| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,547.2 |
2,557.1 |
9.9 |
0.4% |
2,554.9 |
| High |
2,557.3 |
2,568.9 |
11.6 |
0.5% |
2,581.2 |
| Low |
2,537.4 |
2,551.3 |
13.9 |
0.5% |
2,525.4 |
| Close |
2,554.2 |
2,564.8 |
10.6 |
0.4% |
2,546.0 |
| Range |
19.9 |
17.6 |
-2.3 |
-11.6% |
55.8 |
| ATR |
33.5 |
32.4 |
-1.1 |
-3.4% |
0.0 |
| Volume |
1,813 |
3,950 |
2,137 |
117.9% |
13,119 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.5 |
2,607.2 |
2,574.5 |
|
| R3 |
2,596.9 |
2,589.6 |
2,569.6 |
|
| R2 |
2,579.3 |
2,579.3 |
2,568.0 |
|
| R1 |
2,572.0 |
2,572.0 |
2,566.4 |
2,575.7 |
| PP |
2,561.7 |
2,561.7 |
2,561.7 |
2,563.5 |
| S1 |
2,554.4 |
2,554.4 |
2,563.2 |
2,558.1 |
| S2 |
2,544.1 |
2,544.1 |
2,561.6 |
|
| S3 |
2,526.5 |
2,536.8 |
2,560.0 |
|
| S4 |
2,508.9 |
2,519.2 |
2,555.1 |
|
|
| 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% |
27.8 |
1.1% |
71% |
False |
False |
3,040 |
| 10 |
2,585.4 |
2,525.4 |
60.0 |
2.3% |
28.7 |
1.1% |
66% |
False |
False |
2,938 |
| 20 |
2,592.5 |
2,492.0 |
100.5 |
3.9% |
31.0 |
1.2% |
72% |
False |
False |
2,357 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.1 |
1.4% |
84% |
False |
False |
2,269 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.2 |
1.3% |
87% |
False |
False |
2,084 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.7 |
1.3% |
87% |
False |
False |
1,687 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
32.9 |
1.3% |
87% |
False |
False |
1,442 |
| 120 |
2,592.5 |
2,251.9 |
340.6 |
13.3% |
33.7 |
1.3% |
92% |
False |
False |
1,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.7 |
|
2.618 |
2,615.0 |
|
1.618 |
2,597.4 |
|
1.000 |
2,586.5 |
|
0.618 |
2,579.8 |
|
HIGH |
2,568.9 |
|
0.618 |
2,562.2 |
|
0.500 |
2,560.1 |
|
0.382 |
2,558.0 |
|
LOW |
2,551.3 |
|
0.618 |
2,540.4 |
|
1.000 |
2,533.7 |
|
1.618 |
2,522.8 |
|
2.618 |
2,505.2 |
|
4.250 |
2,476.5 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,563.2 |
2,562.8 |
| PP |
2,561.7 |
2,560.7 |
| S1 |
2,560.1 |
2,558.7 |
|