| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,551.8170 |
2,458.0020 |
-93.8150 |
-3.7% |
2,754.0700 |
| High |
2,561.5420 |
2,488.8050 |
-72.7370 |
-2.8% |
2,817.6970 |
| Low |
2,437.2680 |
2,313.7390 |
-123.5290 |
-5.1% |
2,419.2770 |
| Close |
2,458.0330 |
2,453.8750 |
-4.1580 |
-0.2% |
2,518.7960 |
| Range |
124.2740 |
175.0660 |
50.7920 |
40.9% |
398.4200 |
| ATR |
148.3055 |
150.2169 |
1.9115 |
1.3% |
0.0000 |
| Volume |
85,661 |
165,141 |
79,480 |
92.8% |
616,964 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.0043 |
2,874.0057 |
2,550.1613 |
|
| R3 |
2,768.9383 |
2,698.9397 |
2,502.0182 |
|
| R2 |
2,593.8723 |
2,593.8723 |
2,485.9704 |
|
| R1 |
2,523.8737 |
2,523.8737 |
2,469.9227 |
2,471.3400 |
| PP |
2,418.8063 |
2,418.8063 |
2,418.8063 |
2,392.5395 |
| S1 |
2,348.8077 |
2,348.8077 |
2,437.8273 |
2,296.2740 |
| S2 |
2,243.7403 |
2,243.7403 |
2,421.7796 |
|
| S3 |
2,068.6743 |
2,173.7417 |
2,405.7319 |
|
| S4 |
1,893.6083 |
1,998.6757 |
2,357.5887 |
|
|
| 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 |
2,595.8950 |
2,313.7390 |
282.1560 |
11.5% |
130.5820 |
5.3% |
50% |
False |
True |
150,127 |
| 10 |
2,817.6970 |
2,313.7390 |
503.9580 |
20.5% |
124.3968 |
5.1% |
28% |
False |
True |
119,605 |
| 20 |
2,817.6970 |
2,313.7390 |
503.9580 |
20.5% |
139.8178 |
5.7% |
28% |
False |
True |
136,784 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
55.7% |
166.1821 |
6.8% |
19% |
False |
False |
132,072 |
| 60 |
3,718.8270 |
2,188.3390 |
1,530.4880 |
62.4% |
164.0269 |
6.7% |
17% |
False |
False |
124,636 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
71.4% |
165.4482 |
6.7% |
15% |
False |
False |
134,010 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
71.4% |
168.9579 |
6.9% |
15% |
False |
False |
131,986 |
| 120 |
4,012.5620 |
2,188.3390 |
1,824.2230 |
74.3% |
181.4604 |
7.4% |
15% |
False |
False |
137,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,232.8355 |
|
2.618 |
2,947.1278 |
|
1.618 |
2,772.0618 |
|
1.000 |
2,663.8710 |
|
0.618 |
2,596.9958 |
|
HIGH |
2,488.8050 |
|
0.618 |
2,421.9298 |
|
0.500 |
2,401.2720 |
|
0.382 |
2,380.6142 |
|
LOW |
2,313.7390 |
|
0.618 |
2,205.5482 |
|
1.000 |
2,138.6730 |
|
1.618 |
2,030.4822 |
|
2.618 |
1,855.4162 |
|
4.250 |
1,569.7085 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.3407 |
2,448.4635 |
| PP |
2,418.8063 |
2,443.0520 |
| S1 |
2,401.2720 |
2,437.6405 |
|