| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,110.5 |
2,125.3 |
14.8 |
0.7% |
2,244.7 |
| High |
2,140.3 |
2,127.9 |
-12.4 |
-0.6% |
2,245.6 |
| Low |
2,107.0 |
2,094.9 |
-12.1 |
-0.6% |
2,103.4 |
| Close |
2,122.5 |
2,121.1 |
-1.4 |
-0.1% |
2,116.0 |
| Range |
33.3 |
33.0 |
-0.3 |
-0.9% |
142.2 |
| ATR |
46.9 |
45.9 |
-1.0 |
-2.1% |
0.0 |
| Volume |
3,230 |
3,400 |
170 |
5.3% |
6,992 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.6 |
2,200.4 |
2,139.3 |
|
| R3 |
2,180.6 |
2,167.4 |
2,130.2 |
|
| R2 |
2,147.6 |
2,147.6 |
2,127.2 |
|
| R1 |
2,134.4 |
2,134.4 |
2,124.1 |
2,124.5 |
| PP |
2,114.6 |
2,114.6 |
2,114.6 |
2,109.7 |
| S1 |
2,101.4 |
2,101.4 |
2,118.1 |
2,091.5 |
| S2 |
2,081.6 |
2,081.6 |
2,115.1 |
|
| S3 |
2,048.6 |
2,068.4 |
2,112.0 |
|
| S4 |
2,015.6 |
2,035.4 |
2,103.0 |
|
|
| 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 |
2,193.6 |
2,094.9 |
98.7 |
4.7% |
40.3 |
1.9% |
27% |
False |
True |
2,578 |
| 10 |
2,255.3 |
2,094.9 |
160.4 |
7.6% |
41.6 |
2.0% |
16% |
False |
True |
2,120 |
| 20 |
2,270.0 |
2,082.5 |
187.5 |
8.8% |
42.9 |
2.0% |
21% |
False |
False |
1,328 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
53.4 |
2.5% |
33% |
False |
False |
971 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
45.4 |
2.1% |
33% |
False |
False |
687 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
34.3 |
1.6% |
33% |
False |
False |
516 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
27.5 |
1.3% |
36% |
False |
False |
412 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
22.9 |
1.1% |
36% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.2 |
|
2.618 |
2,214.3 |
|
1.618 |
2,181.3 |
|
1.000 |
2,160.9 |
|
0.618 |
2,148.3 |
|
HIGH |
2,127.9 |
|
0.618 |
2,115.3 |
|
0.500 |
2,111.4 |
|
0.382 |
2,107.5 |
|
LOW |
2,094.9 |
|
0.618 |
2,074.5 |
|
1.000 |
2,061.9 |
|
1.618 |
2,041.5 |
|
2.618 |
2,008.5 |
|
4.250 |
1,954.7 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,117.9 |
2,132.4 |
| PP |
2,114.6 |
2,128.6 |
| S1 |
2,111.4 |
2,124.9 |
|