| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
58,068.66 |
56,067.51 |
-2,001.15 |
-3.4% |
58,941.08 |
| High |
58,350.15 |
56,939.76 |
-1,410.39 |
-2.4% |
59,786.73 |
| Low |
55,977.21 |
52,795.43 |
-3,181.78 |
-5.7% |
52,795.43 |
| Close |
56,067.33 |
52,875.91 |
-3,191.42 |
-5.7% |
52,875.91 |
| Range |
2,372.94 |
4,144.33 |
1,771.39 |
74.6% |
6,991.30 |
| ATR |
2,771.20 |
2,869.28 |
98.08 |
3.5% |
0.00 |
| Volume |
20,514 |
3 |
-20,511 |
-100.0% |
57,720 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66,636.69 |
63,900.63 |
55,155.29 |
|
| R3 |
62,492.36 |
59,756.30 |
54,015.60 |
|
| R2 |
58,348.03 |
58,348.03 |
53,635.70 |
|
| R1 |
55,611.97 |
55,611.97 |
53,255.81 |
54,907.84 |
| PP |
54,203.70 |
54,203.70 |
54,203.70 |
53,851.63 |
| S1 |
51,467.64 |
51,467.64 |
52,496.01 |
50,763.51 |
| S2 |
50,059.37 |
50,059.37 |
52,116.12 |
|
| S3 |
45,915.04 |
47,323.31 |
51,736.22 |
|
| S4 |
41,770.71 |
43,178.98 |
50,596.53 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76,126.59 |
71,492.55 |
56,721.13 |
|
| R3 |
69,135.29 |
64,501.25 |
54,798.52 |
|
| R2 |
62,143.99 |
62,143.99 |
54,157.65 |
|
| R1 |
57,509.95 |
57,509.95 |
53,516.78 |
56,331.32 |
| PP |
55,152.69 |
55,152.69 |
55,152.69 |
54,563.38 |
| S1 |
50,518.65 |
50,518.65 |
52,235.04 |
49,340.02 |
| S2 |
48,161.39 |
48,161.39 |
51,594.17 |
|
| S3 |
41,170.09 |
43,527.35 |
50,953.30 |
|
| S4 |
34,178.79 |
36,536.05 |
49,030.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59,786.73 |
52,795.43 |
6,991.30 |
13.2% |
2,586.99 |
4.9% |
1% |
False |
True |
15,195 |
| 10 |
64,936.25 |
52,795.43 |
12,140.82 |
23.0% |
2,632.62 |
5.0% |
1% |
False |
True |
16,438 |
| 20 |
64,936.25 |
52,795.43 |
12,140.82 |
23.0% |
2,733.69 |
5.2% |
1% |
False |
True |
16,798 |
| 40 |
69,898.02 |
49,784.02 |
20,114.00 |
38.0% |
3,058.71 |
5.8% |
15% |
False |
False |
17,162 |
| 60 |
69,954.85 |
49,784.02 |
20,170.83 |
38.1% |
2,893.72 |
5.5% |
15% |
False |
False |
16,796 |
| 80 |
71,924.09 |
49,784.02 |
22,140.07 |
41.9% |
2,782.34 |
5.3% |
14% |
False |
False |
17,221 |
| 100 |
71,924.09 |
49,784.02 |
22,140.07 |
41.9% |
2,817.30 |
5.3% |
14% |
False |
False |
17,926 |
| 120 |
72,666.20 |
49,784.02 |
22,882.18 |
43.3% |
3,025.07 |
5.7% |
14% |
False |
False |
18,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74,553.16 |
|
2.618 |
67,789.62 |
|
1.618 |
63,645.29 |
|
1.000 |
61,084.09 |
|
0.618 |
59,500.96 |
|
HIGH |
56,939.76 |
|
0.618 |
55,356.63 |
|
0.500 |
54,867.60 |
|
0.382 |
54,378.56 |
|
LOW |
52,795.43 |
|
0.618 |
50,234.23 |
|
1.000 |
48,651.10 |
|
1.618 |
46,089.90 |
|
2.618 |
41,945.57 |
|
4.250 |
35,182.03 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
54,867.60 |
55,653.38 |
| PP |
54,203.70 |
54,727.56 |
| S1 |
53,539.81 |
53,801.73 |
|