| 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 |
4,759.0 |
4,822.0 |
63.0 |
1.3% |
4,982.0 |
| High |
4,825.0 |
4,841.0 |
16.0 |
0.3% |
4,998.0 |
| Low |
4,740.0 |
4,784.0 |
44.0 |
0.9% |
4,730.0 |
| Close |
4,766.0 |
4,812.0 |
46.0 |
1.0% |
4,739.0 |
| Range |
85.0 |
57.0 |
-28.0 |
-32.9% |
268.0 |
| ATR |
70.9 |
71.2 |
0.3 |
0.4% |
0.0 |
| Volume |
719,182 |
836,226 |
117,044 |
16.3% |
3,297,953 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,983.3 |
4,954.7 |
4,843.4 |
|
| R3 |
4,926.3 |
4,897.7 |
4,827.7 |
|
| R2 |
4,869.3 |
4,869.3 |
4,822.5 |
|
| R1 |
4,840.7 |
4,840.7 |
4,817.2 |
4,826.5 |
| PP |
4,812.3 |
4,812.3 |
4,812.3 |
4,805.3 |
| S1 |
4,783.7 |
4,783.7 |
4,806.8 |
4,769.5 |
| S2 |
4,755.3 |
4,755.3 |
4,801.6 |
|
| S3 |
4,698.3 |
4,726.7 |
4,796.3 |
|
| S4 |
4,641.3 |
4,669.7 |
4,780.7 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,626.3 |
5,450.7 |
4,886.4 |
|
| R3 |
5,358.3 |
5,182.7 |
4,812.7 |
|
| R2 |
5,090.3 |
5,090.3 |
4,788.1 |
|
| R1 |
4,914.7 |
4,914.7 |
4,763.6 |
4,868.5 |
| PP |
4,822.3 |
4,822.3 |
4,822.3 |
4,799.3 |
| S1 |
4,646.7 |
4,646.7 |
4,714.4 |
4,600.5 |
| S2 |
4,554.3 |
4,554.3 |
4,689.9 |
|
| S3 |
4,286.3 |
4,378.7 |
4,665.3 |
|
| S4 |
4,018.3 |
4,110.7 |
4,591.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,841.0 |
4,729.0 |
112.0 |
2.3% |
79.0 |
1.6% |
74% |
True |
False |
800,792 |
| 10 |
4,998.0 |
4,729.0 |
269.0 |
5.6% |
73.6 |
1.5% |
31% |
False |
False |
739,000 |
| 20 |
4,998.0 |
4,729.0 |
269.0 |
5.6% |
60.6 |
1.3% |
31% |
False |
False |
610,486 |
| 40 |
4,998.0 |
4,494.0 |
504.0 |
10.5% |
73.2 |
1.5% |
63% |
False |
False |
704,749 |
| 60 |
5,087.0 |
4,494.0 |
593.0 |
12.3% |
71.0 |
1.5% |
54% |
False |
False |
713,398 |
| 80 |
5,132.0 |
4,494.0 |
638.0 |
13.3% |
69.0 |
1.4% |
50% |
False |
False |
563,045 |
| 100 |
5,151.0 |
4,494.0 |
657.0 |
13.7% |
64.7 |
1.3% |
48% |
False |
False |
450,857 |
| 120 |
5,151.0 |
4,494.0 |
657.0 |
13.7% |
60.9 |
1.3% |
48% |
False |
False |
375,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,083.3 |
|
2.618 |
4,990.2 |
|
1.618 |
4,933.2 |
|
1.000 |
4,898.0 |
|
0.618 |
4,876.2 |
|
HIGH |
4,841.0 |
|
0.618 |
4,819.2 |
|
0.500 |
4,812.5 |
|
0.382 |
4,805.8 |
|
LOW |
4,784.0 |
|
0.618 |
4,748.8 |
|
1.000 |
4,727.0 |
|
1.618 |
4,691.8 |
|
2.618 |
4,634.8 |
|
4.250 |
4,541.8 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,812.5 |
4,803.0 |
| PP |
4,812.3 |
4,794.0 |
| S1 |
4,812.2 |
4,785.0 |
|