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 |
5.02 |
5.00 |
-0.02 |
-0.4% |
5.56 |
High |
5.02 |
5.10 |
0.08 |
1.5% |
5.61 |
Low |
4.93 |
4.97 |
0.04 |
0.8% |
5.02 |
Close |
4.99 |
5.01 |
0.02 |
0.4% |
5.05 |
Range |
0.10 |
0.13 |
0.04 |
36.8% |
0.59 |
ATR |
0.21 |
0.20 |
-0.01 |
-2.7% |
0.00 |
Volume |
356,100 |
133,532 |
-222,568 |
-62.5% |
3,392,464 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.41 |
5.34 |
5.08 |
|
R3 |
5.28 |
5.21 |
5.05 |
|
R2 |
5.15 |
5.15 |
5.03 |
|
R1 |
5.08 |
5.08 |
5.02 |
5.12 |
PP |
5.02 |
5.02 |
5.02 |
5.04 |
S1 |
4.95 |
4.95 |
5.00 |
4.99 |
S2 |
4.89 |
4.89 |
4.99 |
|
S3 |
4.76 |
4.82 |
4.97 |
|
S4 |
4.63 |
4.69 |
4.94 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.00 |
6.61 |
5.37 |
|
R3 |
6.41 |
6.02 |
5.21 |
|
R2 |
5.82 |
5.82 |
5.16 |
|
R1 |
5.43 |
5.43 |
5.10 |
5.33 |
PP |
5.23 |
5.23 |
5.23 |
5.18 |
S1 |
4.84 |
4.84 |
5.00 |
4.74 |
S2 |
4.64 |
4.64 |
4.94 |
|
S3 |
4.05 |
4.25 |
4.89 |
|
S4 |
3.46 |
3.66 |
4.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.21 |
4.93 |
0.29 |
5.7% |
0.16 |
3.1% |
30% |
False |
False |
317,646 |
10 |
5.61 |
4.93 |
0.69 |
13.7% |
0.18 |
3.5% |
12% |
False |
False |
384,779 |
20 |
5.87 |
4.93 |
0.94 |
18.8% |
0.20 |
4.1% |
9% |
False |
False |
363,495 |
40 |
5.87 |
4.67 |
1.20 |
24.0% |
0.20 |
3.9% |
29% |
False |
False |
391,062 |
60 |
6.92 |
4.62 |
2.30 |
45.9% |
0.25 |
4.9% |
17% |
False |
False |
578,500 |
80 |
6.92 |
4.62 |
2.30 |
45.9% |
0.25 |
5.0% |
17% |
False |
False |
619,624 |
100 |
6.92 |
4.62 |
2.30 |
45.9% |
0.24 |
4.8% |
17% |
False |
False |
631,592 |
120 |
6.92 |
4.62 |
2.30 |
45.9% |
0.25 |
4.9% |
17% |
False |
False |
1,005,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.65 |
2.618 |
5.44 |
1.618 |
5.31 |
1.000 |
5.23 |
0.618 |
5.18 |
HIGH |
5.10 |
0.618 |
5.05 |
0.500 |
5.03 |
0.382 |
5.01 |
LOW |
4.97 |
0.618 |
4.88 |
1.000 |
4.84 |
1.618 |
4.75 |
2.618 |
4.62 |
4.250 |
4.41 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5.03 |
5.05 |
PP |
5.02 |
5.04 |
S1 |
5.02 |
5.02 |
|