Trading Metrics calculated at close of trading on 13-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,617.50 |
5,659.00 |
41.50 |
0.7% |
5,463.50 |
High |
5,667.00 |
5,702.25 |
35.25 |
0.6% |
5,702.25 |
Low |
5,600.25 |
5,658.00 |
57.75 |
1.0% |
5,463.00 |
Close |
5,662.50 |
5,691.00 |
28.50 |
0.5% |
5,691.00 |
Range |
66.75 |
44.25 |
-22.50 |
-33.7% |
239.25 |
ATR |
87.48 |
84.39 |
-3.09 |
-3.5% |
0.00 |
Volume |
264,608 |
904,268 |
639,660 |
241.7% |
1,412,919 |
|
Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,816.50 |
5,798.00 |
5,715.25 |
|
R3 |
5,772.25 |
5,753.75 |
5,703.25 |
|
R2 |
5,728.00 |
5,728.00 |
5,699.00 |
|
R1 |
5,709.50 |
5,709.50 |
5,695.00 |
5,718.75 |
PP |
5,683.75 |
5,683.75 |
5,683.75 |
5,688.50 |
S1 |
5,665.25 |
5,665.25 |
5,687.00 |
5,674.50 |
S2 |
5,639.50 |
5,639.50 |
5,683.00 |
|
S3 |
5,595.25 |
5,621.00 |
5,678.75 |
|
S4 |
5,551.00 |
5,576.75 |
5,666.75 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,336.50 |
6,253.00 |
5,822.50 |
|
R3 |
6,097.25 |
6,013.75 |
5,756.75 |
|
R2 |
5,858.00 |
5,858.00 |
5,734.75 |
|
R1 |
5,774.50 |
5,774.50 |
5,713.00 |
5,816.25 |
PP |
5,618.75 |
5,618.75 |
5,618.75 |
5,639.50 |
S1 |
5,535.25 |
5,535.25 |
5,669.00 |
5,577.00 |
S2 |
5,379.50 |
5,379.50 |
5,647.25 |
|
S3 |
5,140.25 |
5,296.00 |
5,625.25 |
|
S4 |
4,901.00 |
5,056.75 |
5,559.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,702.25 |
5,463.00 |
239.25 |
4.2% |
83.00 |
1.5% |
95% |
True |
False |
282,583 |
10 |
5,730.50 |
5,451.25 |
279.25 |
4.9% |
90.75 |
1.6% |
86% |
False |
False |
158,063 |
20 |
5,730.50 |
5,451.25 |
279.25 |
4.9% |
75.50 |
1.3% |
86% |
False |
False |
82,524 |
40 |
5,730.50 |
5,168.50 |
562.00 |
9.9% |
90.50 |
1.6% |
93% |
False |
False |
43,714 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
77.75 |
1.4% |
85% |
False |
False |
29,637 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
70.75 |
1.2% |
85% |
False |
False |
22,303 |
100 |
5,785.00 |
5,136.75 |
648.25 |
11.4% |
66.75 |
1.2% |
85% |
False |
False |
17,869 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
66.25 |
1.2% |
87% |
False |
False |
14,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,890.25 |
2.618 |
5,818.00 |
1.618 |
5,773.75 |
1.000 |
5,746.50 |
0.618 |
5,729.50 |
HIGH |
5,702.25 |
0.618 |
5,685.25 |
0.500 |
5,680.00 |
0.382 |
5,675.00 |
LOW |
5,658.00 |
0.618 |
5,630.75 |
1.000 |
5,613.75 |
1.618 |
5,586.50 |
2.618 |
5,542.25 |
4.250 |
5,470.00 |
|
|
Fisher Pivots for day following 13-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,687.50 |
5,656.00 |
PP |
5,683.75 |
5,621.00 |
S1 |
5,680.00 |
5,586.00 |
|