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 |
4,982.0 |
4,891.0 |
-91.0 |
-1.8% |
4,913.0 |
High |
4,998.0 |
4,895.0 |
-103.0 |
-2.1% |
4,993.0 |
Low |
4,883.0 |
4,842.0 |
-41.0 |
-0.8% |
4,902.0 |
Close |
4,923.0 |
4,856.0 |
-67.0 |
-1.4% |
4,971.0 |
Range |
115.0 |
53.0 |
-62.0 |
-53.9% |
91.0 |
ATR |
66.4 |
67.4 |
1.0 |
1.6% |
0.0 |
Volume |
681,738 |
843,155 |
161,417 |
23.7% |
2,184,268 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.3 |
4,992.7 |
4,885.2 |
|
R3 |
4,970.3 |
4,939.7 |
4,870.6 |
|
R2 |
4,917.3 |
4,917.3 |
4,865.7 |
|
R1 |
4,886.7 |
4,886.7 |
4,860.9 |
4,875.5 |
PP |
4,864.3 |
4,864.3 |
4,864.3 |
4,858.8 |
S1 |
4,833.7 |
4,833.7 |
4,851.1 |
4,822.5 |
S2 |
4,811.3 |
4,811.3 |
4,846.3 |
|
S3 |
4,758.3 |
4,780.7 |
4,841.4 |
|
S4 |
4,705.3 |
4,727.7 |
4,826.9 |
|
|
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 |
4,842.0 |
156.0 |
3.2% |
66.2 |
1.4% |
9% |
False |
True |
626,110 |
10 |
4,998.0 |
4,842.0 |
156.0 |
3.2% |
52.4 |
1.1% |
9% |
False |
True |
507,147 |
20 |
4,998.0 |
4,582.0 |
416.0 |
8.6% |
58.8 |
1.2% |
66% |
False |
False |
567,012 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.2% |
72.6 |
1.5% |
61% |
False |
False |
689,292 |
60 |
5,092.0 |
4,494.0 |
598.0 |
12.3% |
72.8 |
1.5% |
61% |
False |
False |
669,983 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.5% |
65.6 |
1.4% |
55% |
False |
False |
504,758 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.5% |
63.7 |
1.3% |
55% |
False |
False |
404,025 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.5% |
58.4 |
1.2% |
55% |
False |
False |
336,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,120.3 |
2.618 |
5,033.8 |
1.618 |
4,980.8 |
1.000 |
4,948.0 |
0.618 |
4,927.8 |
HIGH |
4,895.0 |
0.618 |
4,874.8 |
0.500 |
4,868.5 |
0.382 |
4,862.2 |
LOW |
4,842.0 |
0.618 |
4,809.2 |
1.000 |
4,789.0 |
1.618 |
4,756.2 |
2.618 |
4,703.2 |
4.250 |
4,616.8 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,868.5 |
4,920.0 |
PP |
4,864.3 |
4,898.7 |
S1 |
4,860.2 |
4,877.3 |
|