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 |
4,891.0 |
4,857.0 |
-34.0 |
-0.7% |
4,913.0 |
High |
4,895.0 |
4,863.0 |
-32.0 |
-0.7% |
4,993.0 |
Low |
4,842.0 |
4,814.0 |
-28.0 |
-0.6% |
4,902.0 |
Close |
4,856.0 |
4,830.0 |
-26.0 |
-0.5% |
4,971.0 |
Range |
53.0 |
49.0 |
-4.0 |
-7.5% |
91.0 |
ATR |
67.4 |
66.1 |
-1.3 |
-2.0% |
0.0 |
Volume |
843,155 |
679,868 |
-163,287 |
-19.4% |
2,184,268 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.7 |
4,955.3 |
4,857.0 |
|
R3 |
4,933.7 |
4,906.3 |
4,843.5 |
|
R2 |
4,884.7 |
4,884.7 |
4,839.0 |
|
R1 |
4,857.3 |
4,857.3 |
4,834.5 |
4,846.5 |
PP |
4,835.7 |
4,835.7 |
4,835.7 |
4,830.3 |
S1 |
4,808.3 |
4,808.3 |
4,825.5 |
4,797.5 |
S2 |
4,786.7 |
4,786.7 |
4,821.0 |
|
S3 |
4,737.7 |
4,759.3 |
4,816.5 |
|
S4 |
4,688.7 |
4,710.3 |
4,803.1 |
|
|
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 |
4,814.0 |
184.0 |
3.8% |
68.2 |
1.4% |
9% |
False |
True |
677,208 |
10 |
4,998.0 |
4,814.0 |
184.0 |
3.8% |
53.0 |
1.1% |
9% |
False |
True |
533,158 |
20 |
4,998.0 |
4,614.0 |
384.0 |
8.0% |
55.1 |
1.1% |
56% |
False |
False |
553,886 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.3% |
71.8 |
1.5% |
57% |
False |
False |
690,103 |
60 |
5,092.0 |
4,494.0 |
598.0 |
12.4% |
72.6 |
1.5% |
56% |
False |
False |
680,817 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.6% |
65.8 |
1.4% |
51% |
False |
False |
513,072 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.6% |
63.7 |
1.3% |
51% |
False |
False |
410,822 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.6% |
58.8 |
1.2% |
51% |
False |
False |
342,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,071.3 |
2.618 |
4,991.3 |
1.618 |
4,942.3 |
1.000 |
4,912.0 |
0.618 |
4,893.3 |
HIGH |
4,863.0 |
0.618 |
4,844.3 |
0.500 |
4,838.5 |
0.382 |
4,832.7 |
LOW |
4,814.0 |
0.618 |
4,783.7 |
1.000 |
4,765.0 |
1.618 |
4,734.7 |
2.618 |
4,685.7 |
4.250 |
4,605.8 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,838.5 |
4,906.0 |
PP |
4,835.7 |
4,880.7 |
S1 |
4,832.8 |
4,855.3 |
|