| 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 |
8,285.5 |
8,273.0 |
-12.5 |
-0.2% |
8,449.0 |
| High |
8,324.0 |
8,326.0 |
2.0 |
0.0% |
8,455.0 |
| Low |
8,243.0 |
8,239.0 |
-4.0 |
0.0% |
8,237.5 |
| Close |
8,282.5 |
8,263.0 |
-19.5 |
-0.2% |
8,239.5 |
| Range |
81.0 |
87.0 |
6.0 |
7.4% |
217.5 |
| ATR |
72.7 |
73.7 |
1.0 |
1.4% |
0.0 |
| Volume |
2,753 |
20,459 |
17,706 |
643.2% |
10,386 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,537.0 |
8,487.0 |
8,311.0 |
|
| R3 |
8,450.0 |
8,400.0 |
8,287.0 |
|
| R2 |
8,363.0 |
8,363.0 |
8,279.0 |
|
| R1 |
8,313.0 |
8,313.0 |
8,271.0 |
8,294.5 |
| PP |
8,276.0 |
8,276.0 |
8,276.0 |
8,267.0 |
| S1 |
8,226.0 |
8,226.0 |
8,255.0 |
8,207.5 |
| S2 |
8,189.0 |
8,189.0 |
8,247.0 |
|
| S3 |
8,102.0 |
8,139.0 |
8,239.0 |
|
| S4 |
8,015.0 |
8,052.0 |
8,215.0 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,963.0 |
8,819.0 |
8,359.0 |
|
| R3 |
8,745.5 |
8,601.5 |
8,299.5 |
|
| R2 |
8,528.0 |
8,528.0 |
8,279.5 |
|
| R1 |
8,384.0 |
8,384.0 |
8,259.5 |
8,347.0 |
| PP |
8,310.5 |
8,310.5 |
8,310.5 |
8,292.5 |
| S1 |
8,166.5 |
8,166.5 |
8,219.5 |
8,130.0 |
| S2 |
8,093.0 |
8,093.0 |
8,199.5 |
|
| S3 |
7,875.5 |
7,949.0 |
8,179.5 |
|
| S4 |
7,658.0 |
7,731.5 |
8,120.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,364.0 |
8,236.0 |
128.0 |
1.5% |
89.5 |
1.1% |
21% |
False |
False |
6,701 |
| 10 |
8,497.5 |
8,236.0 |
261.5 |
3.2% |
67.0 |
0.8% |
10% |
False |
False |
3,399 |
| 20 |
8,497.5 |
8,236.0 |
261.5 |
3.2% |
38.0 |
0.5% |
10% |
False |
False |
1,701 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
57.0 |
0.7% |
57% |
False |
False |
861 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
50.5 |
0.6% |
57% |
False |
False |
578 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
39.0 |
0.5% |
57% |
False |
False |
434 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.2% |
31.0 |
0.4% |
52% |
False |
False |
347 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.7% |
26.0 |
0.3% |
55% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,696.0 |
|
2.618 |
8,554.0 |
|
1.618 |
8,467.0 |
|
1.000 |
8,413.0 |
|
0.618 |
8,380.0 |
|
HIGH |
8,326.0 |
|
0.618 |
8,293.0 |
|
0.500 |
8,282.5 |
|
0.382 |
8,272.0 |
|
LOW |
8,239.0 |
|
0.618 |
8,185.0 |
|
1.000 |
8,152.0 |
|
1.618 |
8,098.0 |
|
2.618 |
8,011.0 |
|
4.250 |
7,869.0 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,282.5 |
8,300.0 |
| PP |
8,276.0 |
8,287.5 |
| S1 |
8,269.5 |
8,275.5 |
|