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 |
18,965.75 |
18,921.00 |
-44.75 |
-0.2% |
19,599.00 |
High |
19,150.50 |
18,972.25 |
-178.25 |
-0.9% |
19,683.00 |
Low |
18,827.25 |
18,339.50 |
-487.75 |
-2.6% |
18,339.50 |
Close |
18,963.50 |
18,458.25 |
-505.25 |
-2.7% |
18,458.25 |
Range |
323.25 |
632.75 |
309.50 |
95.7% |
1,343.50 |
ATR |
414.98 |
430.54 |
15.55 |
3.7% |
0.00 |
Volume |
585,125 |
726,350 |
141,225 |
24.1% |
2,592,033 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,488.25 |
20,106.00 |
18,806.25 |
|
R3 |
19,855.50 |
19,473.25 |
18,632.25 |
|
R2 |
19,222.75 |
19,222.75 |
18,574.25 |
|
R1 |
18,840.50 |
18,840.50 |
18,516.25 |
18,715.25 |
PP |
18,590.00 |
18,590.00 |
18,590.00 |
18,527.50 |
S1 |
18,207.75 |
18,207.75 |
18,400.25 |
18,082.50 |
S2 |
17,957.25 |
17,957.25 |
18,342.25 |
|
S3 |
17,324.50 |
17,575.00 |
18,284.25 |
|
S4 |
16,691.75 |
16,942.25 |
18,110.25 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,857.50 |
22,001.25 |
19,197.25 |
|
R3 |
21,514.00 |
20,657.75 |
18,827.75 |
|
R2 |
20,170.50 |
20,170.50 |
18,704.50 |
|
R1 |
19,314.25 |
19,314.25 |
18,581.50 |
19,070.50 |
PP |
18,827.00 |
18,827.00 |
18,827.00 |
18,705.00 |
S1 |
17,970.75 |
17,970.75 |
18,335.00 |
17,727.00 |
S2 |
17,483.50 |
17,483.50 |
18,212.00 |
|
S3 |
16,140.00 |
16,627.25 |
18,088.75 |
|
S4 |
14,796.50 |
15,283.75 |
17,719.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,683.00 |
18,339.50 |
1,343.50 |
7.3% |
455.75 |
2.5% |
9% |
False |
True |
617,528 |
10 |
19,904.25 |
18,339.50 |
1,564.75 |
8.5% |
420.25 |
2.3% |
8% |
False |
True |
579,051 |
20 |
20,025.25 |
18,339.50 |
1,685.75 |
9.1% |
374.00 |
2.0% |
7% |
False |
True |
540,954 |
40 |
20,797.00 |
17,351.00 |
3,446.00 |
18.7% |
451.50 |
2.4% |
32% |
False |
False |
653,905 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
19.7% |
391.50 |
2.1% |
30% |
False |
False |
620,567 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
19.7% |
352.25 |
1.9% |
30% |
False |
False |
466,175 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.8% |
337.50 |
1.8% |
31% |
False |
False |
373,134 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.8% |
326.75 |
1.8% |
31% |
False |
False |
311,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,661.50 |
2.618 |
20,628.75 |
1.618 |
19,996.00 |
1.000 |
19,605.00 |
0.618 |
19,363.25 |
HIGH |
18,972.25 |
0.618 |
18,730.50 |
0.500 |
18,656.00 |
0.382 |
18,581.25 |
LOW |
18,339.50 |
0.618 |
17,948.50 |
1.000 |
17,706.75 |
1.618 |
17,315.75 |
2.618 |
16,683.00 |
4.250 |
15,650.25 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
18,656.00 |
18,745.00 |
PP |
18,590.00 |
18,649.50 |
S1 |
18,524.00 |
18,553.75 |
|