| 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 |
2,341.7680 |
2,384.0350 |
42.2670 |
1.8% |
2,551.8170 |
| High |
2,393.3990 |
2,394.1250 |
0.7260 |
0.0% |
2,561.5420 |
| Low |
2,323.7810 |
2,285.1230 |
-38.6580 |
-1.7% |
2,160.8770 |
| Close |
2,385.8460 |
2,355.5140 |
-30.3320 |
-1.3% |
2,163.7960 |
| Range |
69.6180 |
109.0020 |
39.3840 |
56.6% |
400.6650 |
| ATR |
151.3518 |
148.3268 |
-3.0250 |
-2.0% |
0.0000 |
| Volume |
106,347 |
132,390 |
26,043 |
24.5% |
367,675 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.9267 |
2,622.7223 |
2,415.4651 |
|
| R3 |
2,562.9247 |
2,513.7203 |
2,385.4896 |
|
| R2 |
2,453.9227 |
2,453.9227 |
2,375.4977 |
|
| R1 |
2,404.7183 |
2,404.7183 |
2,365.5059 |
2,374.8195 |
| PP |
2,344.9207 |
2,344.9207 |
2,344.9207 |
2,329.9713 |
| S1 |
2,295.7163 |
2,295.7163 |
2,345.5222 |
2,265.8175 |
| S2 |
2,235.9187 |
2,235.9187 |
2,335.5303 |
|
| S3 |
2,126.9167 |
2,186.7143 |
2,325.5385 |
|
| S4 |
2,017.9147 |
2,077.7123 |
2,295.5629 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,497.4000 |
3,231.2630 |
2,384.1618 |
|
| R3 |
3,096.7350 |
2,830.5980 |
2,273.9789 |
|
| R2 |
2,696.0700 |
2,696.0700 |
2,237.2513 |
|
| R1 |
2,429.9330 |
2,429.9330 |
2,200.5236 |
2,362.6690 |
| PP |
2,295.4050 |
2,295.4050 |
2,295.4050 |
2,261.7730 |
| S1 |
2,029.2680 |
2,029.2680 |
2,127.0684 |
1,962.0040 |
| S2 |
1,894.7400 |
1,894.7400 |
2,090.3408 |
|
| S3 |
1,494.0750 |
1,628.6030 |
2,053.6131 |
|
| S4 |
1,093.4100 |
1,227.9380 |
1,943.4303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,466.7940 |
2,154.2820 |
312.5120 |
13.3% |
146.9756 |
6.2% |
64% |
False |
False |
71,369 |
| 10 |
2,595.8950 |
2,154.2820 |
441.6130 |
18.7% |
138.7788 |
5.9% |
46% |
False |
False |
110,748 |
| 20 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.2% |
129.7150 |
5.5% |
30% |
False |
False |
107,635 |
| 40 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.5% |
163.9908 |
7.0% |
14% |
False |
False |
129,552 |
| 60 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
63.5% |
163.0002 |
6.9% |
13% |
False |
False |
120,092 |
| 80 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
166.5783 |
7.1% |
11% |
False |
False |
131,942 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
164.0527 |
7.0% |
11% |
False |
False |
127,902 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
173.1971 |
7.4% |
11% |
False |
False |
131,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.3835 |
|
2.618 |
2,679.4922 |
|
1.618 |
2,570.4902 |
|
1.000 |
2,503.1270 |
|
0.618 |
2,461.4882 |
|
HIGH |
2,394.1250 |
|
0.618 |
2,352.4862 |
|
0.500 |
2,339.6240 |
|
0.382 |
2,326.7618 |
|
LOW |
2,285.1230 |
|
0.618 |
2,217.7598 |
|
1.000 |
2,176.1210 |
|
1.618 |
2,108.7578 |
|
2.618 |
1,999.7558 |
|
4.250 |
1,821.8645 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.2173 |
2,328.4105 |
| PP |
2,344.9207 |
2,301.3070 |
| S1 |
2,339.6240 |
2,274.2035 |
|