| 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 |
2,521.39 |
2,499.45 |
-21.94 |
-0.9% |
2,511.55 |
| High |
2,526.15 |
2,505.55 |
-20.60 |
-0.8% |
2,527.97 |
| Low |
2,496.03 |
2,477.13 |
-18.90 |
-0.8% |
2,494.93 |
| Close |
2,503.37 |
2,492.80 |
-10.57 |
-0.4% |
2,503.37 |
| Range |
30.12 |
28.42 |
-1.70 |
-5.6% |
33.04 |
| ATR |
31.51 |
31.29 |
-0.22 |
-0.7% |
0.00 |
| Volume |
5,350 |
5,393 |
43 |
0.8% |
26,856 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.09 |
2,563.36 |
2,508.43 |
|
| R3 |
2,548.67 |
2,534.94 |
2,500.62 |
|
| R2 |
2,520.25 |
2,520.25 |
2,498.01 |
|
| R1 |
2,506.52 |
2,506.52 |
2,495.41 |
2,499.18 |
| PP |
2,491.83 |
2,491.83 |
2,491.83 |
2,488.15 |
| S1 |
2,478.10 |
2,478.10 |
2,490.19 |
2,470.76 |
| S2 |
2,463.41 |
2,463.41 |
2,487.59 |
|
| S3 |
2,434.99 |
2,449.68 |
2,484.98 |
|
| S4 |
2,406.57 |
2,421.26 |
2,477.17 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.88 |
2,588.66 |
2,521.54 |
|
| R3 |
2,574.84 |
2,555.62 |
2,512.46 |
|
| R2 |
2,541.80 |
2,541.80 |
2,509.43 |
|
| R1 |
2,522.58 |
2,522.58 |
2,506.40 |
2,515.67 |
| PP |
2,508.76 |
2,508.76 |
2,508.76 |
2,505.30 |
| S1 |
2,489.54 |
2,489.54 |
2,500.34 |
2,482.63 |
| S2 |
2,475.72 |
2,475.72 |
2,497.31 |
|
| S3 |
2,442.68 |
2,456.50 |
2,494.28 |
|
| S4 |
2,409.64 |
2,423.46 |
2,485.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,527.97 |
2,477.13 |
50.84 |
2.0% |
26.99 |
1.1% |
31% |
False |
True |
5,385 |
| 10 |
2,529.57 |
2,474.31 |
55.26 |
2.2% |
27.68 |
1.1% |
33% |
False |
False |
5,329 |
| 20 |
2,529.57 |
2,381.66 |
147.91 |
5.9% |
30.28 |
1.2% |
75% |
False |
False |
5,264 |
| 40 |
2,529.57 |
2,352.28 |
177.29 |
7.1% |
33.55 |
1.3% |
79% |
False |
False |
5,192 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.66 |
1.3% |
85% |
False |
False |
5,222 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.41 |
1.3% |
85% |
False |
False |
5,213 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
33.45 |
1.3% |
85% |
False |
False |
5,169 |
| 120 |
2,529.57 |
2,146.66 |
382.91 |
15.4% |
32.70 |
1.3% |
90% |
False |
False |
5,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.34 |
|
2.618 |
2,579.95 |
|
1.618 |
2,551.53 |
|
1.000 |
2,533.97 |
|
0.618 |
2,523.11 |
|
HIGH |
2,505.55 |
|
0.618 |
2,494.69 |
|
0.500 |
2,491.34 |
|
0.382 |
2,487.99 |
|
LOW |
2,477.13 |
|
0.618 |
2,459.57 |
|
1.000 |
2,448.71 |
|
1.618 |
2,431.15 |
|
2.618 |
2,402.73 |
|
4.250 |
2,356.35 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,492.31 |
2,502.52 |
| PP |
2,491.83 |
2,499.28 |
| S1 |
2,491.34 |
2,496.04 |
|