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 |
8,273.0 |
8,335.0 |
62.0 |
0.7% |
8,449.0 |
High |
8,326.0 |
8,371.0 |
45.0 |
0.5% |
8,455.0 |
Low |
8,239.0 |
8,284.5 |
45.5 |
0.6% |
8,237.5 |
Close |
8,263.0 |
8,304.0 |
41.0 |
0.5% |
8,239.5 |
Range |
87.0 |
86.5 |
-0.5 |
-0.6% |
217.5 |
ATR |
73.7 |
76.2 |
2.4 |
3.3% |
0.0 |
Volume |
20,459 |
13,088 |
-7,371 |
-36.0% |
10,386 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,579.5 |
8,528.0 |
8,351.5 |
|
R3 |
8,493.0 |
8,441.5 |
8,328.0 |
|
R2 |
8,406.5 |
8,406.5 |
8,320.0 |
|
R1 |
8,355.0 |
8,355.0 |
8,312.0 |
8,337.5 |
PP |
8,320.0 |
8,320.0 |
8,320.0 |
8,311.0 |
S1 |
8,268.5 |
8,268.5 |
8,296.0 |
8,251.0 |
S2 |
8,233.5 |
8,233.5 |
8,288.0 |
|
S3 |
8,147.0 |
8,182.0 |
8,280.0 |
|
S4 |
8,060.5 |
8,095.5 |
8,256.5 |
|
|
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 |
8,371.0 |
8,236.0 |
135.0 |
1.6% |
95.0 |
1.1% |
50% |
True |
False |
9,250 |
10 |
8,491.0 |
8,236.0 |
255.0 |
3.1% |
72.0 |
0.9% |
27% |
False |
False |
4,707 |
20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
42.5 |
0.5% |
26% |
False |
False |
2,356 |
40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
57.5 |
0.7% |
64% |
False |
False |
1,188 |
60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
52.0 |
0.6% |
64% |
False |
False |
796 |
80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
40.0 |
0.5% |
64% |
False |
False |
597 |
100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
32.0 |
0.4% |
59% |
False |
False |
478 |
120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
26.5 |
0.3% |
61% |
False |
False |
398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,738.5 |
2.618 |
8,597.5 |
1.618 |
8,511.0 |
1.000 |
8,457.5 |
0.618 |
8,424.5 |
HIGH |
8,371.0 |
0.618 |
8,338.0 |
0.500 |
8,328.0 |
0.382 |
8,317.5 |
LOW |
8,284.5 |
0.618 |
8,231.0 |
1.000 |
8,198.0 |
1.618 |
8,144.5 |
2.618 |
8,058.0 |
4.250 |
7,917.0 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,328.0 |
8,305.0 |
PP |
8,320.0 |
8,304.5 |
S1 |
8,312.0 |
8,304.5 |
|