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 |
8,386.5 |
8,277.0 |
-109.5 |
-1.3% |
8,345.5 |
High |
8,408.0 |
8,297.5 |
-110.5 |
-1.3% |
8,441.0 |
Low |
8,260.0 |
8,220.0 |
-40.0 |
-0.5% |
8,339.0 |
Close |
8,314.0 |
8,280.5 |
-33.5 |
-0.4% |
8,387.5 |
Range |
148.0 |
77.5 |
-70.5 |
-47.6% |
102.0 |
ATR |
91.5 |
91.7 |
0.2 |
0.2% |
0.0 |
Volume |
78,785 |
87,223 |
8,438 |
10.7% |
237,638 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,498.5 |
8,467.0 |
8,323.0 |
|
R3 |
8,421.0 |
8,389.5 |
8,302.0 |
|
R2 |
8,343.5 |
8,343.5 |
8,294.5 |
|
R1 |
8,312.0 |
8,312.0 |
8,287.5 |
8,328.0 |
PP |
8,266.0 |
8,266.0 |
8,266.0 |
8,274.0 |
S1 |
8,234.5 |
8,234.5 |
8,273.5 |
8,250.0 |
S2 |
8,188.5 |
8,188.5 |
8,266.5 |
|
S3 |
8,111.0 |
8,157.0 |
8,259.0 |
|
S4 |
8,033.5 |
8,079.5 |
8,238.0 |
|
|
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 |
8,220.0 |
221.0 |
2.7% |
84.5 |
1.0% |
27% |
False |
True |
66,271 |
10 |
8,441.0 |
8,220.0 |
221.0 |
2.7% |
72.5 |
0.9% |
27% |
False |
True |
60,131 |
20 |
8,441.0 |
8,029.5 |
411.5 |
5.0% |
81.0 |
1.0% |
61% |
False |
False |
66,640 |
40 |
8,441.0 |
7,908.0 |
533.0 |
6.4% |
95.0 |
1.1% |
70% |
False |
False |
77,254 |
60 |
8,441.0 |
7,908.0 |
533.0 |
6.4% |
90.5 |
1.1% |
70% |
False |
False |
84,286 |
80 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
80.0 |
1.0% |
64% |
False |
False |
63,319 |
100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
72.5 |
0.9% |
69% |
False |
False |
50,656 |
120 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
66.5 |
0.8% |
71% |
False |
False |
42,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,627.0 |
2.618 |
8,500.5 |
1.618 |
8,423.0 |
1.000 |
8,375.0 |
0.618 |
8,345.5 |
HIGH |
8,297.5 |
0.618 |
8,268.0 |
0.500 |
8,259.0 |
0.382 |
8,249.5 |
LOW |
8,220.0 |
0.618 |
8,172.0 |
1.000 |
8,142.5 |
1.618 |
8,094.5 |
2.618 |
8,017.0 |
4.250 |
7,890.5 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,273.0 |
8,323.0 |
PP |
8,266.0 |
8,309.0 |
S1 |
8,259.0 |
8,295.0 |
|