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 |
358.51 |
356.85 |
-1.66 |
-0.5% |
362.28 |
High |
360.61 |
356.85 |
-3.76 |
-1.0% |
370.64 |
Low |
355.65 |
350.43 |
-5.22 |
-1.5% |
348.80 |
Close |
358.10 |
356.42 |
-1.68 |
-0.5% |
353.49 |
Range |
4.96 |
6.42 |
1.46 |
29.4% |
21.84 |
ATR |
7.09 |
7.14 |
0.04 |
0.6% |
0.00 |
Volume |
868,300 |
273,995 |
-594,305 |
-68.4% |
15,039,436 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373.83 |
371.54 |
359.95 |
|
R3 |
367.41 |
365.12 |
358.19 |
|
R2 |
360.99 |
360.99 |
357.60 |
|
R1 |
358.70 |
358.70 |
357.01 |
356.64 |
PP |
354.57 |
354.57 |
354.57 |
353.53 |
S1 |
352.28 |
352.28 |
355.83 |
350.22 |
S2 |
348.15 |
348.15 |
355.24 |
|
S3 |
341.73 |
345.86 |
354.65 |
|
S4 |
335.31 |
339.44 |
352.89 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423.16 |
410.17 |
365.50 |
|
R3 |
401.32 |
388.33 |
359.50 |
|
R2 |
379.48 |
379.48 |
357.49 |
|
R1 |
366.49 |
366.49 |
355.49 |
362.06 |
PP |
357.64 |
357.64 |
357.64 |
355.43 |
S1 |
344.65 |
344.65 |
351.49 |
340.23 |
S2 |
335.80 |
335.80 |
349.49 |
|
S3 |
313.96 |
322.81 |
347.48 |
|
S4 |
292.12 |
300.97 |
341.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
360.61 |
350.43 |
10.18 |
2.9% |
6.44 |
1.8% |
59% |
False |
True |
1,394,339 |
10 |
370.64 |
348.80 |
21.84 |
6.1% |
8.30 |
2.3% |
35% |
False |
False |
1,585,063 |
20 |
370.64 |
348.80 |
21.84 |
6.1% |
6.45 |
1.8% |
35% |
False |
False |
1,348,544 |
40 |
370.64 |
326.46 |
44.18 |
12.4% |
5.94 |
1.7% |
68% |
False |
False |
1,130,069 |
60 |
370.64 |
321.36 |
49.28 |
13.8% |
7.35 |
2.1% |
71% |
False |
False |
1,357,548 |
80 |
370.64 |
321.36 |
49.28 |
13.8% |
7.12 |
2.0% |
71% |
False |
False |
1,274,417 |
100 |
370.64 |
316.55 |
54.09 |
15.2% |
7.12 |
2.0% |
74% |
False |
False |
1,279,722 |
120 |
370.64 |
316.55 |
54.09 |
15.2% |
6.96 |
2.0% |
74% |
False |
False |
1,337,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384.14 |
2.618 |
373.66 |
1.618 |
367.24 |
1.000 |
363.27 |
0.618 |
360.82 |
HIGH |
356.85 |
0.618 |
354.40 |
0.500 |
353.64 |
0.382 |
352.88 |
LOW |
350.43 |
0.618 |
346.46 |
1.000 |
344.01 |
1.618 |
340.04 |
2.618 |
333.62 |
4.250 |
323.15 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
355.49 |
356.12 |
PP |
354.57 |
355.82 |
S1 |
353.64 |
355.52 |
|