| 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 |
2,118.4 |
2,127.4 |
9.0 |
0.4% |
2,244.7 |
| High |
2,129.1 |
2,164.8 |
35.7 |
1.7% |
2,245.6 |
| Low |
2,077.7 |
2,120.5 |
42.8 |
2.1% |
2,103.4 |
| Close |
2,126.4 |
2,153.1 |
26.7 |
1.3% |
2,116.0 |
| Range |
51.4 |
44.3 |
-7.1 |
-13.8% |
142.2 |
| ATR |
46.3 |
46.2 |
-0.1 |
-0.3% |
0.0 |
| Volume |
8,501 |
29,787 |
21,286 |
250.4% |
6,992 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.0 |
2,260.4 |
2,177.5 |
|
| R3 |
2,234.7 |
2,216.1 |
2,165.3 |
|
| R2 |
2,190.4 |
2,190.4 |
2,161.2 |
|
| R1 |
2,171.8 |
2,171.8 |
2,157.2 |
2,181.1 |
| PP |
2,146.1 |
2,146.1 |
2,146.1 |
2,150.8 |
| S1 |
2,127.5 |
2,127.5 |
2,149.0 |
2,136.8 |
| S2 |
2,101.8 |
2,101.8 |
2,145.0 |
|
| S3 |
2,057.5 |
2,083.2 |
2,140.9 |
|
| S4 |
2,013.2 |
2,038.9 |
2,128.7 |
|
|
| 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 |
2,169.9 |
2,077.7 |
92.2 |
4.3% |
45.7 |
2.1% |
82% |
False |
False |
9,848 |
| 10 |
2,253.7 |
2,077.7 |
176.0 |
8.2% |
45.0 |
2.1% |
43% |
False |
False |
5,691 |
| 20 |
2,270.0 |
2,077.7 |
192.3 |
8.9% |
42.6 |
2.0% |
39% |
False |
False |
3,199 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.5% |
52.6 |
2.4% |
43% |
False |
False |
1,911 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.5% |
46.4 |
2.2% |
43% |
False |
False |
1,325 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.5% |
35.5 |
1.7% |
43% |
False |
False |
994 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.5% |
28.4 |
1.3% |
43% |
False |
False |
795 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.1% |
23.7 |
1.1% |
45% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,353.1 |
|
2.618 |
2,280.8 |
|
1.618 |
2,236.5 |
|
1.000 |
2,209.1 |
|
0.618 |
2,192.2 |
|
HIGH |
2,164.8 |
|
0.618 |
2,147.9 |
|
0.500 |
2,142.7 |
|
0.382 |
2,137.4 |
|
LOW |
2,120.5 |
|
0.618 |
2,093.1 |
|
1.000 |
2,076.2 |
|
1.618 |
2,048.8 |
|
2.618 |
2,004.5 |
|
4.250 |
1,932.2 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.6 |
2,142.5 |
| PP |
2,146.1 |
2,131.9 |
| S1 |
2,142.7 |
2,121.3 |
|