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 |
40.22 |
40.38 |
0.16 |
0.4% |
39.97 |
High |
40.28 |
40.51 |
0.23 |
0.6% |
40.81 |
Low |
39.76 |
40.22 |
0.46 |
1.1% |
39.66 |
Close |
40.24 |
40.49 |
0.25 |
0.6% |
40.39 |
Range |
0.52 |
0.29 |
-0.23 |
-43.9% |
1.16 |
ATR |
0.52 |
0.51 |
-0.02 |
-3.2% |
0.00 |
Volume |
2,823,200 |
2,331,900 |
-491,300 |
-17.4% |
27,232,073 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.28 |
41.18 |
40.65 |
|
R3 |
40.99 |
40.88 |
40.57 |
|
R2 |
40.70 |
40.70 |
40.54 |
|
R1 |
40.59 |
40.59 |
40.52 |
40.64 |
PP |
40.40 |
40.40 |
40.40 |
40.43 |
S1 |
40.30 |
40.30 |
40.46 |
40.35 |
S2 |
40.11 |
40.11 |
40.44 |
|
S3 |
39.82 |
40.01 |
40.41 |
|
S4 |
39.53 |
39.72 |
40.33 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.75 |
43.23 |
41.03 |
|
R3 |
42.60 |
42.07 |
40.71 |
|
R2 |
41.44 |
41.44 |
40.60 |
|
R1 |
40.92 |
40.92 |
40.50 |
41.18 |
PP |
40.29 |
40.29 |
40.29 |
40.42 |
S1 |
39.76 |
39.76 |
40.28 |
40.02 |
S2 |
39.13 |
39.13 |
40.18 |
|
S3 |
37.98 |
38.61 |
40.07 |
|
S4 |
36.82 |
37.45 |
39.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.83 |
39.76 |
1.07 |
2.6% |
0.55 |
1.4% |
68% |
False |
False |
2,768,800 |
10 |
40.83 |
39.76 |
1.07 |
2.6% |
0.50 |
1.2% |
68% |
False |
False |
3,057,350 |
20 |
40.83 |
39.27 |
1.57 |
3.9% |
0.53 |
1.3% |
78% |
False |
False |
3,067,520 |
40 |
40.83 |
38.44 |
2.39 |
5.9% |
0.43 |
1.1% |
86% |
False |
False |
3,923,265 |
60 |
40.83 |
36.50 |
4.33 |
10.7% |
0.51 |
1.3% |
92% |
False |
False |
4,469,450 |
80 |
40.83 |
35.91 |
4.92 |
12.2% |
0.48 |
1.2% |
93% |
False |
False |
4,490,131 |
100 |
40.83 |
35.10 |
5.73 |
14.2% |
0.47 |
1.2% |
94% |
False |
False |
4,203,330 |
120 |
40.83 |
34.60 |
6.23 |
15.4% |
0.46 |
1.1% |
95% |
False |
False |
4,301,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.75 |
2.618 |
41.27 |
1.618 |
40.98 |
1.000 |
40.80 |
0.618 |
40.69 |
HIGH |
40.51 |
0.618 |
40.40 |
0.500 |
40.36 |
0.382 |
40.33 |
LOW |
40.22 |
0.618 |
40.03 |
1.000 |
39.92 |
1.618 |
39.74 |
2.618 |
39.45 |
4.250 |
38.97 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
40.45 |
40.43 |
PP |
40.40 |
40.36 |
S1 |
40.36 |
40.30 |
|