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 |
4,857.0 |
4,825.0 |
-32.0 |
-0.7% |
4,982.0 |
High |
4,863.0 |
4,838.0 |
-25.0 |
-0.5% |
4,998.0 |
Low |
4,814.0 |
4,730.0 |
-84.0 |
-1.7% |
4,730.0 |
Close |
4,830.0 |
4,739.0 |
-91.0 |
-1.9% |
4,739.0 |
Range |
49.0 |
108.0 |
59.0 |
120.4% |
268.0 |
ATR |
66.1 |
69.1 |
3.0 |
4.5% |
0.0 |
Volume |
679,868 |
1,093,192 |
413,324 |
60.8% |
3,297,953 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.0 |
5,024.0 |
4,798.4 |
|
R3 |
4,985.0 |
4,916.0 |
4,768.7 |
|
R2 |
4,877.0 |
4,877.0 |
4,758.8 |
|
R1 |
4,808.0 |
4,808.0 |
4,748.9 |
4,788.5 |
PP |
4,769.0 |
4,769.0 |
4,769.0 |
4,759.3 |
S1 |
4,700.0 |
4,700.0 |
4,729.1 |
4,680.5 |
S2 |
4,661.0 |
4,661.0 |
4,719.2 |
|
S3 |
4,553.0 |
4,592.0 |
4,709.3 |
|
S4 |
4,445.0 |
4,484.0 |
4,679.6 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.3 |
5,450.7 |
4,886.4 |
|
R3 |
5,358.3 |
5,182.7 |
4,812.7 |
|
R2 |
5,090.3 |
5,090.3 |
4,788.1 |
|
R1 |
4,914.7 |
4,914.7 |
4,763.6 |
4,868.5 |
PP |
4,822.3 |
4,822.3 |
4,822.3 |
4,799.3 |
S1 |
4,646.7 |
4,646.7 |
4,714.4 |
4,600.5 |
S2 |
4,554.3 |
4,554.3 |
4,689.9 |
|
S3 |
4,286.3 |
4,378.7 |
4,665.3 |
|
S4 |
4,018.3 |
4,110.7 |
4,591.6 |
|
|
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 |
4,730.0 |
268.0 |
5.7% |
73.0 |
1.5% |
3% |
False |
True |
773,873 |
10 |
4,998.0 |
4,730.0 |
268.0 |
5.7% |
58.8 |
1.2% |
3% |
False |
True |
598,033 |
20 |
4,998.0 |
4,665.0 |
333.0 |
7.0% |
55.8 |
1.2% |
22% |
False |
False |
572,351 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.5% |
73.3 |
1.5% |
41% |
False |
False |
701,372 |
60 |
5,092.0 |
4,494.0 |
598.0 |
12.6% |
72.7 |
1.5% |
41% |
False |
False |
698,123 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
67.0 |
1.4% |
37% |
False |
False |
526,737 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
63.9 |
1.3% |
37% |
False |
False |
421,752 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
59.6 |
1.3% |
37% |
False |
False |
351,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,297.0 |
2.618 |
5,120.7 |
1.618 |
5,012.7 |
1.000 |
4,946.0 |
0.618 |
4,904.7 |
HIGH |
4,838.0 |
0.618 |
4,796.7 |
0.500 |
4,784.0 |
0.382 |
4,771.3 |
LOW |
4,730.0 |
0.618 |
4,663.3 |
1.000 |
4,622.0 |
1.618 |
4,555.3 |
2.618 |
4,447.3 |
4.250 |
4,271.0 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,784.0 |
4,812.5 |
PP |
4,769.0 |
4,788.0 |
S1 |
4,754.0 |
4,763.5 |
|