Trading Metrics calculated at close of trading on 13-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
8,335.0 |
8,309.5 |
-25.5 |
-0.3% |
8,236.0 |
High |
8,371.0 |
8,352.0 |
-19.0 |
-0.2% |
8,371.0 |
Low |
8,284.5 |
8,294.0 |
9.5 |
0.1% |
8,236.0 |
Close |
8,304.0 |
8,334.5 |
30.5 |
0.4% |
8,334.5 |
Range |
86.5 |
58.0 |
-28.5 |
-32.9% |
135.0 |
ATR |
76.2 |
74.9 |
-1.3 |
-1.7% |
0.0 |
Volume |
13,088 |
70,497 |
57,409 |
438.6% |
107,139 |
|
Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,501.0 |
8,475.5 |
8,366.5 |
|
R3 |
8,443.0 |
8,417.5 |
8,350.5 |
|
R2 |
8,385.0 |
8,385.0 |
8,345.0 |
|
R1 |
8,359.5 |
8,359.5 |
8,340.0 |
8,372.0 |
PP |
8,327.0 |
8,327.0 |
8,327.0 |
8,333.0 |
S1 |
8,301.5 |
8,301.5 |
8,329.0 |
8,314.0 |
S2 |
8,269.0 |
8,269.0 |
8,324.0 |
|
S3 |
8,211.0 |
8,243.5 |
8,318.5 |
|
S4 |
8,153.0 |
8,185.5 |
8,302.5 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,719.0 |
8,661.5 |
8,409.0 |
|
R3 |
8,584.0 |
8,526.5 |
8,371.5 |
|
R2 |
8,449.0 |
8,449.0 |
8,359.0 |
|
R1 |
8,391.5 |
8,391.5 |
8,347.0 |
8,420.0 |
PP |
8,314.0 |
8,314.0 |
8,314.0 |
8,328.0 |
S1 |
8,256.5 |
8,256.5 |
8,322.0 |
8,285.0 |
S2 |
8,179.0 |
8,179.0 |
8,310.0 |
|
S3 |
8,044.0 |
8,121.5 |
8,297.5 |
|
S4 |
7,909.0 |
7,986.5 |
8,260.0 |
|
|
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% |
88.0 |
1.1% |
73% |
False |
False |
21,427 |
10 |
8,455.0 |
8,236.0 |
219.0 |
2.6% |
73.5 |
0.9% |
45% |
False |
False |
11,752 |
20 |
8,497.5 |
8,236.0 |
261.5 |
3.1% |
45.0 |
0.5% |
38% |
False |
False |
5,881 |
40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
57.5 |
0.7% |
70% |
False |
False |
2,951 |
60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
52.0 |
0.6% |
70% |
False |
False |
1,970 |
80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
40.5 |
0.5% |
70% |
False |
False |
1,479 |
100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
32.5 |
0.4% |
64% |
False |
False |
1,183 |
120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
27.0 |
0.3% |
66% |
False |
False |
986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,598.5 |
2.618 |
8,504.0 |
1.618 |
8,446.0 |
1.000 |
8,410.0 |
0.618 |
8,388.0 |
HIGH |
8,352.0 |
0.618 |
8,330.0 |
0.500 |
8,323.0 |
0.382 |
8,316.0 |
LOW |
8,294.0 |
0.618 |
8,258.0 |
1.000 |
8,236.0 |
1.618 |
8,200.0 |
2.618 |
8,142.0 |
4.250 |
8,047.5 |
|
|
Fisher Pivots for day following 13-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,330.5 |
8,324.5 |
PP |
8,327.0 |
8,315.0 |
S1 |
8,323.0 |
8,305.0 |
|