| 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 |
5,546.25 |
5,557.50 |
11.25 |
0.2% |
5,719.00 |
| High |
5,564.50 |
5,627.00 |
62.50 |
1.1% |
5,730.50 |
| Low |
5,506.25 |
5,470.00 |
-36.25 |
-0.7% |
5,451.25 |
| Close |
5,562.50 |
5,621.00 |
58.50 |
1.1% |
5,477.00 |
| Range |
58.25 |
157.00 |
98.75 |
169.5% |
279.25 |
| ATR |
83.85 |
89.08 |
5.22 |
6.2% |
0.00 |
| Volume |
59,267 |
136,525 |
77,258 |
130.4% |
153,237 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,043.75 |
5,989.25 |
5,707.25 |
|
| R3 |
5,886.75 |
5,832.25 |
5,664.25 |
|
| R2 |
5,729.75 |
5,729.75 |
5,649.75 |
|
| R1 |
5,675.25 |
5,675.25 |
5,635.50 |
5,702.50 |
| PP |
5,572.75 |
5,572.75 |
5,572.75 |
5,586.25 |
| S1 |
5,518.25 |
5,518.25 |
5,606.50 |
5,545.50 |
| S2 |
5,415.75 |
5,415.75 |
5,592.25 |
|
| S3 |
5,258.75 |
5,361.25 |
5,577.75 |
|
| S4 |
5,101.75 |
5,204.25 |
5,534.75 |
|
|
| 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 |
5,627.00 |
5,451.25 |
175.75 |
3.1% |
102.25 |
1.8% |
97% |
True |
False |
69,343 |
| 10 |
5,730.50 |
5,451.25 |
279.25 |
5.0% |
97.50 |
1.7% |
61% |
False |
False |
43,388 |
| 20 |
5,730.50 |
5,451.25 |
279.25 |
5.0% |
77.50 |
1.4% |
61% |
False |
False |
24,408 |
| 40 |
5,781.25 |
5,168.50 |
612.75 |
10.9% |
92.50 |
1.6% |
74% |
False |
False |
14,650 |
| 60 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
77.25 |
1.4% |
73% |
False |
False |
10,183 |
| 80 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
70.00 |
1.2% |
73% |
False |
False |
7,693 |
| 100 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
67.25 |
1.2% |
77% |
False |
False |
6,189 |
| 120 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
65.75 |
1.2% |
77% |
False |
False |
5,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,294.25 |
|
2.618 |
6,038.00 |
|
1.618 |
5,881.00 |
|
1.000 |
5,784.00 |
|
0.618 |
5,724.00 |
|
HIGH |
5,627.00 |
|
0.618 |
5,567.00 |
|
0.500 |
5,548.50 |
|
0.382 |
5,530.00 |
|
LOW |
5,470.00 |
|
0.618 |
5,373.00 |
|
1.000 |
5,313.00 |
|
1.618 |
5,216.00 |
|
2.618 |
5,059.00 |
|
4.250 |
4,802.75 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,596.75 |
5,595.75 |
| PP |
5,572.75 |
5,570.25 |
| S1 |
5,548.50 |
5,545.00 |
|