| 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 |
2,454.4080 |
2,373.0240 |
-81.3840 |
-3.3% |
2,551.8170 |
| High |
2,466.7940 |
2,407.2630 |
-59.5310 |
-2.4% |
2,561.5420 |
| Low |
2,354.1110 |
2,160.8770 |
-193.2340 |
-8.2% |
2,160.8770 |
| Close |
2,373.0800 |
2,163.7960 |
-209.2840 |
-8.8% |
2,163.7960 |
| Range |
112.6830 |
246.3860 |
133.7030 |
118.7% |
400.6650 |
| ATR |
147.5359 |
154.5967 |
7.0607 |
4.8% |
0.0000 |
| Volume |
116,849 |
24 |
-116,825 |
-100.0% |
367,675 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.1367 |
2,819.8523 |
2,299.3083 |
|
| R3 |
2,736.7507 |
2,573.4663 |
2,231.5522 |
|
| R2 |
2,490.3647 |
2,490.3647 |
2,208.9668 |
|
| R1 |
2,327.0803 |
2,327.0803 |
2,186.3814 |
2,285.5295 |
| PP |
2,243.9787 |
2,243.9787 |
2,243.9787 |
2,223.2033 |
| S1 |
2,080.6943 |
2,080.6943 |
2,141.2106 |
2,039.1435 |
| S2 |
1,997.5927 |
1,997.5927 |
2,118.6252 |
|
| S3 |
1,751.2067 |
1,834.3083 |
2,096.0399 |
|
| S4 |
1,504.8207 |
1,587.9223 |
2,028.2837 |
|
|
| 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 |
2,561.5420 |
2,160.8770 |
400.6650 |
18.5% |
152.7602 |
7.1% |
1% |
False |
True |
102,203 |
| 10 |
2,817.6970 |
2,160.8770 |
656.8200 |
30.4% |
142.5720 |
6.6% |
0% |
False |
True |
111,663 |
| 20 |
2,817.6970 |
2,160.8770 |
656.8200 |
30.4% |
134.2102 |
6.2% |
0% |
False |
True |
114,509 |
| 40 |
3,554.7930 |
2,160.8770 |
1,393.9160 |
64.4% |
168.5649 |
7.8% |
0% |
False |
True |
129,386 |
| 60 |
3,649.7620 |
2,160.8770 |
1,488.8850 |
68.8% |
164.9074 |
7.6% |
0% |
False |
True |
123,296 |
| 80 |
3,940.4060 |
2,160.8770 |
1,779.5290 |
82.2% |
166.4499 |
7.7% |
0% |
False |
True |
133,773 |
| 100 |
3,940.4060 |
2,160.8770 |
1,779.5290 |
82.2% |
164.7785 |
7.6% |
0% |
False |
True |
130,602 |
| 120 |
3,940.4060 |
2,160.8770 |
1,779.5290 |
82.2% |
179.3622 |
8.3% |
0% |
False |
True |
132,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,454.4035 |
|
2.618 |
3,052.3015 |
|
1.618 |
2,805.9155 |
|
1.000 |
2,653.6490 |
|
0.618 |
2,559.5295 |
|
HIGH |
2,407.2630 |
|
0.618 |
2,313.1435 |
|
0.500 |
2,284.0700 |
|
0.382 |
2,254.9965 |
|
LOW |
2,160.8770 |
|
0.618 |
2,008.6105 |
|
1.000 |
1,914.4910 |
|
1.618 |
1,762.2245 |
|
2.618 |
1,515.8385 |
|
4.250 |
1,113.7365 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.0700 |
2,324.8410 |
| PP |
2,243.9787 |
2,271.1593 |
| S1 |
2,203.8873 |
2,217.4777 |
|