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 |
41,269 |
41,168 |
-101 |
-0.2% |
42,015 |
High |
41,375 |
41,333 |
-42 |
-0.1% |
42,040 |
Low |
40,848 |
40,420 |
-428 |
-1.0% |
40,661 |
Close |
41,186 |
41,292 |
106 |
0.3% |
40,792 |
Range |
527 |
913 |
386 |
73.2% |
1,379 |
ATR |
532 |
559 |
27 |
5.1% |
0 |
Volume |
3,898 |
5,066 |
1,168 |
30.0% |
5,908 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43,754 |
43,436 |
41,794 |
|
R3 |
42,841 |
42,523 |
41,543 |
|
R2 |
41,928 |
41,928 |
41,460 |
|
R1 |
41,610 |
41,610 |
41,376 |
41,769 |
PP |
41,015 |
41,015 |
41,015 |
41,095 |
S1 |
40,697 |
40,697 |
41,208 |
40,856 |
S2 |
40,102 |
40,102 |
41,125 |
|
S3 |
39,189 |
39,784 |
41,041 |
|
S4 |
38,276 |
38,871 |
40,790 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,301 |
44,426 |
41,551 |
|
R3 |
43,922 |
43,047 |
41,171 |
|
R2 |
42,543 |
42,543 |
41,045 |
|
R1 |
41,668 |
41,668 |
40,919 |
41,416 |
PP |
41,164 |
41,164 |
41,164 |
41,039 |
S1 |
40,289 |
40,289 |
40,666 |
40,037 |
S2 |
39,785 |
39,785 |
40,539 |
|
S3 |
38,406 |
38,910 |
40,413 |
|
S4 |
37,027 |
37,531 |
40,034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41,557 |
40,420 |
1,137 |
2.8% |
709 |
1.7% |
77% |
False |
True |
2,931 |
10 |
42,070 |
40,420 |
1,650 |
4.0% |
621 |
1.5% |
53% |
False |
True |
1,888 |
20 |
42,070 |
40,157 |
1,913 |
4.6% |
482 |
1.2% |
59% |
False |
False |
1,073 |
40 |
42,070 |
38,879 |
3,191 |
7.7% |
557 |
1.3% |
76% |
False |
False |
653 |
60 |
42,070 |
38,879 |
3,191 |
7.7% |
499 |
1.2% |
76% |
False |
False |
455 |
80 |
42,070 |
38,878 |
3,192 |
7.7% |
442 |
1.1% |
76% |
False |
False |
345 |
100 |
42,070 |
38,360 |
3,710 |
9.0% |
377 |
0.9% |
79% |
False |
False |
276 |
120 |
42,070 |
38,360 |
3,710 |
9.0% |
355 |
0.9% |
79% |
False |
False |
230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45,213 |
2.618 |
43,723 |
1.618 |
42,810 |
1.000 |
42,246 |
0.618 |
41,897 |
HIGH |
41,333 |
0.618 |
40,984 |
0.500 |
40,877 |
0.382 |
40,769 |
LOW |
40,420 |
0.618 |
39,856 |
1.000 |
39,507 |
1.618 |
38,943 |
2.618 |
38,030 |
4.250 |
36,540 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
41,154 |
41,173 |
PP |
41,015 |
41,054 |
S1 |
40,877 |
40,935 |
|