| 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 |
2,522.0 |
2,517.9 |
-4.1 |
-0.2% |
2,509.0 |
| High |
2,534.4 |
2,564.8 |
30.4 |
1.2% |
2,536.1 |
| Low |
2,505.7 |
2,515.5 |
9.8 |
0.4% |
2,479.8 |
| Close |
2,519.0 |
2,557.1 |
38.1 |
1.5% |
2,501.5 |
| Range |
28.7 |
49.3 |
20.6 |
71.8% |
56.3 |
| ATR |
32.9 |
34.1 |
1.2 |
3.6% |
0.0 |
| Volume |
4,912 |
9,291 |
4,379 |
89.1% |
29,193 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.7 |
2,674.7 |
2,584.2 |
|
| R3 |
2,644.4 |
2,625.4 |
2,570.7 |
|
| R2 |
2,595.1 |
2,595.1 |
2,566.1 |
|
| R1 |
2,576.1 |
2,576.1 |
2,561.6 |
2,585.6 |
| PP |
2,545.8 |
2,545.8 |
2,545.8 |
2,550.6 |
| S1 |
2,526.8 |
2,526.8 |
2,552.6 |
2,536.3 |
| S2 |
2,496.5 |
2,496.5 |
2,548.1 |
|
| S3 |
2,447.2 |
2,477.5 |
2,543.5 |
|
| S4 |
2,397.9 |
2,428.2 |
2,530.0 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.7 |
2,644.4 |
2,532.5 |
|
| R3 |
2,618.4 |
2,588.1 |
2,517.0 |
|
| R2 |
2,562.1 |
2,562.1 |
2,511.8 |
|
| R1 |
2,531.8 |
2,531.8 |
2,506.7 |
2,518.8 |
| PP |
2,505.8 |
2,505.8 |
2,505.8 |
2,499.3 |
| S1 |
2,475.5 |
2,475.5 |
2,496.3 |
2,462.5 |
| S2 |
2,449.5 |
2,449.5 |
2,491.2 |
|
| S3 |
2,393.2 |
2,419.2 |
2,486.0 |
|
| S4 |
2,336.9 |
2,362.9 |
2,470.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.8 |
2,490.7 |
74.1 |
2.9% |
32.6 |
1.3% |
90% |
True |
False |
6,202 |
| 10 |
2,564.8 |
2,479.8 |
85.0 |
3.3% |
31.3 |
1.2% |
91% |
True |
False |
7,120 |
| 20 |
2,564.8 |
2,446.5 |
118.3 |
4.6% |
32.7 |
1.3% |
93% |
True |
False |
7,665 |
| 40 |
2,564.8 |
2,375.1 |
189.7 |
7.4% |
36.8 |
1.4% |
96% |
True |
False |
10,429 |
| 60 |
2,564.8 |
2,327.5 |
237.3 |
9.3% |
35.3 |
1.4% |
97% |
True |
False |
8,793 |
| 80 |
2,564.8 |
2,326.9 |
237.9 |
9.3% |
35.5 |
1.4% |
97% |
True |
False |
7,154 |
| 100 |
2,564.8 |
2,326.9 |
237.9 |
9.3% |
35.5 |
1.4% |
97% |
True |
False |
5,947 |
| 120 |
2,564.8 |
2,219.2 |
345.6 |
13.5% |
36.2 |
1.4% |
98% |
True |
False |
5,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.3 |
|
2.618 |
2,693.9 |
|
1.618 |
2,644.6 |
|
1.000 |
2,614.1 |
|
0.618 |
2,595.3 |
|
HIGH |
2,564.8 |
|
0.618 |
2,546.0 |
|
0.500 |
2,540.2 |
|
0.382 |
2,534.3 |
|
LOW |
2,515.5 |
|
0.618 |
2,485.0 |
|
1.000 |
2,466.2 |
|
1.618 |
2,435.7 |
|
2.618 |
2,386.4 |
|
4.250 |
2,306.0 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.5 |
2,549.8 |
| PP |
2,545.8 |
2,542.5 |
| S1 |
2,540.2 |
2,535.2 |
|