| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,547.1 |
2,526.5 |
-20.6 |
-0.8% |
2,536.0 |
| High |
2,559.8 |
2,536.5 |
-23.3 |
-0.9% |
2,559.8 |
| Low |
2,513.9 |
2,514.2 |
0.3 |
0.0% |
2,502.7 |
| Close |
2,524.6 |
2,532.7 |
8.1 |
0.3% |
2,524.6 |
| Range |
45.9 |
22.3 |
-23.6 |
-51.4% |
57.1 |
| ATR |
36.0 |
35.0 |
-1.0 |
-2.7% |
0.0 |
| Volume |
228,117 |
140,583 |
-87,534 |
-38.4% |
822,322 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.7 |
2,586.0 |
2,545.0 |
|
| R3 |
2,572.4 |
2,563.7 |
2,538.8 |
|
| R2 |
2,550.1 |
2,550.1 |
2,536.8 |
|
| R1 |
2,541.4 |
2,541.4 |
2,534.7 |
2,545.8 |
| PP |
2,527.8 |
2,527.8 |
2,527.8 |
2,530.0 |
| S1 |
2,519.1 |
2,519.1 |
2,530.7 |
2,523.5 |
| S2 |
2,505.5 |
2,505.5 |
2,528.6 |
|
| S3 |
2,483.2 |
2,496.8 |
2,526.6 |
|
| S4 |
2,460.9 |
2,474.5 |
2,520.4 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.3 |
2,669.6 |
2,556.0 |
|
| R3 |
2,643.2 |
2,612.5 |
2,540.3 |
|
| R2 |
2,586.1 |
2,586.1 |
2,535.1 |
|
| R1 |
2,555.4 |
2,555.4 |
2,529.8 |
2,542.2 |
| PP |
2,529.0 |
2,529.0 |
2,529.0 |
2,522.5 |
| S1 |
2,498.3 |
2,498.3 |
2,519.4 |
2,485.1 |
| S2 |
2,471.9 |
2,471.9 |
2,514.1 |
|
| S3 |
2,414.8 |
2,441.2 |
2,508.9 |
|
| S4 |
2,357.7 |
2,384.1 |
2,493.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,559.8 |
2,502.7 |
57.1 |
2.3% |
32.5 |
1.3% |
53% |
False |
False |
192,581 |
| 10 |
2,564.3 |
2,502.7 |
61.6 |
2.4% |
30.0 |
1.2% |
49% |
False |
False |
173,734 |
| 20 |
2,570.4 |
2,462.7 |
107.7 |
4.3% |
34.2 |
1.3% |
65% |
False |
False |
174,116 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
38.1 |
1.5% |
78% |
False |
False |
154,394 |
| 60 |
2,570.4 |
2,350.5 |
219.9 |
8.7% |
35.8 |
1.4% |
83% |
False |
False |
112,133 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.3 |
1.4% |
83% |
False |
False |
85,033 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.3 |
1.4% |
83% |
False |
False |
68,495 |
| 120 |
2,570.4 |
2,230.5 |
339.9 |
13.4% |
37.0 |
1.5% |
89% |
False |
False |
57,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.3 |
|
2.618 |
2,594.9 |
|
1.618 |
2,572.6 |
|
1.000 |
2,558.8 |
|
0.618 |
2,550.3 |
|
HIGH |
2,536.5 |
|
0.618 |
2,528.0 |
|
0.500 |
2,525.4 |
|
0.382 |
2,522.7 |
|
LOW |
2,514.2 |
|
0.618 |
2,500.4 |
|
1.000 |
2,491.9 |
|
1.618 |
2,478.1 |
|
2.618 |
2,455.8 |
|
4.250 |
2,419.4 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,530.3 |
2,536.9 |
| PP |
2,527.8 |
2,535.5 |
| S1 |
2,525.4 |
2,534.1 |
|