| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
8,425.0 |
8,386.5 |
-38.5 |
-0.5% |
8,345.5 |
| High |
8,426.5 |
8,408.0 |
-18.5 |
-0.2% |
8,441.0 |
| Low |
8,370.0 |
8,260.0 |
-110.0 |
-1.3% |
8,339.0 |
| Close |
8,379.5 |
8,314.0 |
-65.5 |
-0.8% |
8,387.5 |
| Range |
56.5 |
148.0 |
91.5 |
161.9% |
102.0 |
| ATR |
87.2 |
91.5 |
4.3 |
5.0% |
0.0 |
| Volume |
38,696 |
78,785 |
40,089 |
103.6% |
237,638 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,771.5 |
8,690.5 |
8,395.5 |
|
| R3 |
8,623.5 |
8,542.5 |
8,354.5 |
|
| R2 |
8,475.5 |
8,475.5 |
8,341.0 |
|
| R1 |
8,394.5 |
8,394.5 |
8,327.5 |
8,361.0 |
| PP |
8,327.5 |
8,327.5 |
8,327.5 |
8,310.5 |
| S1 |
8,246.5 |
8,246.5 |
8,300.5 |
8,213.0 |
| S2 |
8,179.5 |
8,179.5 |
8,287.0 |
|
| S3 |
8,031.5 |
8,098.5 |
8,273.5 |
|
| S4 |
7,883.5 |
7,950.5 |
8,232.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,695.0 |
8,643.5 |
8,443.5 |
|
| R3 |
8,593.0 |
8,541.5 |
8,415.5 |
|
| R2 |
8,491.0 |
8,491.0 |
8,406.0 |
|
| R1 |
8,439.5 |
8,439.5 |
8,397.0 |
8,465.0 |
| PP |
8,389.0 |
8,389.0 |
8,389.0 |
8,402.0 |
| S1 |
8,337.5 |
8,337.5 |
8,378.0 |
8,363.0 |
| S2 |
8,287.0 |
8,287.0 |
8,369.0 |
|
| S3 |
8,185.0 |
8,235.5 |
8,359.5 |
|
| S4 |
8,083.0 |
8,133.5 |
8,331.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,441.0 |
8,260.0 |
181.0 |
2.2% |
80.5 |
1.0% |
30% |
False |
True |
58,343 |
| 10 |
8,441.0 |
8,259.5 |
181.5 |
2.2% |
76.0 |
0.9% |
30% |
False |
False |
58,605 |
| 20 |
8,441.0 |
7,941.0 |
500.0 |
6.0% |
86.0 |
1.0% |
75% |
False |
False |
68,927 |
| 40 |
8,441.0 |
7,908.0 |
533.0 |
6.4% |
95.5 |
1.1% |
76% |
False |
False |
77,267 |
| 60 |
8,441.0 |
7,908.0 |
533.0 |
6.4% |
91.5 |
1.1% |
76% |
False |
False |
82,893 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.0% |
79.0 |
1.0% |
70% |
False |
False |
62,228 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
72.0 |
0.9% |
74% |
False |
False |
49,784 |
| 120 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
66.0 |
0.8% |
76% |
False |
False |
41,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,037.0 |
|
2.618 |
8,795.5 |
|
1.618 |
8,647.5 |
|
1.000 |
8,556.0 |
|
0.618 |
8,499.5 |
|
HIGH |
8,408.0 |
|
0.618 |
8,351.5 |
|
0.500 |
8,334.0 |
|
0.382 |
8,316.5 |
|
LOW |
8,260.0 |
|
0.618 |
8,168.5 |
|
1.000 |
8,112.0 |
|
1.618 |
8,020.5 |
|
2.618 |
7,872.5 |
|
4.250 |
7,631.0 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,334.0 |
8,350.0 |
| PP |
8,327.5 |
8,338.0 |
| S1 |
8,320.5 |
8,326.0 |
|