| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
8,285.0 |
8,225.0 |
-60.0 |
-0.7% |
8,425.0 |
| High |
8,285.0 |
8,278.5 |
-6.5 |
-0.1% |
8,426.5 |
| Low |
8,185.0 |
8,179.5 |
-5.5 |
-0.1% |
8,177.0 |
| Close |
8,225.5 |
8,206.5 |
-19.0 |
-0.2% |
8,183.5 |
| Range |
100.0 |
99.0 |
-1.0 |
-1.0% |
249.5 |
| ATR |
91.7 |
92.2 |
0.5 |
0.6% |
0.0 |
| Volume |
80,631 |
92,967 |
12,336 |
15.3% |
361,396 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,518.5 |
8,461.5 |
8,261.0 |
|
| R3 |
8,419.5 |
8,362.5 |
8,233.5 |
|
| R2 |
8,320.5 |
8,320.5 |
8,224.5 |
|
| R1 |
8,263.5 |
8,263.5 |
8,215.5 |
8,242.5 |
| PP |
8,221.5 |
8,221.5 |
8,221.5 |
8,211.0 |
| S1 |
8,164.5 |
8,164.5 |
8,197.5 |
8,143.5 |
| S2 |
8,122.5 |
8,122.5 |
8,188.5 |
|
| S3 |
8,023.5 |
8,065.5 |
8,179.5 |
|
| S4 |
7,924.5 |
7,966.5 |
8,152.0 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,011.0 |
8,846.5 |
8,320.5 |
|
| R3 |
8,761.5 |
8,597.0 |
8,252.0 |
|
| R2 |
8,512.0 |
8,512.0 |
8,229.0 |
|
| R1 |
8,347.5 |
8,347.5 |
8,206.5 |
8,305.0 |
| PP |
8,262.5 |
8,262.5 |
8,262.5 |
8,241.0 |
| S1 |
8,098.0 |
8,098.0 |
8,160.5 |
8,055.5 |
| S2 |
8,013.0 |
8,013.0 |
8,138.0 |
|
| S3 |
7,763.5 |
7,848.5 |
8,115.0 |
|
| S4 |
7,514.0 |
7,599.0 |
8,046.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,302.0 |
8,177.0 |
125.0 |
1.5% |
89.5 |
1.1% |
24% |
False |
False |
83,502 |
| 10 |
8,441.0 |
8,177.0 |
264.0 |
3.2% |
85.0 |
1.0% |
11% |
False |
False |
70,922 |
| 20 |
8,441.0 |
8,177.0 |
264.0 |
3.2% |
81.0 |
1.0% |
11% |
False |
False |
67,414 |
| 40 |
8,441.0 |
7,908.0 |
533.0 |
6.5% |
97.5 |
1.2% |
56% |
False |
False |
78,761 |
| 60 |
8,441.0 |
7,908.0 |
533.0 |
6.5% |
91.0 |
1.1% |
56% |
False |
False |
83,278 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
84.5 |
1.0% |
51% |
False |
False |
67,446 |
| 100 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
72.5 |
0.9% |
51% |
False |
False |
53,958 |
| 120 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
69.0 |
0.8% |
59% |
False |
False |
44,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,699.0 |
|
2.618 |
8,537.5 |
|
1.618 |
8,438.5 |
|
1.000 |
8,377.5 |
|
0.618 |
8,339.5 |
|
HIGH |
8,278.5 |
|
0.618 |
8,240.5 |
|
0.500 |
8,229.0 |
|
0.382 |
8,217.5 |
|
LOW |
8,179.5 |
|
0.618 |
8,118.5 |
|
1.000 |
8,080.5 |
|
1.618 |
8,019.5 |
|
2.618 |
7,920.5 |
|
4.250 |
7,759.0 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,229.0 |
8,231.0 |
| PP |
8,221.5 |
8,223.0 |
| S1 |
8,214.0 |
8,214.5 |
|