| 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 |
2,157.8110 |
2,341.7680 |
183.9570 |
8.5% |
2,551.8170 |
| High |
2,351.4710 |
2,393.3990 |
41.9280 |
1.8% |
2,561.5420 |
| Low |
2,154.2820 |
2,323.7810 |
169.4990 |
7.9% |
2,160.8770 |
| Close |
2,341.3120 |
2,385.8460 |
44.5340 |
1.9% |
2,163.7960 |
| Range |
197.1890 |
69.6180 |
-127.5710 |
-64.7% |
400.6650 |
| ATR |
157.6390 |
151.3518 |
-6.2872 |
-4.0% |
0.0000 |
| Volume |
1,239 |
106,347 |
105,108 |
8,483.3% |
367,675 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.5293 |
2,550.8057 |
2,424.1359 |
|
| R3 |
2,506.9113 |
2,481.1877 |
2,404.9910 |
|
| R2 |
2,437.2933 |
2,437.2933 |
2,398.6093 |
|
| R1 |
2,411.5697 |
2,411.5697 |
2,392.2277 |
2,424.4315 |
| PP |
2,367.6753 |
2,367.6753 |
2,367.6753 |
2,374.1063 |
| S1 |
2,341.9517 |
2,341.9517 |
2,379.4644 |
2,354.8135 |
| S2 |
2,298.0573 |
2,298.0573 |
2,373.0827 |
|
| S3 |
2,228.4393 |
2,272.3337 |
2,366.7011 |
|
| S4 |
2,158.8213 |
2,202.7157 |
2,347.5561 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,497.4000 |
3,231.2630 |
2,384.1618 |
|
| R3 |
3,096.7350 |
2,830.5980 |
2,273.9789 |
|
| R2 |
2,696.0700 |
2,696.0700 |
2,237.2513 |
|
| R1 |
2,429.9330 |
2,429.9330 |
2,200.5236 |
2,362.6690 |
| PP |
2,295.4050 |
2,295.4050 |
2,295.4050 |
2,261.7730 |
| S1 |
2,029.2680 |
2,029.2680 |
2,127.0684 |
1,962.0040 |
| S2 |
1,894.7400 |
1,894.7400 |
2,090.3408 |
|
| S3 |
1,494.0750 |
1,628.6030 |
2,053.6131 |
|
| S4 |
1,093.4100 |
1,227.9380 |
1,943.4303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,488.8050 |
2,154.2820 |
334.5230 |
14.0% |
160.1884 |
6.7% |
69% |
False |
False |
77,920 |
| 10 |
2,695.2650 |
2,154.2820 |
540.9830 |
22.7% |
140.8626 |
5.9% |
43% |
False |
False |
109,124 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.8% |
129.9431 |
5.4% |
35% |
False |
False |
108,431 |
| 40 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
58.7% |
164.4695 |
6.9% |
17% |
False |
False |
129,906 |
| 60 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
62.7% |
163.8906 |
6.9% |
15% |
False |
False |
119,852 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
74.9% |
166.5862 |
7.0% |
13% |
False |
False |
131,813 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
74.9% |
164.1958 |
6.9% |
13% |
False |
False |
128,026 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
74.9% |
175.7185 |
7.4% |
13% |
False |
False |
130,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,689.2755 |
|
2.618 |
2,575.6589 |
|
1.618 |
2,506.0409 |
|
1.000 |
2,463.0170 |
|
0.618 |
2,436.4229 |
|
HIGH |
2,393.3990 |
|
0.618 |
2,366.8049 |
|
0.500 |
2,358.5900 |
|
0.382 |
2,350.3751 |
|
LOW |
2,323.7810 |
|
0.618 |
2,280.7571 |
|
1.000 |
2,254.1630 |
|
1.618 |
2,211.1391 |
|
2.618 |
2,141.5211 |
|
4.250 |
2,027.9045 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,376.7607 |
2,350.8215 |
| PP |
2,367.6753 |
2,315.7970 |
| S1 |
2,358.5900 |
2,280.7725 |
|