| 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 |
19,064.75 |
19,471.50 |
406.75 |
2.1% |
19,850.75 |
| High |
19,523.50 |
19,716.75 |
193.25 |
1.0% |
19,919.25 |
| Low |
18,773.25 |
19,418.25 |
645.00 |
3.4% |
18,562.00 |
| Close |
19,501.75 |
19,681.75 |
180.00 |
0.9% |
18,678.75 |
| Range |
750.25 |
298.50 |
-451.75 |
-60.2% |
1,357.25 |
| ATR |
440.74 |
430.58 |
-10.16 |
-2.3% |
0.00 |
| Volume |
21,661 |
29,764 |
8,103 |
37.4% |
26,919 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,501.00 |
20,390.00 |
19,846.00 |
|
| R3 |
20,202.50 |
20,091.50 |
19,763.75 |
|
| R2 |
19,904.00 |
19,904.00 |
19,736.50 |
|
| R1 |
19,793.00 |
19,793.00 |
19,709.00 |
19,848.50 |
| PP |
19,605.50 |
19,605.50 |
19,605.50 |
19,633.50 |
| S1 |
19,494.50 |
19,494.50 |
19,654.50 |
19,550.00 |
| S2 |
19,307.00 |
19,307.00 |
19,627.00 |
|
| S3 |
19,008.50 |
19,196.00 |
19,599.75 |
|
| S4 |
18,710.00 |
18,897.50 |
19,517.50 |
|
|
| 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 |
19,716.75 |
18,562.00 |
1,154.75 |
5.9% |
469.25 |
2.4% |
97% |
True |
False |
15,910 |
| 10 |
19,927.00 |
18,562.00 |
1,365.00 |
6.9% |
455.25 |
2.3% |
82% |
False |
False |
10,157 |
| 20 |
20,260.25 |
18,562.00 |
1,698.25 |
8.6% |
394.50 |
2.0% |
66% |
False |
False |
5,809 |
| 40 |
20,413.00 |
17,552.75 |
2,860.25 |
14.5% |
456.25 |
2.3% |
74% |
False |
False |
4,045 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
400.25 |
2.0% |
58% |
False |
False |
3,028 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
359.00 |
1.8% |
58% |
False |
False |
2,295 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
334.50 |
1.7% |
58% |
False |
False |
1,842 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.7% |
323.25 |
1.6% |
58% |
False |
False |
1,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,985.50 |
|
2.618 |
20,498.25 |
|
1.618 |
20,199.75 |
|
1.000 |
20,015.25 |
|
0.618 |
19,901.25 |
|
HIGH |
19,716.75 |
|
0.618 |
19,602.75 |
|
0.500 |
19,567.50 |
|
0.382 |
19,532.25 |
|
LOW |
19,418.25 |
|
0.618 |
19,233.75 |
|
1.000 |
19,119.75 |
|
1.618 |
18,935.25 |
|
2.618 |
18,636.75 |
|
4.250 |
18,149.50 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,643.75 |
19,536.25 |
| PP |
19,605.50 |
19,390.50 |
| S1 |
19,567.50 |
19,245.00 |
|