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 |
5,618.50 |
5,656.25 |
37.75 |
0.7% |
5,650.50 |
High |
5,665.00 |
5,669.75 |
4.75 |
0.1% |
5,669.00 |
Low |
5,594.25 |
5,516.75 |
-77.50 |
-1.4% |
5,561.25 |
Close |
5,661.00 |
5,541.75 |
-119.25 |
-2.1% |
5,661.00 |
Range |
70.75 |
153.00 |
82.25 |
116.3% |
107.75 |
ATR |
78.64 |
83.95 |
5.31 |
6.8% |
0.00 |
Volume |
1,558,874 |
1,910,577 |
351,703 |
22.6% |
6,629,680 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,035.00 |
5,941.50 |
5,626.00 |
|
R3 |
5,882.00 |
5,788.50 |
5,583.75 |
|
R2 |
5,729.00 |
5,729.00 |
5,569.75 |
|
R1 |
5,635.50 |
5,635.50 |
5,555.75 |
5,605.75 |
PP |
5,576.00 |
5,576.00 |
5,576.00 |
5,561.25 |
S1 |
5,482.50 |
5,482.50 |
5,527.75 |
5,452.75 |
S2 |
5,423.00 |
5,423.00 |
5,513.75 |
|
S3 |
5,270.00 |
5,329.50 |
5,499.75 |
|
S4 |
5,117.00 |
5,176.50 |
5,457.50 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.75 |
5,915.00 |
5,720.25 |
|
R3 |
5,846.00 |
5,807.25 |
5,690.75 |
|
R2 |
5,738.25 |
5,738.25 |
5,680.75 |
|
R1 |
5,699.50 |
5,699.50 |
5,671.00 |
5,719.00 |
PP |
5,630.50 |
5,630.50 |
5,630.50 |
5,640.00 |
S1 |
5,591.75 |
5,591.75 |
5,651.00 |
5,611.00 |
S2 |
5,522.75 |
5,522.75 |
5,641.25 |
|
S3 |
5,415.00 |
5,484.00 |
5,631.25 |
|
S4 |
5,307.25 |
5,376.25 |
5,601.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,669.75 |
5,516.75 |
153.00 |
2.8% |
87.75 |
1.6% |
16% |
True |
True |
1,489,979 |
10 |
5,669.75 |
5,516.75 |
153.00 |
2.8% |
71.25 |
1.3% |
16% |
True |
True |
1,347,241 |
20 |
5,669.75 |
5,182.00 |
487.75 |
8.8% |
82.50 |
1.5% |
74% |
True |
False |
1,432,177 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.8% |
86.50 |
1.6% |
70% |
False |
False |
1,747,037 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.8% |
73.25 |
1.3% |
70% |
False |
False |
1,521,033 |
80 |
5,721.25 |
5,120.00 |
601.25 |
10.8% |
67.00 |
1.2% |
70% |
False |
False |
1,143,144 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.7% |
67.50 |
1.2% |
74% |
False |
False |
915,033 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.7% |
65.00 |
1.2% |
74% |
False |
False |
762,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,320.00 |
2.618 |
6,070.25 |
1.618 |
5,917.25 |
1.000 |
5,822.75 |
0.618 |
5,764.25 |
HIGH |
5,669.75 |
0.618 |
5,611.25 |
0.500 |
5,593.25 |
0.382 |
5,575.25 |
LOW |
5,516.75 |
0.618 |
5,422.25 |
1.000 |
5,363.75 |
1.618 |
5,269.25 |
2.618 |
5,116.25 |
4.250 |
4,866.50 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,593.25 |
5,593.25 |
PP |
5,576.00 |
5,576.00 |
S1 |
5,559.00 |
5,559.00 |
|