| 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 |
2,125.3 |
2,118.4 |
-6.9 |
-0.3% |
2,244.7 |
| High |
2,127.9 |
2,129.1 |
1.2 |
0.1% |
2,245.6 |
| Low |
2,094.9 |
2,077.7 |
-17.2 |
-0.8% |
2,103.4 |
| Close |
2,121.1 |
2,126.4 |
5.3 |
0.2% |
2,116.0 |
| Range |
33.0 |
51.4 |
18.4 |
55.8% |
142.2 |
| ATR |
45.9 |
46.3 |
0.4 |
0.9% |
0.0 |
| Volume |
3,400 |
8,501 |
5,101 |
150.0% |
6,992 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.3 |
2,247.2 |
2,154.7 |
|
| R3 |
2,213.9 |
2,195.8 |
2,140.5 |
|
| R2 |
2,162.5 |
2,162.5 |
2,135.8 |
|
| R1 |
2,144.4 |
2,144.4 |
2,131.1 |
2,153.5 |
| PP |
2,111.1 |
2,111.1 |
2,111.1 |
2,115.6 |
| S1 |
2,093.0 |
2,093.0 |
2,121.7 |
2,102.1 |
| S2 |
2,059.7 |
2,059.7 |
2,117.0 |
|
| S3 |
2,008.3 |
2,041.6 |
2,112.3 |
|
| S4 |
1,956.9 |
1,990.2 |
2,098.1 |
|
|
| 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 |
2,180.5 |
2,077.7 |
102.8 |
4.8% |
43.3 |
2.0% |
47% |
False |
True |
4,117 |
| 10 |
2,253.7 |
2,077.7 |
176.0 |
8.3% |
43.4 |
2.0% |
28% |
False |
True |
2,895 |
| 20 |
2,270.0 |
2,077.7 |
192.3 |
9.0% |
43.2 |
2.0% |
25% |
False |
True |
1,736 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
52.7 |
2.5% |
35% |
False |
False |
1,173 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
46.2 |
2.2% |
35% |
False |
False |
829 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
35.0 |
1.6% |
35% |
False |
False |
622 |
| 100 |
2,343.7 |
1,999.9 |
343.8 |
16.2% |
28.0 |
1.3% |
37% |
False |
False |
497 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.3% |
23.3 |
1.1% |
37% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.6 |
|
2.618 |
2,263.7 |
|
1.618 |
2,212.3 |
|
1.000 |
2,180.5 |
|
0.618 |
2,160.9 |
|
HIGH |
2,129.1 |
|
0.618 |
2,109.5 |
|
0.500 |
2,103.4 |
|
0.382 |
2,097.3 |
|
LOW |
2,077.7 |
|
0.618 |
2,045.9 |
|
1.000 |
2,026.3 |
|
1.618 |
1,994.5 |
|
2.618 |
1,943.1 |
|
4.250 |
1,859.3 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.7 |
2,120.6 |
| PP |
2,111.1 |
2,114.8 |
| S1 |
2,103.4 |
2,109.0 |
|