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 |
58,095 |
57,815 |
-280 |
-0.5% |
58,905 |
High |
59,535 |
59,495 |
-40 |
-0.1% |
62,000 |
Low |
58,010 |
56,995 |
-1,015 |
-1.7% |
54,120 |
Close |
59,535 |
59,180 |
-355 |
-0.6% |
54,940 |
Range |
1,525 |
2,500 |
975 |
63.9% |
7,880 |
ATR |
2,946 |
2,917 |
-29 |
-1.0% |
0 |
Volume |
36 |
126 |
90 |
250.0% |
434 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,057 |
65,118 |
60,555 |
|
R3 |
63,557 |
62,618 |
59,868 |
|
R2 |
61,057 |
61,057 |
59,638 |
|
R1 |
60,118 |
60,118 |
59,409 |
60,588 |
PP |
58,557 |
58,557 |
58,557 |
58,791 |
S1 |
57,618 |
57,618 |
58,951 |
58,088 |
S2 |
56,057 |
56,057 |
58,722 |
|
S3 |
53,557 |
55,118 |
58,493 |
|
S4 |
51,057 |
52,618 |
57,805 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80,660 |
75,680 |
59,274 |
|
R3 |
72,780 |
67,800 |
57,107 |
|
R2 |
64,900 |
64,900 |
56,385 |
|
R1 |
59,920 |
59,920 |
55,662 |
58,470 |
PP |
57,020 |
57,020 |
57,020 |
56,295 |
S1 |
52,040 |
52,040 |
54,218 |
50,590 |
S2 |
49,140 |
49,140 |
53,495 |
|
S3 |
41,260 |
44,160 |
52,773 |
|
S4 |
33,380 |
36,280 |
50,606 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59,835 |
54,120 |
5,715 |
9.7% |
2,621 |
4.4% |
89% |
False |
False |
70 |
10 |
62,805 |
54,120 |
8,685 |
14.7% |
2,587 |
4.4% |
58% |
False |
False |
83 |
20 |
66,805 |
54,120 |
12,685 |
21.4% |
2,392 |
4.0% |
40% |
False |
False |
47 |
40 |
72,860 |
51,055 |
21,805 |
36.8% |
2,534 |
4.3% |
37% |
False |
False |
29 |
60 |
72,860 |
51,055 |
21,805 |
36.8% |
2,258 |
3.8% |
37% |
False |
False |
20 |
80 |
76,055 |
51,055 |
25,000 |
42.2% |
1,937 |
3.3% |
33% |
False |
False |
15 |
100 |
76,055 |
51,055 |
25,000 |
42.2% |
1,635 |
2.8% |
33% |
False |
False |
12 |
120 |
77,100 |
51,055 |
26,045 |
44.0% |
1,434 |
2.4% |
31% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70,120 |
2.618 |
66,040 |
1.618 |
63,540 |
1.000 |
61,995 |
0.618 |
61,040 |
HIGH |
59,495 |
0.618 |
58,540 |
0.500 |
58,245 |
0.382 |
57,950 |
LOW |
56,995 |
0.618 |
55,450 |
1.000 |
54,495 |
1.618 |
52,950 |
2.618 |
50,450 |
4.250 |
46,370 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
58,868 |
58,800 |
PP |
58,557 |
58,420 |
S1 |
58,245 |
58,040 |
|