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 |
57,815 |
59,725 |
1,910 |
3.3% |
58,905 |
High |
59,495 |
60,020 |
525 |
0.9% |
62,000 |
Low |
56,995 |
58,830 |
1,835 |
3.2% |
54,120 |
Close |
59,180 |
59,900 |
720 |
1.2% |
54,940 |
Range |
2,500 |
1,190 |
-1,310 |
-52.4% |
7,880 |
ATR |
2,917 |
2,793 |
-123 |
-4.2% |
0 |
Volume |
126 |
8 |
-118 |
-93.7% |
434 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63,153 |
62,717 |
60,555 |
|
R3 |
61,963 |
61,527 |
60,227 |
|
R2 |
60,773 |
60,773 |
60,118 |
|
R1 |
60,337 |
60,337 |
60,009 |
60,555 |
PP |
59,583 |
59,583 |
59,583 |
59,693 |
S1 |
59,147 |
59,147 |
59,791 |
59,365 |
S2 |
58,393 |
58,393 |
59,682 |
|
S3 |
57,203 |
57,957 |
59,573 |
|
S4 |
56,013 |
56,767 |
59,246 |
|
|
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 |
60,020 |
54,120 |
5,900 |
9.8% |
2,356 |
3.9% |
98% |
True |
False |
53 |
10 |
62,805 |
54,120 |
8,685 |
14.5% |
2,472 |
4.1% |
67% |
False |
False |
78 |
20 |
66,805 |
54,120 |
12,685 |
21.2% |
2,316 |
3.9% |
46% |
False |
False |
47 |
40 |
72,860 |
51,055 |
21,805 |
36.4% |
2,515 |
4.2% |
41% |
False |
False |
30 |
60 |
72,860 |
51,055 |
21,805 |
36.4% |
2,267 |
3.8% |
41% |
False |
False |
21 |
80 |
76,055 |
51,055 |
25,000 |
41.7% |
1,942 |
3.2% |
35% |
False |
False |
15 |
100 |
76,055 |
51,055 |
25,000 |
41.7% |
1,647 |
2.7% |
35% |
False |
False |
12 |
120 |
77,100 |
51,055 |
26,045 |
43.5% |
1,426 |
2.4% |
34% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65,078 |
2.618 |
63,135 |
1.618 |
61,945 |
1.000 |
61,210 |
0.618 |
60,755 |
HIGH |
60,020 |
0.618 |
59,565 |
0.500 |
59,425 |
0.382 |
59,285 |
LOW |
58,830 |
0.618 |
58,095 |
1.000 |
57,640 |
1.618 |
56,905 |
2.618 |
55,715 |
4.250 |
53,773 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
59,742 |
59,436 |
PP |
59,583 |
58,972 |
S1 |
59,425 |
58,508 |
|