| 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 |
4,957.0 |
4,982.0 |
25.0 |
0.5% |
4,913.0 |
| High |
4,993.0 |
4,998.0 |
5.0 |
0.1% |
4,993.0 |
| Low |
4,953.0 |
4,883.0 |
-70.0 |
-1.4% |
4,902.0 |
| Close |
4,971.0 |
4,923.0 |
-48.0 |
-1.0% |
4,971.0 |
| Range |
40.0 |
115.0 |
75.0 |
187.5% |
91.0 |
| ATR |
62.7 |
66.4 |
3.7 |
6.0% |
0.0 |
| Volume |
571,412 |
681,738 |
110,326 |
19.3% |
2,184,268 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,279.7 |
5,216.3 |
4,986.3 |
|
| R3 |
5,164.7 |
5,101.3 |
4,954.6 |
|
| R2 |
5,049.7 |
5,049.7 |
4,944.1 |
|
| R1 |
4,986.3 |
4,986.3 |
4,933.5 |
4,960.5 |
| PP |
4,934.7 |
4,934.7 |
4,934.7 |
4,921.8 |
| S1 |
4,871.3 |
4,871.3 |
4,912.5 |
4,845.5 |
| S2 |
4,819.7 |
4,819.7 |
4,901.9 |
|
| S3 |
4,704.7 |
4,756.3 |
4,891.4 |
|
| S4 |
4,589.7 |
4,641.3 |
4,859.8 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,228.3 |
5,190.7 |
5,021.1 |
|
| R3 |
5,137.3 |
5,099.7 |
4,996.0 |
|
| R2 |
5,046.3 |
5,046.3 |
4,987.7 |
|
| R1 |
5,008.7 |
5,008.7 |
4,979.3 |
5,027.5 |
| PP |
4,955.3 |
4,955.3 |
4,955.3 |
4,964.8 |
| S1 |
4,917.7 |
4,917.7 |
4,962.7 |
4,936.5 |
| S2 |
4,864.3 |
4,864.3 |
4,954.3 |
|
| S3 |
4,773.3 |
4,826.7 |
4,946.0 |
|
| S4 |
4,682.3 |
4,735.7 |
4,921.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,998.0 |
4,883.0 |
115.0 |
2.3% |
60.6 |
1.2% |
35% |
True |
True |
526,260 |
| 10 |
4,998.0 |
4,858.0 |
140.0 |
2.8% |
52.7 |
1.1% |
46% |
True |
False |
471,027 |
| 20 |
4,998.0 |
4,558.0 |
440.0 |
8.9% |
61.4 |
1.2% |
83% |
True |
False |
579,176 |
| 40 |
5,087.0 |
4,494.0 |
593.0 |
12.0% |
73.4 |
1.5% |
72% |
False |
False |
687,555 |
| 60 |
5,125.0 |
4,494.0 |
631.0 |
12.8% |
72.8 |
1.5% |
68% |
False |
False |
656,403 |
| 80 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
65.6 |
1.3% |
65% |
False |
False |
494,265 |
| 100 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
63.9 |
1.3% |
65% |
False |
False |
395,594 |
| 120 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
57.9 |
1.2% |
65% |
False |
False |
329,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,486.8 |
|
2.618 |
5,299.1 |
|
1.618 |
5,184.1 |
|
1.000 |
5,113.0 |
|
0.618 |
5,069.1 |
|
HIGH |
4,998.0 |
|
0.618 |
4,954.1 |
|
0.500 |
4,940.5 |
|
0.382 |
4,926.9 |
|
LOW |
4,883.0 |
|
0.618 |
4,811.9 |
|
1.000 |
4,768.0 |
|
1.618 |
4,696.9 |
|
2.618 |
4,581.9 |
|
4.250 |
4,394.3 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,940.5 |
4,940.5 |
| PP |
4,934.7 |
4,934.7 |
| S1 |
4,928.8 |
4,928.8 |
|