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 |
19,599.00 |
18,993.75 |
-605.25 |
-3.1% |
19,787.75 |
High |
19,683.00 |
19,114.75 |
-568.25 |
-2.9% |
19,846.25 |
Low |
18,911.00 |
18,825.75 |
-85.25 |
-0.5% |
19,140.25 |
Close |
19,006.50 |
18,962.50 |
-44.00 |
-0.2% |
19,623.00 |
Range |
772.00 |
289.00 |
-483.00 |
-62.6% |
706.00 |
ATR |
432.27 |
422.04 |
-10.23 |
-2.4% |
0.00 |
Volume |
698,442 |
582,116 |
-116,326 |
-16.7% |
2,617,278 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,834.75 |
19,687.50 |
19,121.50 |
|
R3 |
19,545.75 |
19,398.50 |
19,042.00 |
|
R2 |
19,256.75 |
19,256.75 |
19,015.50 |
|
R1 |
19,109.50 |
19,109.50 |
18,989.00 |
19,038.50 |
PP |
18,967.75 |
18,967.75 |
18,967.75 |
18,932.25 |
S1 |
18,820.50 |
18,820.50 |
18,936.00 |
18,749.50 |
S2 |
18,678.75 |
18,678.75 |
18,909.50 |
|
S3 |
18,389.75 |
18,531.50 |
18,883.00 |
|
S4 |
18,100.75 |
18,242.50 |
18,803.50 |
|
|
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 |
19,693.50 |
18,825.75 |
867.75 |
4.6% |
468.00 |
2.5% |
16% |
False |
True |
596,630 |
10 |
20,025.25 |
18,825.75 |
1,199.50 |
6.3% |
394.00 |
2.1% |
11% |
False |
True |
558,829 |
20 |
20,025.25 |
17,741.75 |
2,283.50 |
12.0% |
405.00 |
2.1% |
53% |
False |
False |
544,840 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
19.2% |
448.50 |
2.4% |
44% |
False |
False |
658,188 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
19.2% |
382.25 |
2.0% |
44% |
False |
False |
598,988 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
19.2% |
343.50 |
1.8% |
44% |
False |
False |
449,801 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
336.75 |
1.8% |
45% |
False |
False |
360,043 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
323.75 |
1.7% |
45% |
False |
False |
300,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,343.00 |
2.618 |
19,871.25 |
1.618 |
19,582.25 |
1.000 |
19,403.75 |
0.618 |
19,293.25 |
HIGH |
19,114.75 |
0.618 |
19,004.25 |
0.500 |
18,970.25 |
0.382 |
18,936.25 |
LOW |
18,825.75 |
0.618 |
18,647.25 |
1.000 |
18,536.75 |
1.618 |
18,358.25 |
2.618 |
18,069.25 |
4.250 |
17,597.50 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,970.25 |
19,254.50 |
PP |
18,967.75 |
19,157.00 |
S1 |
18,965.00 |
19,059.75 |
|