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 |
5,463.50 |
5,546.25 |
82.75 |
1.5% |
5,719.00 |
High |
5,552.00 |
5,564.50 |
12.50 |
0.2% |
5,730.50 |
Low |
5,463.00 |
5,506.25 |
43.25 |
0.8% |
5,451.25 |
Close |
5,538.00 |
5,562.50 |
24.50 |
0.4% |
5,477.00 |
Range |
89.00 |
58.25 |
-30.75 |
-34.6% |
279.25 |
ATR |
85.82 |
83.85 |
-1.97 |
-2.3% |
0.00 |
Volume |
48,251 |
59,267 |
11,016 |
22.8% |
153,237 |
|
Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,719.25 |
5,699.00 |
5,594.50 |
|
R3 |
5,661.00 |
5,640.75 |
5,578.50 |
|
R2 |
5,602.75 |
5,602.75 |
5,573.25 |
|
R1 |
5,582.50 |
5,582.50 |
5,567.75 |
5,592.50 |
PP |
5,544.50 |
5,544.50 |
5,544.50 |
5,549.50 |
S1 |
5,524.25 |
5,524.25 |
5,557.25 |
5,534.50 |
S2 |
5,486.25 |
5,486.25 |
5,551.75 |
|
S3 |
5,428.00 |
5,466.00 |
5,546.50 |
|
S4 |
5,369.75 |
5,407.75 |
5,530.50 |
|
|
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 |
5,624.25 |
5,451.25 |
173.00 |
3.1% |
82.50 |
1.5% |
64% |
False |
False |
49,209 |
10 |
5,730.50 |
5,451.25 |
279.25 |
5.0% |
85.50 |
1.5% |
40% |
False |
False |
30,780 |
20 |
5,730.50 |
5,423.75 |
306.75 |
5.5% |
74.25 |
1.3% |
45% |
False |
False |
17,772 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
89.75 |
1.6% |
64% |
False |
False |
11,255 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
75.50 |
1.4% |
64% |
False |
False |
7,919 |
80 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
68.50 |
1.2% |
64% |
False |
False |
5,992 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
66.25 |
1.2% |
69% |
False |
False |
4,825 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
65.00 |
1.2% |
69% |
False |
False |
4,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,812.00 |
2.618 |
5,717.00 |
1.618 |
5,658.75 |
1.000 |
5,622.75 |
0.618 |
5,600.50 |
HIGH |
5,564.50 |
0.618 |
5,542.25 |
0.500 |
5,535.50 |
0.382 |
5,528.50 |
LOW |
5,506.25 |
0.618 |
5,470.25 |
1.000 |
5,448.00 |
1.618 |
5,412.00 |
2.618 |
5,353.75 |
4.250 |
5,258.75 |
|
|
Fisher Pivots for day following 10-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,553.50 |
5,548.75 |
PP |
5,544.50 |
5,534.75 |
S1 |
5,535.50 |
5,521.00 |
|