Trading Metrics calculated at close of trading on 09-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,571.00 |
5,463.50 |
-107.50 |
-1.9% |
5,719.00 |
High |
5,590.75 |
5,552.00 |
-38.75 |
-0.7% |
5,730.50 |
Low |
5,451.25 |
5,463.00 |
11.75 |
0.2% |
5,451.25 |
Close |
5,477.00 |
5,538.00 |
61.00 |
1.1% |
5,477.00 |
Range |
139.50 |
89.00 |
-50.50 |
-36.2% |
279.25 |
ATR |
85.58 |
85.82 |
0.24 |
0.3% |
0.00 |
Volume |
69,910 |
48,251 |
-21,659 |
-31.0% |
153,237 |
|
Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,784.75 |
5,750.25 |
5,587.00 |
|
R3 |
5,695.75 |
5,661.25 |
5,562.50 |
|
R2 |
5,606.75 |
5,606.75 |
5,554.25 |
|
R1 |
5,572.25 |
5,572.25 |
5,546.25 |
5,589.50 |
PP |
5,517.75 |
5,517.75 |
5,517.75 |
5,526.25 |
S1 |
5,483.25 |
5,483.25 |
5,529.75 |
5,500.50 |
S2 |
5,428.75 |
5,428.75 |
5,521.75 |
|
S3 |
5,339.75 |
5,394.25 |
5,513.50 |
|
S4 |
5,250.75 |
5,305.25 |
5,489.00 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,390.75 |
6,213.00 |
5,630.50 |
|
R3 |
6,111.50 |
5,933.75 |
5,553.75 |
|
R2 |
5,832.25 |
5,832.25 |
5,528.25 |
|
R1 |
5,654.50 |
5,654.50 |
5,502.50 |
5,603.75 |
PP |
5,553.00 |
5,553.00 |
5,553.00 |
5,527.50 |
S1 |
5,375.25 |
5,375.25 |
5,451.50 |
5,324.50 |
S2 |
5,273.75 |
5,273.75 |
5,425.75 |
|
S3 |
4,994.50 |
5,096.00 |
5,400.25 |
|
S4 |
4,715.25 |
4,816.75 |
5,323.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,730.50 |
5,451.25 |
279.25 |
5.0% |
101.75 |
1.8% |
31% |
False |
False |
40,297 |
10 |
5,730.50 |
5,451.25 |
279.25 |
5.0% |
84.50 |
1.5% |
31% |
False |
False |
25,290 |
20 |
5,730.50 |
5,403.75 |
326.75 |
5.9% |
73.75 |
1.3% |
41% |
False |
False |
14,943 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
89.50 |
1.6% |
60% |
False |
False |
9,821 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
75.25 |
1.4% |
60% |
False |
False |
6,936 |
80 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
68.50 |
1.2% |
60% |
False |
False |
5,252 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
66.50 |
1.2% |
65% |
False |
False |
4,233 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
65.00 |
1.2% |
65% |
False |
False |
3,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,930.25 |
2.618 |
5,785.00 |
1.618 |
5,696.00 |
1.000 |
5,641.00 |
0.618 |
5,607.00 |
HIGH |
5,552.00 |
0.618 |
5,518.00 |
0.500 |
5,507.50 |
0.382 |
5,497.00 |
LOW |
5,463.00 |
0.618 |
5,408.00 |
1.000 |
5,374.00 |
1.618 |
5,319.00 |
2.618 |
5,230.00 |
4.250 |
5,084.75 |
|
|
Fisher Pivots for day following 09-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,527.75 |
5,536.50 |
PP |
5,517.75 |
5,535.25 |
S1 |
5,507.50 |
5,534.00 |
|