| 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 |
2,567.0 |
2,562.0 |
-5.0 |
-0.2% |
2,554.9 |
| High |
2,579.2 |
2,610.4 |
31.2 |
1.2% |
2,581.2 |
| Low |
2,550.8 |
2,561.0 |
10.2 |
0.4% |
2,525.4 |
| Close |
2,564.3 |
2,602.9 |
38.6 |
1.5% |
2,546.0 |
| Range |
28.4 |
49.4 |
21.0 |
73.9% |
55.8 |
| ATR |
32.1 |
33.3 |
1.2 |
3.9% |
0.0 |
| Volume |
4,386 |
4,865 |
479 |
10.9% |
13,119 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.6 |
2,720.7 |
2,630.1 |
|
| R3 |
2,690.2 |
2,671.3 |
2,616.5 |
|
| R2 |
2,640.8 |
2,640.8 |
2,612.0 |
|
| R1 |
2,621.9 |
2,621.9 |
2,607.4 |
2,631.4 |
| PP |
2,591.4 |
2,591.4 |
2,591.4 |
2,596.2 |
| S1 |
2,572.5 |
2,572.5 |
2,598.4 |
2,582.0 |
| S2 |
2,542.0 |
2,542.0 |
2,593.8 |
|
| S3 |
2,492.6 |
2,523.1 |
2,589.3 |
|
| S4 |
2,443.2 |
2,473.7 |
2,575.7 |
|
|
| 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 |
2,610.4 |
2,536.1 |
74.3 |
2.9% |
32.1 |
1.2% |
90% |
True |
False |
3,585 |
| 10 |
2,610.4 |
2,525.4 |
85.0 |
3.3% |
30.9 |
1.2% |
91% |
True |
False |
3,507 |
| 20 |
2,610.4 |
2,492.0 |
118.4 |
4.5% |
31.8 |
1.2% |
94% |
True |
False |
2,549 |
| 40 |
2,610.4 |
2,421.2 |
189.2 |
7.3% |
35.1 |
1.3% |
96% |
True |
False |
2,426 |
| 60 |
2,610.4 |
2,372.6 |
237.8 |
9.1% |
33.7 |
1.3% |
97% |
True |
False |
2,216 |
| 80 |
2,610.4 |
2,372.6 |
237.8 |
9.1% |
33.8 |
1.3% |
97% |
True |
False |
1,795 |
| 100 |
2,610.4 |
2,372.6 |
237.8 |
9.1% |
33.1 |
1.3% |
97% |
True |
False |
1,531 |
| 120 |
2,610.4 |
2,257.9 |
352.5 |
13.5% |
33.7 |
1.3% |
98% |
True |
False |
1,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.4 |
|
2.618 |
2,739.7 |
|
1.618 |
2,690.3 |
|
1.000 |
2,659.8 |
|
0.618 |
2,640.9 |
|
HIGH |
2,610.4 |
|
0.618 |
2,591.5 |
|
0.500 |
2,585.7 |
|
0.382 |
2,579.9 |
|
LOW |
2,561.0 |
|
0.618 |
2,530.5 |
|
1.000 |
2,511.6 |
|
1.618 |
2,481.1 |
|
2.618 |
2,431.7 |
|
4.250 |
2,351.1 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,597.2 |
2,595.5 |
| PP |
2,591.4 |
2,588.0 |
| S1 |
2,585.7 |
2,580.6 |
|