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 |
548.70 |
555.01 |
6.31 |
1.1% |
560.47 |
High |
555.36 |
559.40 |
4.04 |
0.7% |
560.81 |
Low |
539.96 |
552.74 |
12.78 |
2.4% |
539.44 |
Close |
554.42 |
559.09 |
4.67 |
0.8% |
540.36 |
Range |
15.40 |
6.66 |
-8.74 |
-56.8% |
21.37 |
ATR |
8.18 |
8.07 |
-0.11 |
-1.3% |
0.00 |
Volume |
75,248,600 |
51,892,700 |
-23,355,900 |
-31.0% |
220,583,000 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
577.06 |
574.73 |
562.75 |
|
R3 |
570.40 |
568.07 |
560.92 |
|
R2 |
563.74 |
563.74 |
560.31 |
|
R1 |
561.41 |
561.41 |
559.70 |
562.58 |
PP |
557.08 |
557.08 |
557.08 |
557.66 |
S1 |
554.75 |
554.75 |
558.48 |
555.92 |
S2 |
550.42 |
550.42 |
557.87 |
|
S3 |
543.76 |
548.09 |
557.26 |
|
S4 |
537.10 |
541.43 |
555.43 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610.98 |
597.04 |
552.11 |
|
R3 |
589.61 |
575.67 |
546.24 |
|
R2 |
568.24 |
568.24 |
544.28 |
|
R1 |
554.30 |
554.30 |
542.32 |
550.59 |
PP |
546.87 |
546.87 |
546.87 |
545.01 |
S1 |
532.93 |
532.93 |
538.40 |
529.22 |
S2 |
525.50 |
525.50 |
536.44 |
|
S3 |
504.13 |
511.56 |
534.48 |
|
S4 |
482.76 |
490.19 |
528.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
559.40 |
539.44 |
19.96 |
3.6% |
9.00 |
1.6% |
98% |
True |
False |
54,495,080 |
10 |
564.20 |
539.44 |
24.76 |
4.4% |
8.15 |
1.5% |
79% |
False |
False |
52,597,980 |
20 |
564.20 |
539.44 |
24.76 |
4.4% |
6.78 |
1.2% |
79% |
False |
False |
48,096,750 |
40 |
564.20 |
510.27 |
53.93 |
9.6% |
7.40 |
1.3% |
91% |
False |
False |
55,254,945 |
60 |
565.16 |
510.27 |
54.89 |
9.8% |
6.25 |
1.1% |
89% |
False |
False |
51,956,797 |
80 |
565.16 |
510.27 |
54.89 |
9.8% |
5.79 |
1.0% |
89% |
False |
False |
50,417,259 |
100 |
565.16 |
495.43 |
69.73 |
12.5% |
5.53 |
1.0% |
91% |
False |
False |
51,957,194 |
120 |
565.16 |
493.86 |
71.30 |
12.8% |
5.44 |
1.0% |
91% |
False |
False |
55,961,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
587.71 |
2.618 |
576.84 |
1.618 |
570.18 |
1.000 |
566.06 |
0.618 |
563.52 |
HIGH |
559.40 |
0.618 |
556.86 |
0.500 |
556.07 |
0.382 |
555.28 |
LOW |
552.74 |
0.618 |
548.62 |
1.000 |
546.08 |
1.618 |
541.96 |
2.618 |
535.30 |
4.250 |
524.44 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
558.08 |
555.95 |
PP |
557.08 |
552.82 |
S1 |
556.07 |
549.68 |
|