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 |
5,527.50 |
5,513.00 |
-14.50 |
-0.3% |
5,656.25 |
High |
5,557.25 |
5,532.50 |
-24.75 |
-0.4% |
5,669.75 |
Low |
5,490.00 |
5,394.00 |
-96.00 |
-1.7% |
5,394.00 |
Close |
5,512.25 |
5,419.50 |
-92.75 |
-1.7% |
5,419.50 |
Range |
67.25 |
138.50 |
71.25 |
105.9% |
275.75 |
ATR |
81.05 |
85.16 |
4.10 |
5.1% |
0.00 |
Volume |
1,737,210 |
2,377,532 |
640,322 |
36.9% |
7,774,910 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,864.25 |
5,780.25 |
5,495.75 |
|
R3 |
5,725.75 |
5,641.75 |
5,457.50 |
|
R2 |
5,587.25 |
5,587.25 |
5,445.00 |
|
R1 |
5,503.25 |
5,503.25 |
5,432.25 |
5,476.00 |
PP |
5,448.75 |
5,448.75 |
5,448.75 |
5,435.00 |
S1 |
5,364.75 |
5,364.75 |
5,406.75 |
5,337.50 |
S2 |
5,310.25 |
5,310.25 |
5,394.00 |
|
S3 |
5,171.75 |
5,226.25 |
5,381.50 |
|
S4 |
5,033.25 |
5,087.75 |
5,343.25 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,321.75 |
6,146.25 |
5,571.25 |
|
R3 |
6,046.00 |
5,870.50 |
5,495.25 |
|
R2 |
5,770.25 |
5,770.25 |
5,470.00 |
|
R1 |
5,594.75 |
5,594.75 |
5,444.75 |
5,544.50 |
PP |
5,494.50 |
5,494.50 |
5,494.50 |
5,469.25 |
S1 |
5,319.00 |
5,319.00 |
5,394.25 |
5,269.00 |
S2 |
5,218.75 |
5,218.75 |
5,369.00 |
|
S3 |
4,943.00 |
5,043.25 |
5,343.75 |
|
S4 |
4,667.25 |
4,767.50 |
5,267.75 |
|
|
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 |
5,394.00 |
275.75 |
5.1% |
97.50 |
1.8% |
9% |
False |
True |
1,866,756 |
10 |
5,669.75 |
5,394.00 |
275.75 |
5.1% |
81.75 |
1.5% |
9% |
False |
True |
1,582,006 |
20 |
5,669.75 |
5,319.50 |
350.25 |
6.5% |
72.50 |
1.3% |
29% |
False |
False |
1,408,811 |
40 |
5,721.25 |
5,120.00 |
601.25 |
11.1% |
89.25 |
1.6% |
50% |
False |
False |
1,787,781 |
60 |
5,721.25 |
5,120.00 |
601.25 |
11.1% |
75.00 |
1.4% |
50% |
False |
False |
1,616,799 |
80 |
5,721.25 |
5,120.00 |
601.25 |
11.1% |
69.00 |
1.3% |
50% |
False |
False |
1,216,397 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.9% |
67.25 |
1.2% |
57% |
False |
False |
973,584 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.9% |
66.00 |
1.2% |
57% |
False |
False |
811,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,121.00 |
2.618 |
5,895.00 |
1.618 |
5,756.50 |
1.000 |
5,671.00 |
0.618 |
5,618.00 |
HIGH |
5,532.50 |
0.618 |
5,479.50 |
0.500 |
5,463.25 |
0.382 |
5,447.00 |
LOW |
5,394.00 |
0.618 |
5,308.50 |
1.000 |
5,255.50 |
1.618 |
5,170.00 |
2.618 |
5,031.50 |
4.250 |
4,805.50 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,463.25 |
5,479.50 |
PP |
5,448.75 |
5,459.50 |
S1 |
5,434.00 |
5,439.50 |
|