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 |
5,557.50 |
5,617.50 |
60.00 |
1.1% |
5,719.00 |
High |
5,627.00 |
5,667.00 |
40.00 |
0.7% |
5,730.50 |
Low |
5,470.00 |
5,600.25 |
130.25 |
2.4% |
5,451.25 |
Close |
5,621.00 |
5,662.50 |
41.50 |
0.7% |
5,477.00 |
Range |
157.00 |
66.75 |
-90.25 |
-57.5% |
279.25 |
ATR |
89.08 |
87.48 |
-1.59 |
-1.8% |
0.00 |
Volume |
136,525 |
264,608 |
128,083 |
93.8% |
153,237 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.50 |
5,819.75 |
5,699.25 |
|
R3 |
5,776.75 |
5,753.00 |
5,680.75 |
|
R2 |
5,710.00 |
5,710.00 |
5,674.75 |
|
R1 |
5,686.25 |
5,686.25 |
5,668.50 |
5,698.00 |
PP |
5,643.25 |
5,643.25 |
5,643.25 |
5,649.25 |
S1 |
5,619.50 |
5,619.50 |
5,656.50 |
5,631.50 |
S2 |
5,576.50 |
5,576.50 |
5,650.25 |
|
S3 |
5,509.75 |
5,552.75 |
5,644.25 |
|
S4 |
5,443.00 |
5,486.00 |
5,625.75 |
|
|
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 |
5,667.00 |
5,451.25 |
215.75 |
3.8% |
102.00 |
1.8% |
98% |
True |
False |
115,712 |
10 |
5,730.50 |
5,451.25 |
279.25 |
4.9% |
96.50 |
1.7% |
76% |
False |
False |
68,880 |
20 |
5,730.50 |
5,451.25 |
279.25 |
4.9% |
78.25 |
1.4% |
76% |
False |
False |
37,510 |
40 |
5,730.50 |
5,168.50 |
562.00 |
9.9% |
92.00 |
1.6% |
88% |
False |
False |
21,182 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
77.25 |
1.4% |
80% |
False |
False |
14,585 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
70.50 |
1.2% |
80% |
False |
False |
11,000 |
100 |
5,785.00 |
5,117.75 |
667.25 |
11.8% |
67.00 |
1.2% |
82% |
False |
False |
8,831 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
66.00 |
1.2% |
83% |
False |
False |
7,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,950.75 |
2.618 |
5,841.75 |
1.618 |
5,775.00 |
1.000 |
5,733.75 |
0.618 |
5,708.25 |
HIGH |
5,667.00 |
0.618 |
5,641.50 |
0.500 |
5,633.50 |
0.382 |
5,625.75 |
LOW |
5,600.25 |
0.618 |
5,559.00 |
1.000 |
5,533.50 |
1.618 |
5,492.25 |
2.618 |
5,425.50 |
4.250 |
5,316.50 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,653.00 |
5,631.25 |
PP |
5,643.25 |
5,599.75 |
S1 |
5,633.50 |
5,568.50 |
|