| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,162.5 |
2,110.5 |
-52.0 |
-2.4% |
2,244.7 |
| High |
2,169.9 |
2,140.3 |
-29.6 |
-1.4% |
2,245.6 |
| Low |
2,103.4 |
2,107.0 |
3.6 |
0.2% |
2,103.4 |
| Close |
2,116.0 |
2,122.5 |
6.5 |
0.3% |
2,116.0 |
| Range |
66.5 |
33.3 |
-33.2 |
-49.9% |
142.2 |
| ATR |
47.9 |
46.9 |
-1.0 |
-2.2% |
0.0 |
| Volume |
4,323 |
3,230 |
-1,093 |
-25.3% |
6,992 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.2 |
2,206.1 |
2,140.8 |
|
| R3 |
2,189.9 |
2,172.8 |
2,131.7 |
|
| R2 |
2,156.6 |
2,156.6 |
2,128.6 |
|
| R1 |
2,139.5 |
2,139.5 |
2,125.6 |
2,148.1 |
| PP |
2,123.3 |
2,123.3 |
2,123.3 |
2,127.5 |
| S1 |
2,106.2 |
2,106.2 |
2,119.4 |
2,114.8 |
| S2 |
2,090.0 |
2,090.0 |
2,116.4 |
|
| S3 |
2,056.7 |
2,072.9 |
2,113.3 |
|
| S4 |
2,023.4 |
2,039.6 |
2,104.2 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.6 |
2,491.0 |
2,194.2 |
|
| R3 |
2,439.4 |
2,348.8 |
2,155.1 |
|
| R2 |
2,297.2 |
2,297.2 |
2,142.1 |
|
| R1 |
2,206.6 |
2,206.6 |
2,129.0 |
2,180.8 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,142.1 |
| S1 |
2,064.4 |
2,064.4 |
2,103.0 |
2,038.6 |
| S2 |
2,012.8 |
2,012.8 |
2,089.9 |
|
| S3 |
1,870.6 |
1,922.2 |
2,076.9 |
|
| S4 |
1,728.4 |
1,780.0 |
2,037.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,245.6 |
2,103.4 |
142.2 |
6.7% |
48.8 |
2.3% |
13% |
False |
False |
2,044 |
| 10 |
2,270.0 |
2,103.4 |
166.6 |
7.8% |
40.7 |
1.9% |
11% |
False |
False |
1,826 |
| 20 |
2,270.0 |
2,082.5 |
187.5 |
8.8% |
42.8 |
2.0% |
21% |
False |
False |
1,172 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
53.8 |
2.5% |
34% |
False |
False |
892 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
44.9 |
2.1% |
34% |
False |
False |
631 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
33.9 |
1.6% |
34% |
False |
False |
473 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
27.1 |
1.3% |
36% |
False |
False |
378 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
22.6 |
1.1% |
36% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.8 |
|
2.618 |
2,227.5 |
|
1.618 |
2,194.2 |
|
1.000 |
2,173.6 |
|
0.618 |
2,160.9 |
|
HIGH |
2,140.3 |
|
0.618 |
2,127.6 |
|
0.500 |
2,123.7 |
|
0.382 |
2,119.7 |
|
LOW |
2,107.0 |
|
0.618 |
2,086.4 |
|
1.000 |
2,073.7 |
|
1.618 |
2,053.1 |
|
2.618 |
2,019.8 |
|
4.250 |
1,965.5 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,123.7 |
2,142.0 |
| PP |
2,123.3 |
2,135.5 |
| S1 |
2,122.9 |
2,129.0 |
|