Trading Metrics calculated at close of trading on 05-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
58,197.13 |
58,068.66 |
-128.47 |
-0.2% |
63,677.68 |
High |
58,511.33 |
58,350.15 |
-161.18 |
-0.3% |
64,936.25 |
Low |
56,155.95 |
55,977.21 |
-178.74 |
-0.3% |
57,893.10 |
Close |
58,068.66 |
56,067.33 |
-2,001.33 |
-3.4% |
59,050.91 |
Range |
2,355.38 |
2,372.94 |
17.56 |
0.7% |
7,043.15 |
ATR |
2,801.83 |
2,771.20 |
-30.64 |
-1.1% |
0.00 |
Volume |
21,993 |
20,514 |
-1,479 |
-6.7% |
81,124 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63,917.05 |
62,365.13 |
57,372.45 |
|
R3 |
61,544.11 |
59,992.19 |
56,719.89 |
|
R2 |
59,171.17 |
59,171.17 |
56,502.37 |
|
R1 |
57,619.25 |
57,619.25 |
56,284.85 |
57,208.74 |
PP |
56,798.23 |
56,798.23 |
56,798.23 |
56,592.98 |
S1 |
55,246.31 |
55,246.31 |
55,849.81 |
54,835.80 |
S2 |
54,425.29 |
54,425.29 |
55,632.29 |
|
S3 |
52,052.35 |
52,873.37 |
55,414.77 |
|
S4 |
49,679.41 |
50,500.43 |
54,762.21 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81,756.20 |
77,446.71 |
62,924.64 |
|
R3 |
74,713.05 |
70,403.56 |
60,987.78 |
|
R2 |
67,669.90 |
67,669.90 |
60,342.15 |
|
R1 |
63,360.41 |
63,360.41 |
59,696.53 |
61,993.58 |
PP |
60,626.75 |
60,626.75 |
60,626.75 |
59,943.34 |
S1 |
56,317.26 |
56,317.26 |
58,405.29 |
54,950.43 |
S2 |
53,583.60 |
53,583.60 |
57,759.67 |
|
S3 |
46,540.45 |
49,274.11 |
57,114.04 |
|
S4 |
39,497.30 |
42,230.96 |
55,177.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61,128.80 |
55,977.21 |
5,151.59 |
9.2% |
2,195.09 |
3.9% |
2% |
False |
True |
18,945 |
10 |
64,936.25 |
55,977.21 |
8,959.04 |
16.0% |
2,379.08 |
4.2% |
1% |
False |
True |
18,224 |
20 |
64,936.25 |
54,791.50 |
10,144.75 |
18.1% |
2,778.36 |
5.0% |
13% |
False |
False |
18,300 |
40 |
69,898.02 |
49,784.02 |
20,114.00 |
35.9% |
3,004.50 |
5.4% |
31% |
False |
False |
17,708 |
60 |
69,954.85 |
49,784.02 |
20,170.83 |
36.0% |
2,882.55 |
5.1% |
31% |
False |
False |
17,254 |
80 |
71,924.09 |
49,784.02 |
22,140.07 |
39.5% |
2,766.99 |
4.9% |
28% |
False |
False |
17,223 |
100 |
71,924.09 |
49,784.02 |
22,140.07 |
39.5% |
2,836.58 |
5.1% |
28% |
False |
False |
17,930 |
120 |
72,666.20 |
49,784.02 |
22,882.18 |
40.8% |
3,041.21 |
5.4% |
27% |
False |
False |
19,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68,435.15 |
2.618 |
64,562.51 |
1.618 |
62,189.57 |
1.000 |
60,723.09 |
0.618 |
59,816.63 |
HIGH |
58,350.15 |
0.618 |
57,443.69 |
0.500 |
57,163.68 |
0.382 |
56,883.67 |
LOW |
55,977.21 |
0.618 |
54,510.73 |
1.000 |
53,604.27 |
1.618 |
52,137.79 |
2.618 |
49,764.85 |
4.250 |
45,892.22 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
57,163.68 |
57,881.97 |
PP |
56,798.23 |
57,277.09 |
S1 |
56,432.78 |
56,672.21 |
|