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 |
18,993.75 |
18,965.75 |
-28.00 |
-0.1% |
19,787.75 |
High |
19,114.75 |
19,150.50 |
35.75 |
0.2% |
19,846.25 |
Low |
18,825.75 |
18,827.25 |
1.50 |
0.0% |
19,140.25 |
Close |
18,962.50 |
18,963.50 |
1.00 |
0.0% |
19,623.00 |
Range |
289.00 |
323.25 |
34.25 |
11.9% |
706.00 |
ATR |
422.04 |
414.98 |
-7.06 |
-1.7% |
0.00 |
Volume |
582,116 |
585,125 |
3,009 |
0.5% |
2,617,278 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,950.25 |
19,780.00 |
19,141.25 |
|
R3 |
19,627.00 |
19,456.75 |
19,052.50 |
|
R2 |
19,303.75 |
19,303.75 |
19,022.75 |
|
R1 |
19,133.50 |
19,133.50 |
18,993.25 |
19,057.00 |
PP |
18,980.50 |
18,980.50 |
18,980.50 |
18,942.00 |
S1 |
18,810.25 |
18,810.25 |
18,933.75 |
18,733.75 |
S2 |
18,657.25 |
18,657.25 |
18,904.25 |
|
S3 |
18,334.00 |
18,487.00 |
18,874.50 |
|
S4 |
18,010.75 |
18,163.75 |
18,785.75 |
|
|
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% |
440.00 |
2.3% |
16% |
False |
False |
606,199 |
10 |
20,025.25 |
18,825.75 |
1,199.50 |
6.3% |
405.25 |
2.1% |
11% |
False |
False |
569,434 |
20 |
20,025.25 |
17,741.75 |
2,283.50 |
12.0% |
385.00 |
2.0% |
54% |
False |
False |
537,834 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
19.2% |
450.75 |
2.4% |
44% |
False |
False |
658,399 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
19.2% |
385.25 |
2.0% |
44% |
False |
False |
608,631 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
19.2% |
345.50 |
1.8% |
44% |
False |
False |
457,106 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
336.25 |
1.8% |
45% |
False |
False |
365,886 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
324.25 |
1.7% |
45% |
False |
False |
305,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,524.25 |
2.618 |
19,996.75 |
1.618 |
19,673.50 |
1.000 |
19,473.75 |
0.618 |
19,350.25 |
HIGH |
19,150.50 |
0.618 |
19,027.00 |
0.500 |
18,989.00 |
0.382 |
18,950.75 |
LOW |
18,827.25 |
0.618 |
18,627.50 |
1.000 |
18,504.00 |
1.618 |
18,304.25 |
2.618 |
17,981.00 |
4.250 |
17,453.50 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,989.00 |
19,254.50 |
PP |
18,980.50 |
19,157.50 |
S1 |
18,972.00 |
19,060.50 |
|