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 |
892.60 |
895.00 |
2.40 |
0.3% |
896.68 |
High |
900.69 |
895.33 |
-5.36 |
-0.6% |
896.89 |
Low |
887.52 |
877.87 |
-9.65 |
-1.1% |
868.70 |
Close |
894.29 |
891.31 |
-2.98 |
-0.3% |
876.68 |
Range |
13.17 |
17.46 |
4.29 |
32.6% |
28.19 |
ATR |
18.14 |
18.09 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,360,800 |
623,877 |
-736,923 |
-54.2% |
14,565,260 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
940.55 |
933.39 |
900.91 |
|
R3 |
923.09 |
915.93 |
896.11 |
|
R2 |
905.63 |
905.63 |
894.51 |
|
R1 |
898.47 |
898.47 |
892.91 |
893.32 |
PP |
888.17 |
888.17 |
888.17 |
885.60 |
S1 |
881.01 |
881.01 |
889.71 |
875.86 |
S2 |
870.71 |
870.71 |
888.11 |
|
S3 |
853.25 |
863.55 |
886.51 |
|
S4 |
835.79 |
846.09 |
881.71 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965.33 |
949.19 |
892.18 |
|
R3 |
937.14 |
921.00 |
884.43 |
|
R2 |
908.95 |
908.95 |
881.85 |
|
R1 |
892.81 |
892.81 |
879.26 |
886.79 |
PP |
880.76 |
880.76 |
880.76 |
877.74 |
S1 |
864.62 |
864.62 |
874.10 |
858.60 |
S2 |
852.57 |
852.57 |
871.51 |
|
S3 |
824.38 |
836.43 |
868.93 |
|
S4 |
796.19 |
808.24 |
861.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
900.69 |
871.00 |
29.69 |
3.3% |
18.43 |
2.1% |
68% |
False |
False |
1,617,555 |
10 |
900.69 |
868.70 |
31.99 |
3.6% |
18.48 |
2.1% |
71% |
False |
False |
1,671,973 |
20 |
918.93 |
868.70 |
50.23 |
5.6% |
19.96 |
2.2% |
45% |
False |
False |
1,702,231 |
40 |
918.93 |
852.40 |
66.53 |
7.5% |
15.06 |
1.7% |
58% |
False |
False |
1,521,533 |
60 |
918.93 |
793.00 |
125.93 |
14.1% |
16.50 |
1.9% |
78% |
False |
False |
1,693,441 |
80 |
918.93 |
793.00 |
125.93 |
14.1% |
15.98 |
1.8% |
78% |
False |
False |
1,752,233 |
100 |
918.93 |
793.00 |
125.93 |
14.1% |
16.20 |
1.8% |
78% |
False |
False |
1,860,476 |
120 |
918.93 |
793.00 |
125.93 |
14.1% |
15.50 |
1.7% |
78% |
False |
False |
1,862,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
969.54 |
2.618 |
941.04 |
1.618 |
923.58 |
1.000 |
912.79 |
0.618 |
906.12 |
HIGH |
895.33 |
0.618 |
888.66 |
0.500 |
886.60 |
0.382 |
884.54 |
LOW |
877.87 |
0.618 |
867.08 |
1.000 |
860.41 |
1.618 |
849.62 |
2.618 |
832.16 |
4.250 |
803.67 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
889.74 |
890.63 |
PP |
888.17 |
889.96 |
S1 |
886.60 |
889.28 |
|