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 |
5,538.50 |
5,527.50 |
-11.00 |
-0.2% |
5,650.50 |
High |
5,565.00 |
5,557.25 |
-7.75 |
-0.1% |
5,669.00 |
Low |
5,506.75 |
5,490.00 |
-16.75 |
-0.3% |
5,561.25 |
Close |
5,530.00 |
5,512.25 |
-17.75 |
-0.3% |
5,661.00 |
Range |
58.25 |
67.25 |
9.00 |
15.5% |
107.75 |
ATR |
82.12 |
81.05 |
-1.06 |
-1.3% |
0.00 |
Volume |
1,749,591 |
1,737,210 |
-12,381 |
-0.7% |
6,629,680 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,721.50 |
5,684.25 |
5,549.25 |
|
R3 |
5,654.25 |
5,617.00 |
5,530.75 |
|
R2 |
5,587.00 |
5,587.00 |
5,524.50 |
|
R1 |
5,549.75 |
5,549.75 |
5,518.50 |
5,534.75 |
PP |
5,519.75 |
5,519.75 |
5,519.75 |
5,512.50 |
S1 |
5,482.50 |
5,482.50 |
5,506.00 |
5,467.50 |
S2 |
5,452.50 |
5,452.50 |
5,500.00 |
|
S3 |
5,385.25 |
5,415.25 |
5,493.75 |
|
S4 |
5,318.00 |
5,348.00 |
5,475.25 |
|
|
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 |
5,490.00 |
179.75 |
3.3% |
90.25 |
1.6% |
12% |
False |
True |
1,705,588 |
10 |
5,669.75 |
5,490.00 |
179.75 |
3.3% |
76.00 |
1.4% |
12% |
False |
True |
1,485,200 |
20 |
5,669.75 |
5,182.00 |
487.75 |
8.8% |
74.50 |
1.4% |
68% |
False |
False |
1,385,552 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.9% |
87.50 |
1.6% |
65% |
False |
False |
1,777,612 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.9% |
73.75 |
1.3% |
65% |
False |
False |
1,578,148 |
80 |
5,721.25 |
5,120.00 |
601.25 |
10.9% |
67.50 |
1.2% |
65% |
False |
False |
1,186,691 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.7% |
67.00 |
1.2% |
70% |
False |
False |
949,852 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.7% |
65.25 |
1.2% |
70% |
False |
False |
791,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,843.00 |
2.618 |
5,733.25 |
1.618 |
5,666.00 |
1.000 |
5,624.50 |
0.618 |
5,598.75 |
HIGH |
5,557.25 |
0.618 |
5,531.50 |
0.500 |
5,523.50 |
0.382 |
5,515.75 |
LOW |
5,490.00 |
0.618 |
5,448.50 |
1.000 |
5,422.75 |
1.618 |
5,381.25 |
2.618 |
5,314.00 |
4.250 |
5,204.25 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,523.50 |
5,580.00 |
PP |
5,519.75 |
5,557.25 |
S1 |
5,516.00 |
5,534.75 |
|