| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,539.6600 |
2,551.8170 |
12.1570 |
0.5% |
2,754.0700 |
| High |
2,540.3830 |
2,561.5420 |
21.1590 |
0.8% |
2,817.6970 |
| Low |
2,434.9910 |
2,437.2680 |
2.2770 |
0.1% |
2,419.2770 |
| Close |
2,518.7960 |
2,458.0330 |
-60.7630 |
-2.4% |
2,518.7960 |
| Range |
105.3920 |
124.2740 |
18.8820 |
17.9% |
398.4200 |
| ATR |
150.1540 |
148.3055 |
-1.8486 |
-1.2% |
0.0000 |
| Volume |
143,340 |
85,661 |
-57,679 |
-40.2% |
616,964 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.4363 |
2,782.5087 |
2,526.3837 |
|
| R3 |
2,734.1623 |
2,658.2347 |
2,492.2084 |
|
| R2 |
2,609.8883 |
2,609.8883 |
2,480.8166 |
|
| R1 |
2,533.9607 |
2,533.9607 |
2,469.4248 |
2,509.7875 |
| PP |
2,485.6143 |
2,485.6143 |
2,485.6143 |
2,473.5278 |
| S1 |
2,409.6867 |
2,409.6867 |
2,446.6412 |
2,385.5135 |
| S2 |
2,361.3403 |
2,361.3403 |
2,435.2494 |
|
| S3 |
2,237.0663 |
2,285.4127 |
2,423.8577 |
|
| S4 |
2,112.7923 |
2,161.1387 |
2,389.6823 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,780.5167 |
3,548.0763 |
2,737.9270 |
|
| R3 |
3,382.0967 |
3,149.6563 |
2,628.3615 |
|
| R2 |
2,983.6767 |
2,983.6767 |
2,591.8397 |
|
| R1 |
2,751.2363 |
2,751.2363 |
2,555.3178 |
2,668.2465 |
| PP |
2,585.2567 |
2,585.2567 |
2,585.2567 |
2,543.7618 |
| S1 |
2,352.8163 |
2,352.8163 |
2,482.2742 |
2,269.8265 |
| S2 |
2,186.8367 |
2,186.8367 |
2,445.7523 |
|
| S3 |
1,788.4167 |
1,954.3963 |
2,409.2305 |
|
| S4 |
1,389.9967 |
1,555.9763 |
2,299.6650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,695.2650 |
2,419.2770 |
275.9880 |
11.2% |
121.5368 |
4.9% |
14% |
False |
False |
140,329 |
| 10 |
2,817.6970 |
2,419.2770 |
398.4200 |
16.2% |
120.5065 |
4.9% |
10% |
False |
False |
116,187 |
| 20 |
2,817.6970 |
2,329.8620 |
487.8350 |
19.8% |
137.7576 |
5.6% |
26% |
False |
False |
145,999 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
55.6% |
164.3353 |
6.7% |
20% |
False |
False |
130,543 |
| 60 |
3,835.5390 |
2,188.3390 |
1,647.2000 |
67.0% |
164.7222 |
6.7% |
16% |
False |
False |
124,611 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
71.3% |
164.2869 |
6.7% |
15% |
False |
False |
133,107 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
71.3% |
168.4622 |
6.9% |
15% |
False |
False |
131,620 |
| 120 |
4,076.5790 |
2,188.3390 |
1,888.2400 |
76.8% |
181.2111 |
7.4% |
14% |
False |
False |
137,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.7065 |
|
2.618 |
2,886.8913 |
|
1.618 |
2,762.6173 |
|
1.000 |
2,685.8160 |
|
0.618 |
2,638.3433 |
|
HIGH |
2,561.5420 |
|
0.618 |
2,514.0693 |
|
0.500 |
2,499.4050 |
|
0.382 |
2,484.7407 |
|
LOW |
2,437.2680 |
|
0.618 |
2,360.4667 |
|
1.000 |
2,312.9940 |
|
1.618 |
2,236.1927 |
|
2.618 |
2,111.9187 |
|
4.250 |
1,909.1035 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.4050 |
2,515.4430 |
| PP |
2,485.6143 |
2,496.3063 |
| S1 |
2,471.8237 |
2,477.1697 |
|