4,700.3 |
4,809.2 |
|
|
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 |
4,869.0 |
4,757.0 |
112.0 |
2.3% |
77.0 |
1.6% |
74% |
True |
False |
73,494 |
10 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
70.4 |
1.5% |
31% |
False |
False |
40,407 |
20 |
5,024.0 |
4,757.0 |
267.0 |
5.5% |
56.0 |
1.2% |
31% |
False |
False |
20,535 |
40 |
5,024.0 |
4,525.0 |
499.0 |
10.3% |
59.2 |
1.2% |
63% |
False |
False |
10,680 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.2% |
51.6 |
1.1% |
53% |
False |
False |
7,221 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.2% |
42.4 |
0.9% |
40% |
False |
False |
5,456 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.2% |
33.9 |
0.7% |
40% |
False |
False |
4,528 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.2% |
28.9 |
0.6% |
40% |
False |
False |
3,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,107.0 |
2.618 |
5,015.6 |
1.618 |
4,959.6 |
1.000 |
4,925.0 |
0.618 |
4,903.6 |
HIGH |
4,869.0 |
0.618 |
4,847.6 |
0.500 |
4,841.0 |
0.382 |
4,834.4 |
LOW |
4,813.0 |
0.618 |
4,778.4 |
1.000 |
4,757.0 |
1.618 |
4,722.4 |
2.618 |
4,666.4 |
4.250 |
4,575.0 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,841.0 |
4,831.0 |
PP |
4,840.7 |
4,822.0 |
S1 |
4,840.3 |
4,813.0 |
|