| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,492.83 |
2,493.96 |
1.13 |
0.0% |
2,511.55 |
| High |
2,498.83 |
2,521.94 |
23.11 |
0.9% |
2,527.97 |
| Low |
2,474.08 |
2,493.96 |
19.88 |
0.8% |
2,494.93 |
| Close |
2,493.96 |
2,516.48 |
22.52 |
0.9% |
2,503.37 |
| Range |
24.75 |
27.98 |
3.23 |
13.1% |
33.04 |
| ATR |
30.82 |
30.62 |
-0.20 |
-0.7% |
0.00 |
| Volume |
5,343 |
5,348 |
5 |
0.1% |
26,856 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.73 |
2,583.59 |
2,531.87 |
|
| R3 |
2,566.75 |
2,555.61 |
2,524.17 |
|
| R2 |
2,538.77 |
2,538.77 |
2,521.61 |
|
| R1 |
2,527.63 |
2,527.63 |
2,519.04 |
2,533.20 |
| PP |
2,510.79 |
2,510.79 |
2,510.79 |
2,513.58 |
| S1 |
2,499.65 |
2,499.65 |
2,513.92 |
2,505.22 |
| S2 |
2,482.81 |
2,482.81 |
2,511.35 |
|
| S3 |
2,454.83 |
2,471.67 |
2,508.79 |
|
| S4 |
2,426.85 |
2,443.69 |
2,501.09 |
|
|
| 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 |
2,527.91 |
2,474.08 |
53.83 |
2.1% |
27.06 |
1.1% |
79% |
False |
False |
5,367 |
| 10 |
2,527.97 |
2,474.08 |
53.89 |
2.1% |
27.66 |
1.1% |
79% |
False |
False |
5,345 |
| 20 |
2,529.57 |
2,381.66 |
147.91 |
5.9% |
30.08 |
1.2% |
91% |
False |
False |
5,302 |
| 40 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
33.92 |
1.3% |
93% |
False |
False |
5,186 |
| 60 |
2,529.57 |
2,295.86 |
233.71 |
9.3% |
31.49 |
1.3% |
94% |
False |
False |
5,233 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
32.19 |
1.3% |
95% |
False |
False |
5,215 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.8% |
32.58 |
1.3% |
95% |
False |
False |
5,179 |
| 120 |
2,529.57 |
2,146.66 |
382.91 |
15.2% |
32.78 |
1.3% |
97% |
False |
False |
5,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,640.86 |
|
2.618 |
2,595.19 |
|
1.618 |
2,567.21 |
|
1.000 |
2,549.92 |
|
0.618 |
2,539.23 |
|
HIGH |
2,521.94 |
|
0.618 |
2,511.25 |
|
0.500 |
2,507.95 |
|
0.382 |
2,504.65 |
|
LOW |
2,493.96 |
|
0.618 |
2,476.67 |
|
1.000 |
2,465.98 |
|
1.618 |
2,448.69 |
|
2.618 |
2,420.71 |
|
4.250 |
2,375.05 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,513.64 |
2,510.32 |
| PP |
2,510.79 |
2,504.17 |
| S1 |
2,507.95 |
2,498.01 |
|