| 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 |
2,557.1 |
2,567.0 |
9.9 |
0.4% |
2,554.9 |
| High |
2,568.9 |
2,579.2 |
10.3 |
0.4% |
2,581.2 |
| Low |
2,551.3 |
2,550.8 |
-0.5 |
0.0% |
2,525.4 |
| Close |
2,564.8 |
2,564.3 |
-0.5 |
0.0% |
2,546.0 |
| Range |
17.6 |
28.4 |
10.8 |
61.4% |
55.8 |
| ATR |
32.4 |
32.1 |
-0.3 |
-0.9% |
0.0 |
| Volume |
3,950 |
4,386 |
436 |
11.0% |
13,119 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.0 |
2,635.5 |
2,579.9 |
|
| R3 |
2,621.6 |
2,607.1 |
2,572.1 |
|
| R2 |
2,593.2 |
2,593.2 |
2,569.5 |
|
| R1 |
2,578.7 |
2,578.7 |
2,566.9 |
2,571.8 |
| PP |
2,564.8 |
2,564.8 |
2,564.8 |
2,561.3 |
| S1 |
2,550.3 |
2,550.3 |
2,561.7 |
2,543.4 |
| S2 |
2,536.4 |
2,536.4 |
2,559.1 |
|
| S3 |
2,508.0 |
2,521.9 |
2,556.5 |
|
| S4 |
2,479.6 |
2,493.5 |
2,548.7 |
|
|
| 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 |
2,536.1 |
45.1 |
1.8% |
28.1 |
1.1% |
63% |
False |
False |
3,055 |
| 10 |
2,585.4 |
2,525.4 |
60.0 |
2.3% |
29.4 |
1.1% |
65% |
False |
False |
3,252 |
| 20 |
2,592.5 |
2,492.0 |
100.5 |
3.9% |
31.5 |
1.2% |
72% |
False |
False |
2,376 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
34.6 |
1.4% |
84% |
False |
False |
2,331 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.2 |
1.3% |
87% |
False |
False |
2,147 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.8 |
1.3% |
87% |
False |
False |
1,739 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.0 |
1.3% |
87% |
False |
False |
1,486 |
| 120 |
2,592.5 |
2,257.9 |
334.6 |
13.0% |
33.7 |
1.3% |
92% |
False |
False |
1,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,699.9 |
|
2.618 |
2,653.6 |
|
1.618 |
2,625.2 |
|
1.000 |
2,607.6 |
|
0.618 |
2,596.8 |
|
HIGH |
2,579.2 |
|
0.618 |
2,568.4 |
|
0.500 |
2,565.0 |
|
0.382 |
2,561.6 |
|
LOW |
2,550.8 |
|
0.618 |
2,533.2 |
|
1.000 |
2,522.4 |
|
1.618 |
2,504.8 |
|
2.618 |
2,476.4 |
|
4.250 |
2,430.1 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.0 |
2,562.3 |
| PP |
2,564.8 |
2,560.3 |
| S1 |
2,564.5 |
2,558.3 |
|