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 |
19,445.75 |
19,599.00 |
153.25 |
0.8% |
19,787.75 |
High |
19,632.75 |
19,683.00 |
50.25 |
0.3% |
19,846.25 |
Low |
19,370.50 |
18,911.00 |
-459.50 |
-2.4% |
19,140.25 |
Close |
19,623.00 |
19,006.50 |
-616.50 |
-3.1% |
19,623.00 |
Range |
262.25 |
772.00 |
509.75 |
194.4% |
706.00 |
ATR |
406.14 |
432.27 |
26.13 |
6.4% |
0.00 |
Volume |
495,609 |
698,442 |
202,833 |
40.9% |
2,617,278 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,516.25 |
21,033.25 |
19,431.00 |
|
R3 |
20,744.25 |
20,261.25 |
19,218.75 |
|
R2 |
19,972.25 |
19,972.25 |
19,148.00 |
|
R1 |
19,489.25 |
19,489.25 |
19,077.25 |
19,344.75 |
PP |
19,200.25 |
19,200.25 |
19,200.25 |
19,128.00 |
S1 |
18,717.25 |
18,717.25 |
18,935.75 |
18,572.75 |
S2 |
18,428.25 |
18,428.25 |
18,865.00 |
|
S3 |
17,656.25 |
17,945.25 |
18,794.25 |
|
S4 |
16,884.25 |
17,173.25 |
18,582.00 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,654.50 |
21,344.75 |
20,011.25 |
|
R3 |
20,948.50 |
20,638.75 |
19,817.25 |
|
R2 |
20,242.50 |
20,242.50 |
19,752.50 |
|
R1 |
19,932.75 |
19,932.75 |
19,687.75 |
19,734.50 |
PP |
19,536.50 |
19,536.50 |
19,536.50 |
19,437.50 |
S1 |
19,226.75 |
19,226.75 |
19,558.25 |
19,028.50 |
S2 |
18,830.50 |
18,830.50 |
19,493.50 |
|
S3 |
18,124.50 |
18,520.75 |
19,428.75 |
|
S4 |
17,418.50 |
17,814.75 |
19,234.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,694.25 |
18,911.00 |
783.25 |
4.1% |
460.75 |
2.4% |
12% |
False |
True |
568,436 |
10 |
20,025.25 |
18,911.00 |
1,114.25 |
5.9% |
384.00 |
2.0% |
9% |
False |
True |
549,161 |
20 |
20,025.25 |
17,741.75 |
2,283.50 |
12.0% |
416.50 |
2.2% |
55% |
False |
False |
550,589 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
19.1% |
445.25 |
2.3% |
46% |
False |
False |
657,878 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
19.1% |
381.25 |
2.0% |
46% |
False |
False |
589,409 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
19.1% |
341.50 |
1.8% |
46% |
False |
False |
442,531 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
338.00 |
1.8% |
46% |
False |
False |
354,233 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
323.00 |
1.7% |
46% |
False |
False |
295,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,964.00 |
2.618 |
21,704.00 |
1.618 |
20,932.00 |
1.000 |
20,455.00 |
0.618 |
20,160.00 |
HIGH |
19,683.00 |
0.618 |
19,388.00 |
0.500 |
19,297.00 |
0.382 |
19,206.00 |
LOW |
18,911.00 |
0.618 |
18,434.00 |
1.000 |
18,139.00 |
1.618 |
17,662.00 |
2.618 |
16,890.00 |
4.250 |
15,630.00 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,297.00 |
19,302.25 |
PP |
19,200.25 |
19,203.75 |
S1 |
19,103.25 |
19,105.00 |
|