| 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 |
5,656.25 |
5,538.50 |
-117.75 |
-2.1% |
5,650.50 |
| High |
5,669.75 |
5,565.00 |
-104.75 |
-1.8% |
5,669.00 |
| Low |
5,516.75 |
5,506.75 |
-10.00 |
-0.2% |
5,561.25 |
| Close |
5,541.75 |
5,530.00 |
-11.75 |
-0.2% |
5,661.00 |
| Range |
153.00 |
58.25 |
-94.75 |
-61.9% |
107.75 |
| ATR |
83.95 |
82.12 |
-1.84 |
-2.2% |
0.00 |
| Volume |
1,910,577 |
1,749,591 |
-160,986 |
-8.4% |
6,629,680 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,708.75 |
5,677.50 |
5,562.00 |
|
| R3 |
5,650.50 |
5,619.25 |
5,546.00 |
|
| R2 |
5,592.25 |
5,592.25 |
5,540.75 |
|
| R1 |
5,561.00 |
5,561.00 |
5,535.25 |
5,547.50 |
| PP |
5,534.00 |
5,534.00 |
5,534.00 |
5,527.00 |
| S1 |
5,502.75 |
5,502.75 |
5,524.75 |
5,489.25 |
| S2 |
5,475.75 |
5,475.75 |
5,519.25 |
|
| S3 |
5,417.50 |
5,444.50 |
5,514.00 |
|
| S4 |
5,359.25 |
5,386.25 |
5,498.00 |
|
|
| 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 |
5,506.75 |
163.00 |
2.9% |
91.75 |
1.7% |
14% |
False |
True |
1,634,365 |
| 10 |
5,669.75 |
5,506.75 |
163.00 |
2.9% |
73.50 |
1.3% |
14% |
False |
True |
1,420,160 |
| 20 |
5,669.75 |
5,182.00 |
487.75 |
8.8% |
79.25 |
1.4% |
71% |
False |
False |
1,411,053 |
| 40 |
5,721.25 |
5,120.00 |
601.25 |
10.9% |
87.50 |
1.6% |
68% |
False |
False |
1,764,188 |
| 60 |
5,721.25 |
5,120.00 |
601.25 |
10.9% |
73.25 |
1.3% |
68% |
False |
False |
1,549,706 |
| 80 |
5,721.25 |
5,120.00 |
601.25 |
10.9% |
67.00 |
1.2% |
68% |
False |
False |
1,165,003 |
| 100 |
5,721.25 |
5,019.75 |
701.50 |
12.7% |
67.25 |
1.2% |
73% |
False |
False |
932,510 |
| 120 |
5,721.25 |
5,019.75 |
701.50 |
12.7% |
65.25 |
1.2% |
73% |
False |
False |
777,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,812.50 |
|
2.618 |
5,717.50 |
|
1.618 |
5,659.25 |
|
1.000 |
5,623.25 |
|
0.618 |
5,601.00 |
|
HIGH |
5,565.00 |
|
0.618 |
5,542.75 |
|
0.500 |
5,536.00 |
|
0.382 |
5,529.00 |
|
LOW |
5,506.75 |
|
0.618 |
5,470.75 |
|
1.000 |
5,448.50 |
|
1.618 |
5,412.50 |
|
2.618 |
5,354.25 |
|
4.250 |
5,259.25 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,536.00 |
5,588.25 |
| PP |
5,534.00 |
5,568.75 |
| S1 |
5,532.00 |
5,549.50 |
|