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 |
10.02 |
10.09 |
0.07 |
0.7% |
9.99 |
High |
10.17 |
10.14 |
-0.03 |
-0.3% |
10.25 |
Low |
9.95 |
9.93 |
-0.02 |
-0.2% |
9.60 |
Close |
10.11 |
10.05 |
-0.06 |
-0.6% |
9.98 |
Range |
0.22 |
0.21 |
-0.01 |
-6.5% |
0.65 |
ATR |
0.26 |
0.25 |
0.00 |
-1.4% |
0.00 |
Volume |
383,300 |
117,909 |
-265,391 |
-69.2% |
3,133,121 |
|
Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.66 |
10.56 |
10.17 |
|
R3 |
10.45 |
10.36 |
10.11 |
|
R2 |
10.25 |
10.25 |
10.09 |
|
R1 |
10.15 |
10.15 |
10.07 |
10.10 |
PP |
10.04 |
10.04 |
10.04 |
10.02 |
S1 |
9.94 |
9.94 |
10.03 |
9.89 |
S2 |
9.84 |
9.84 |
10.01 |
|
S3 |
9.63 |
9.74 |
10.00 |
|
S4 |
9.43 |
9.53 |
9.94 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.88 |
11.57 |
10.33 |
|
R3 |
11.23 |
10.93 |
10.16 |
|
R2 |
10.59 |
10.59 |
10.10 |
|
R1 |
10.28 |
10.28 |
10.04 |
10.11 |
PP |
9.94 |
9.94 |
9.94 |
9.86 |
S1 |
9.64 |
9.64 |
9.92 |
9.47 |
S2 |
9.30 |
9.30 |
9.86 |
|
S3 |
8.65 |
8.99 |
9.80 |
|
S4 |
8.01 |
8.35 |
9.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.17 |
9.93 |
0.24 |
2.3% |
0.18 |
1.8% |
50% |
False |
True |
308,401 |
10 |
10.25 |
9.60 |
0.65 |
6.4% |
0.22 |
2.1% |
70% |
False |
False |
323,643 |
20 |
10.44 |
9.60 |
0.84 |
8.4% |
0.24 |
2.4% |
54% |
False |
False |
303,707 |
40 |
10.44 |
9.35 |
1.09 |
10.8% |
0.26 |
2.6% |
64% |
False |
False |
409,314 |
60 |
10.44 |
8.57 |
1.87 |
18.6% |
0.29 |
2.9% |
79% |
False |
False |
445,186 |
80 |
10.44 |
8.57 |
1.87 |
18.6% |
0.30 |
3.0% |
79% |
False |
False |
487,150 |
100 |
10.44 |
8.13 |
2.32 |
23.0% |
0.29 |
2.8% |
83% |
False |
False |
516,188 |
120 |
10.44 |
7.88 |
2.56 |
25.5% |
0.27 |
2.7% |
85% |
False |
False |
525,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.01 |
2.618 |
10.68 |
1.618 |
10.47 |
1.000 |
10.35 |
0.618 |
10.27 |
HIGH |
10.14 |
0.618 |
10.06 |
0.500 |
10.04 |
0.382 |
10.01 |
LOW |
9.93 |
0.618 |
9.81 |
1.000 |
9.73 |
1.618 |
9.60 |
2.618 |
9.40 |
4.250 |
9.06 |
|
|
Fisher Pivots for day following 11-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
10.05 |
10.05 |
PP |
10.04 |
10.05 |
S1 |
10.04 |
10.05 |
|