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 |
18,958.50 |
19,064.75 |
106.25 |
0.6% |
19,850.75 |
High |
19,101.75 |
19,523.50 |
421.75 |
2.2% |
19,919.25 |
Low |
18,807.00 |
18,773.25 |
-33.75 |
-0.2% |
18,562.00 |
Close |
19,088.75 |
19,501.75 |
413.00 |
2.2% |
18,678.75 |
Range |
294.75 |
750.25 |
455.50 |
154.5% |
1,357.25 |
ATR |
416.93 |
440.74 |
23.81 |
5.7% |
0.00 |
Volume |
8,589 |
21,661 |
13,072 |
152.2% |
26,919 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,517.00 |
21,259.50 |
19,914.50 |
|
R3 |
20,766.75 |
20,509.25 |
19,708.00 |
|
R2 |
20,016.50 |
20,016.50 |
19,639.25 |
|
R1 |
19,759.00 |
19,759.00 |
19,570.50 |
19,887.75 |
PP |
19,266.25 |
19,266.25 |
19,266.25 |
19,330.50 |
S1 |
19,008.75 |
19,008.75 |
19,433.00 |
19,137.50 |
S2 |
18,516.00 |
18,516.00 |
19,364.25 |
|
S3 |
17,765.75 |
18,258.50 |
19,295.50 |
|
S4 |
17,015.50 |
17,508.25 |
19,089.00 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,125.00 |
22,259.25 |
19,425.25 |
|
R3 |
21,767.75 |
20,902.00 |
19,052.00 |
|
R2 |
20,410.50 |
20,410.50 |
18,927.50 |
|
R1 |
19,544.75 |
19,544.75 |
18,803.25 |
19,299.00 |
PP |
19,053.25 |
19,053.25 |
19,053.25 |
18,930.50 |
S1 |
18,187.50 |
18,187.50 |
18,554.25 |
17,941.75 |
S2 |
17,696.00 |
17,696.00 |
18,430.00 |
|
S3 |
16,338.75 |
16,830.25 |
18,305.50 |
|
S4 |
14,981.50 |
15,473.00 |
17,932.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,523.50 |
18,562.00 |
961.50 |
4.9% |
474.25 |
2.4% |
98% |
True |
False |
11,127 |
10 |
19,927.00 |
18,562.00 |
1,365.00 |
7.0% |
471.50 |
2.4% |
69% |
False |
False |
7,474 |
20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.7% |
393.25 |
2.0% |
55% |
False |
False |
4,398 |
40 |
20,849.50 |
17,552.75 |
3,296.75 |
16.9% |
464.75 |
2.4% |
59% |
False |
False |
3,348 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.9% |
401.25 |
2.1% |
53% |
False |
False |
2,534 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.9% |
356.75 |
1.8% |
53% |
False |
False |
1,923 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.9% |
335.75 |
1.7% |
53% |
False |
False |
1,546 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.9% |
322.00 |
1.7% |
53% |
False |
False |
1,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,712.00 |
2.618 |
21,487.75 |
1.618 |
20,737.50 |
1.000 |
20,273.75 |
0.618 |
19,987.25 |
HIGH |
19,523.50 |
0.618 |
19,237.00 |
0.500 |
19,148.50 |
0.382 |
19,059.75 |
LOW |
18,773.25 |
0.618 |
18,309.50 |
1.000 |
18,023.00 |
1.618 |
17,559.25 |
2.618 |
16,809.00 |
4.250 |
15,584.75 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,384.00 |
19,353.25 |
PP |
19,266.25 |
19,205.00 |
S1 |
19,148.50 |
19,056.50 |
|