| 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 |
2,493.96 |
2,516.51 |
22.55 |
0.9% |
2,499.45 |
| High |
2,521.94 |
2,524.75 |
2.81 |
0.1% |
2,524.75 |
| Low |
2,493.96 |
2,487.06 |
-6.90 |
-0.3% |
2,474.08 |
| Close |
2,516.48 |
2,497.32 |
-19.16 |
-0.8% |
2,497.32 |
| Range |
27.98 |
37.69 |
9.71 |
34.7% |
50.67 |
| ATR |
30.62 |
31.12 |
0.51 |
1.6% |
0.00 |
| Volume |
5,348 |
5,295 |
-53 |
-1.0% |
21,379 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.11 |
2,594.41 |
2,518.05 |
|
| R3 |
2,578.42 |
2,556.72 |
2,507.68 |
|
| R2 |
2,540.73 |
2,540.73 |
2,504.23 |
|
| R1 |
2,519.03 |
2,519.03 |
2,500.77 |
2,511.04 |
| PP |
2,503.04 |
2,503.04 |
2,503.04 |
2,499.05 |
| S1 |
2,481.34 |
2,481.34 |
2,493.87 |
2,473.35 |
| S2 |
2,465.35 |
2,465.35 |
2,490.41 |
|
| S3 |
2,427.66 |
2,443.65 |
2,486.96 |
|
| S4 |
2,389.97 |
2,405.96 |
2,476.59 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.73 |
2,624.69 |
2,525.19 |
|
| R3 |
2,600.06 |
2,574.02 |
2,511.25 |
|
| R2 |
2,549.39 |
2,549.39 |
2,506.61 |
|
| R1 |
2,523.35 |
2,523.35 |
2,501.96 |
2,511.04 |
| PP |
2,498.72 |
2,498.72 |
2,498.72 |
2,492.56 |
| S1 |
2,472.68 |
2,472.68 |
2,492.68 |
2,460.37 |
| S2 |
2,448.05 |
2,448.05 |
2,488.03 |
|
| S3 |
2,397.38 |
2,422.01 |
2,483.39 |
|
| S4 |
2,346.71 |
2,371.34 |
2,469.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,526.15 |
2,474.08 |
52.07 |
2.1% |
29.79 |
1.2% |
45% |
False |
False |
5,345 |
| 10 |
2,527.97 |
2,474.08 |
53.89 |
2.2% |
27.44 |
1.1% |
43% |
False |
False |
5,355 |
| 20 |
2,529.57 |
2,417.83 |
111.74 |
4.5% |
29.70 |
1.2% |
71% |
False |
False |
5,310 |
| 40 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
33.57 |
1.3% |
82% |
False |
False |
5,183 |
| 60 |
2,529.57 |
2,295.86 |
233.71 |
9.4% |
31.77 |
1.3% |
86% |
False |
False |
5,232 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.28 |
1.3% |
87% |
False |
False |
5,216 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
32.41 |
1.3% |
87% |
False |
False |
5,187 |
| 120 |
2,529.57 |
2,146.66 |
382.91 |
15.3% |
32.96 |
1.3% |
92% |
False |
False |
5,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,684.93 |
|
2.618 |
2,623.42 |
|
1.618 |
2,585.73 |
|
1.000 |
2,562.44 |
|
0.618 |
2,548.04 |
|
HIGH |
2,524.75 |
|
0.618 |
2,510.35 |
|
0.500 |
2,505.91 |
|
0.382 |
2,501.46 |
|
LOW |
2,487.06 |
|
0.618 |
2,463.77 |
|
1.000 |
2,449.37 |
|
1.618 |
2,426.08 |
|
2.618 |
2,388.39 |
|
4.250 |
2,326.88 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,505.91 |
2,499.42 |
| PP |
2,503.04 |
2,498.72 |
| S1 |
2,500.18 |
2,498.02 |
|