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 |
686,971.90 |
681,633.10 |
-5,338.80 |
-0.8% |
711,878.90 |
High |
687,143.30 |
682,448.06 |
-4,695.24 |
-0.7% |
727,115.00 |
Low |
667,886.00 |
673,972.00 |
6,086.00 |
0.9% |
687,950.60 |
Close |
680,040.00 |
675,380.00 |
-4,660.00 |
-0.7% |
689,286.60 |
Range |
19,257.30 |
8,476.06 |
-10,781.24 |
-56.0% |
39,164.40 |
ATR |
13,247.46 |
12,906.64 |
-340.81 |
-2.6% |
0.00 |
Volume |
2,100 |
1,618 |
-482 |
-23.0% |
20,000 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
702,694.87 |
697,513.49 |
680,041.83 |
|
R3 |
694,218.81 |
689,037.43 |
677,710.92 |
|
R2 |
685,742.75 |
685,742.75 |
676,933.94 |
|
R1 |
680,561.37 |
680,561.37 |
676,156.97 |
678,914.03 |
PP |
677,266.69 |
677,266.69 |
677,266.69 |
676,443.02 |
S1 |
672,085.31 |
672,085.31 |
674,603.03 |
670,437.97 |
S2 |
668,790.63 |
668,790.63 |
673,826.06 |
|
S3 |
660,314.57 |
663,609.25 |
673,049.08 |
|
S4 |
651,838.51 |
655,133.19 |
670,718.17 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
818,943.93 |
793,279.67 |
710,827.02 |
|
R3 |
779,779.53 |
754,115.27 |
700,056.81 |
|
R2 |
740,615.13 |
740,615.13 |
696,466.74 |
|
R1 |
714,950.87 |
714,950.87 |
692,876.67 |
708,200.80 |
PP |
701,450.73 |
701,450.73 |
701,450.73 |
698,075.70 |
S1 |
675,786.47 |
675,786.47 |
685,696.53 |
669,036.40 |
S2 |
662,286.33 |
662,286.33 |
682,106.46 |
|
S3 |
623,121.93 |
636,622.07 |
678,516.39 |
|
S4 |
583,957.53 |
597,457.67 |
667,746.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
702,227.50 |
667,886.00 |
34,341.50 |
5.1% |
12,938.27 |
1.9% |
22% |
False |
False |
1,903 |
10 |
727,115.00 |
667,886.00 |
59,229.00 |
8.8% |
15,870.41 |
2.3% |
13% |
False |
False |
2,051 |
20 |
727,115.00 |
667,886.00 |
59,229.00 |
8.8% |
13,462.40 |
2.0% |
13% |
False |
False |
2,065 |
40 |
727,115.00 |
639,455.90 |
87,659.10 |
13.0% |
10,747.98 |
1.6% |
41% |
False |
False |
1,767 |
60 |
727,115.00 |
609,578.56 |
117,536.44 |
17.4% |
10,952.84 |
1.6% |
56% |
False |
False |
1,804 |
80 |
727,115.00 |
609,578.56 |
117,536.44 |
17.4% |
10,716.56 |
1.6% |
56% |
False |
False |
1,762 |
100 |
727,115.00 |
607,954.80 |
119,160.20 |
17.6% |
10,369.32 |
1.5% |
57% |
False |
False |
1,797 |
120 |
727,115.00 |
607,290.00 |
119,825.00 |
17.7% |
9,688.81 |
1.4% |
57% |
False |
False |
1,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718,471.32 |
2.618 |
704,638.39 |
1.618 |
696,162.33 |
1.000 |
690,924.12 |
0.618 |
687,686.27 |
HIGH |
682,448.06 |
0.618 |
679,210.21 |
0.500 |
678,210.03 |
0.382 |
677,209.85 |
LOW |
673,972.00 |
0.618 |
668,733.79 |
1.000 |
665,495.94 |
1.618 |
660,257.73 |
2.618 |
651,781.67 |
4.250 |
637,948.75 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
678,210.03 |
682,250.10 |
PP |
677,266.69 |
679,960.07 |
S1 |
676,323.34 |
677,670.03 |
|