| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,565.9 |
2,547.2 |
-18.7 |
-0.7% |
2,554.9 |
| High |
2,581.2 |
2,557.3 |
-23.9 |
-0.9% |
2,581.2 |
| Low |
2,536.1 |
2,537.4 |
1.3 |
0.1% |
2,525.4 |
| Close |
2,546.0 |
2,554.2 |
8.2 |
0.3% |
2,546.0 |
| Range |
45.1 |
19.9 |
-25.2 |
-55.9% |
55.8 |
| ATR |
34.6 |
33.5 |
-1.0 |
-3.0% |
0.0 |
| Volume |
2,915 |
1,813 |
-1,102 |
-37.8% |
13,119 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.3 |
2,601.7 |
2,565.1 |
|
| R3 |
2,589.4 |
2,581.8 |
2,559.7 |
|
| R2 |
2,569.5 |
2,569.5 |
2,557.8 |
|
| R1 |
2,561.9 |
2,561.9 |
2,556.0 |
2,565.7 |
| PP |
2,549.6 |
2,549.6 |
2,549.6 |
2,551.6 |
| S1 |
2,542.0 |
2,542.0 |
2,552.4 |
2,545.8 |
| S2 |
2,529.7 |
2,529.7 |
2,550.6 |
|
| S3 |
2,509.8 |
2,522.1 |
2,548.7 |
|
| S4 |
2,489.9 |
2,502.2 |
2,543.3 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.3 |
2,687.9 |
2,576.7 |
|
| R3 |
2,662.5 |
2,632.1 |
2,561.3 |
|
| R2 |
2,606.7 |
2,606.7 |
2,556.2 |
|
| R1 |
2,576.3 |
2,576.3 |
2,551.1 |
2,563.6 |
| PP |
2,550.9 |
2,550.9 |
2,550.9 |
2,544.5 |
| S1 |
2,520.5 |
2,520.5 |
2,540.9 |
2,507.8 |
| S2 |
2,495.1 |
2,495.1 |
2,535.8 |
|
| S3 |
2,439.3 |
2,464.7 |
2,530.7 |
|
| S4 |
2,383.5 |
2,408.9 |
2,515.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,581.2 |
2,525.4 |
55.8 |
2.2% |
31.2 |
1.2% |
52% |
False |
False |
2,986 |
| 10 |
2,585.4 |
2,525.4 |
60.0 |
2.3% |
28.7 |
1.1% |
48% |
False |
False |
2,691 |
| 20 |
2,592.5 |
2,486.4 |
106.1 |
4.2% |
32.5 |
1.3% |
64% |
False |
False |
2,331 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.7 |
1.4% |
78% |
False |
False |
2,220 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.4 |
1.3% |
83% |
False |
False |
2,029 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.9 |
1.3% |
83% |
False |
False |
1,644 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.0 |
1.3% |
83% |
False |
False |
1,406 |
| 120 |
2,592.5 |
2,249.3 |
343.2 |
13.4% |
33.7 |
1.3% |
89% |
False |
False |
1,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.9 |
|
2.618 |
2,609.4 |
|
1.618 |
2,589.5 |
|
1.000 |
2,577.2 |
|
0.618 |
2,569.6 |
|
HIGH |
2,557.3 |
|
0.618 |
2,549.7 |
|
0.500 |
2,547.4 |
|
0.382 |
2,545.0 |
|
LOW |
2,537.4 |
|
0.618 |
2,525.1 |
|
1.000 |
2,517.5 |
|
1.618 |
2,505.2 |
|
2.618 |
2,485.3 |
|
4.250 |
2,452.8 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.9 |
2,558.7 |
| PP |
2,549.6 |
2,557.2 |
| S1 |
2,547.4 |
2,555.7 |
|