| 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 |
19,253.50 |
19,680.00 |
426.50 |
2.2% |
20,011.25 |
| High |
19,707.00 |
19,901.25 |
194.25 |
1.0% |
20,100.75 |
| Low |
18,960.75 |
19,623.25 |
662.50 |
3.5% |
18,799.75 |
| Close |
19,687.50 |
19,876.50 |
189.00 |
1.0% |
18,872.25 |
| Range |
746.25 |
278.00 |
-468.25 |
-62.7% |
1,301.00 |
| ATR |
404.31 |
395.29 |
-9.02 |
-2.2% |
0.00 |
| Volume |
54 |
82 |
28 |
51.9% |
173 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,634.25 |
20,533.50 |
20,029.50 |
|
| R3 |
20,356.25 |
20,255.50 |
19,953.00 |
|
| R2 |
20,078.25 |
20,078.25 |
19,927.50 |
|
| R1 |
19,977.50 |
19,977.50 |
19,902.00 |
20,028.00 |
| PP |
19,800.25 |
19,800.25 |
19,800.25 |
19,825.50 |
| S1 |
19,699.50 |
19,699.50 |
19,851.00 |
19,750.00 |
| S2 |
19,522.25 |
19,522.25 |
19,825.50 |
|
| S3 |
19,244.25 |
19,421.50 |
19,800.00 |
|
| S4 |
18,966.25 |
19,143.50 |
19,723.50 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,160.50 |
22,317.50 |
19,587.75 |
|
| R3 |
21,859.50 |
21,016.50 |
19,230.00 |
|
| R2 |
20,558.50 |
20,558.50 |
19,110.75 |
|
| R1 |
19,715.50 |
19,715.50 |
18,991.50 |
19,486.50 |
| PP |
19,257.50 |
19,257.50 |
19,257.50 |
19,143.00 |
| S1 |
18,414.50 |
18,414.50 |
18,753.00 |
18,185.50 |
| S2 |
17,956.50 |
17,956.50 |
18,633.75 |
|
| S3 |
16,655.50 |
17,113.50 |
18,514.50 |
|
| S4 |
15,354.50 |
15,812.50 |
18,156.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,901.25 |
18,799.75 |
1,101.50 |
5.5% |
445.75 |
2.2% |
98% |
True |
False |
55 |
| 10 |
20,108.00 |
18,799.75 |
1,308.25 |
6.6% |
429.50 |
2.2% |
82% |
False |
False |
36 |
| 20 |
20,459.50 |
18,799.75 |
1,659.75 |
8.4% |
360.00 |
1.8% |
65% |
False |
False |
21 |
| 40 |
20,636.00 |
17,767.00 |
2,869.00 |
14.4% |
404.75 |
2.0% |
74% |
False |
False |
22 |
| 60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.6% |
314.00 |
1.6% |
57% |
False |
False |
15 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.6% |
246.00 |
1.2% |
57% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,082.75 |
|
2.618 |
20,629.00 |
|
1.618 |
20,351.00 |
|
1.000 |
20,179.25 |
|
0.618 |
20,073.00 |
|
HIGH |
19,901.25 |
|
0.618 |
19,795.00 |
|
0.500 |
19,762.25 |
|
0.382 |
19,729.50 |
|
LOW |
19,623.25 |
|
0.618 |
19,451.50 |
|
1.000 |
19,345.25 |
|
1.618 |
19,173.50 |
|
2.618 |
18,895.50 |
|
4.250 |
18,441.75 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,838.50 |
19,728.00 |
| PP |
19,800.25 |
19,579.50 |
| S1 |
19,762.25 |
19,431.00 |
|