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 |
18,626.0 |
18,472.0 |
-154.0 |
-0.8% |
19,185.0 |
High |
18,688.0 |
18,682.0 |
-6.0 |
0.0% |
19,202.0 |
Low |
18,388.0 |
18,396.0 |
8.0 |
0.0% |
18,479.0 |
Close |
18,475.0 |
18,518.0 |
43.0 |
0.2% |
18,479.0 |
Range |
300.0 |
286.0 |
-14.0 |
-4.7% |
723.0 |
ATR |
182.0 |
189.4 |
7.4 |
4.1% |
0.0 |
Volume |
634 |
936 |
302 |
47.6% |
1,901 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,390.0 |
19,240.0 |
18,675.3 |
|
R3 |
19,104.0 |
18,954.0 |
18,596.7 |
|
R2 |
18,818.0 |
18,818.0 |
18,570.4 |
|
R1 |
18,668.0 |
18,668.0 |
18,544.2 |
18,743.0 |
PP |
18,532.0 |
18,532.0 |
18,532.0 |
18,569.5 |
S1 |
18,382.0 |
18,382.0 |
18,491.8 |
18,457.0 |
S2 |
18,246.0 |
18,246.0 |
18,465.6 |
|
S3 |
17,960.0 |
18,096.0 |
18,439.4 |
|
S4 |
17,674.0 |
17,810.0 |
18,360.7 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,889.0 |
20,407.0 |
18,876.7 |
|
R3 |
20,166.0 |
19,684.0 |
18,677.8 |
|
R2 |
19,443.0 |
19,443.0 |
18,611.6 |
|
R1 |
18,961.0 |
18,961.0 |
18,545.3 |
18,840.5 |
PP |
18,720.0 |
18,720.0 |
18,720.0 |
18,659.8 |
S1 |
18,238.0 |
18,238.0 |
18,412.7 |
18,117.5 |
S2 |
17,997.0 |
17,997.0 |
18,346.5 |
|
S3 |
17,274.0 |
17,515.0 |
18,280.2 |
|
S4 |
16,551.0 |
16,792.0 |
18,081.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,850.0 |
18,388.0 |
462.0 |
2.5% |
219.2 |
1.2% |
28% |
False |
False |
713 |
10 |
19,202.0 |
18,388.0 |
814.0 |
4.4% |
182.1 |
1.0% |
16% |
False |
False |
415 |
20 |
19,202.0 |
18,113.0 |
1,089.0 |
5.9% |
127.4 |
0.7% |
37% |
False |
False |
222 |
40 |
19,202.0 |
17,265.0 |
1,937.0 |
10.5% |
128.7 |
0.7% |
65% |
False |
False |
120 |
60 |
19,202.0 |
17,265.0 |
1,937.0 |
10.5% |
98.3 |
0.5% |
65% |
False |
False |
82 |
80 |
19,206.0 |
17,265.0 |
1,941.0 |
10.5% |
77.4 |
0.4% |
65% |
False |
False |
61 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.3% |
66.5 |
0.4% |
60% |
False |
False |
49 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.3% |
56.4 |
0.3% |
60% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,897.5 |
2.618 |
19,430.7 |
1.618 |
19,144.7 |
1.000 |
18,968.0 |
0.618 |
18,858.7 |
HIGH |
18,682.0 |
0.618 |
18,572.7 |
0.500 |
18,539.0 |
0.382 |
18,505.3 |
LOW |
18,396.0 |
0.618 |
18,219.3 |
1.000 |
18,110.0 |
1.618 |
17,933.3 |
2.618 |
17,647.3 |
4.250 |
17,180.5 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,539.0 |
18,538.0 |
PP |
18,532.0 |
18,531.3 |
S1 |
18,525.0 |
18,524.7 |
|