| 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 |
2,499.45 |
2,492.83 |
-6.62 |
-0.3% |
2,511.55 |
| High |
2,505.55 |
2,498.83 |
-6.72 |
-0.3% |
2,527.97 |
| Low |
2,477.13 |
2,474.08 |
-3.05 |
-0.1% |
2,494.93 |
| Close |
2,492.80 |
2,493.96 |
1.16 |
0.0% |
2,503.37 |
| Range |
28.42 |
24.75 |
-3.67 |
-12.9% |
33.04 |
| ATR |
31.29 |
30.82 |
-0.47 |
-1.5% |
0.00 |
| Volume |
5,393 |
5,343 |
-50 |
-0.9% |
26,856 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.21 |
2,553.33 |
2,507.57 |
|
| R3 |
2,538.46 |
2,528.58 |
2,500.77 |
|
| R2 |
2,513.71 |
2,513.71 |
2,498.50 |
|
| R1 |
2,503.83 |
2,503.83 |
2,496.23 |
2,508.77 |
| PP |
2,488.96 |
2,488.96 |
2,488.96 |
2,491.43 |
| S1 |
2,479.08 |
2,479.08 |
2,491.69 |
2,484.02 |
| S2 |
2,464.21 |
2,464.21 |
2,489.42 |
|
| S3 |
2,439.46 |
2,454.33 |
2,487.15 |
|
| S4 |
2,414.71 |
2,429.58 |
2,480.35 |
|
|
| 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 |
2,474.08 |
53.89 |
2.2% |
28.08 |
1.1% |
37% |
False |
True |
5,375 |
| 10 |
2,527.97 |
2,474.08 |
53.89 |
2.2% |
27.03 |
1.1% |
37% |
False |
True |
5,343 |
| 20 |
2,529.57 |
2,381.66 |
147.91 |
5.9% |
29.84 |
1.2% |
76% |
False |
False |
5,287 |
| 40 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
33.77 |
1.4% |
80% |
False |
False |
5,191 |
| 60 |
2,529.57 |
2,289.43 |
240.14 |
9.6% |
31.41 |
1.3% |
85% |
False |
False |
5,230 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.23 |
1.3% |
85% |
False |
False |
5,213 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
33.20 |
1.3% |
86% |
False |
False |
5,172 |
| 120 |
2,529.57 |
2,146.66 |
382.91 |
15.4% |
32.73 |
1.3% |
91% |
False |
False |
5,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.02 |
|
2.618 |
2,563.63 |
|
1.618 |
2,538.88 |
|
1.000 |
2,523.58 |
|
0.618 |
2,514.13 |
|
HIGH |
2,498.83 |
|
0.618 |
2,489.38 |
|
0.500 |
2,486.46 |
|
0.382 |
2,483.53 |
|
LOW |
2,474.08 |
|
0.618 |
2,458.78 |
|
1.000 |
2,449.33 |
|
1.618 |
2,434.03 |
|
2.618 |
2,409.28 |
|
4.250 |
2,368.89 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,491.46 |
2,500.12 |
| PP |
2,488.96 |
2,498.06 |
| S1 |
2,486.46 |
2,496.01 |
|