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 |
8,277.0 |
8,251.5 |
-25.5 |
-0.3% |
8,345.5 |
High |
8,297.5 |
8,302.0 |
4.5 |
0.1% |
8,441.0 |
Low |
8,220.0 |
8,230.5 |
10.5 |
0.1% |
8,339.0 |
Close |
8,280.5 |
8,269.0 |
-11.5 |
-0.1% |
8,387.5 |
Range |
77.5 |
71.5 |
-6.0 |
-7.7% |
102.0 |
ATR |
91.7 |
90.2 |
-1.4 |
-1.6% |
0.0 |
Volume |
87,223 |
69,321 |
-17,902 |
-20.5% |
237,638 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,481.5 |
8,447.0 |
8,308.5 |
|
R3 |
8,410.0 |
8,375.5 |
8,288.5 |
|
R2 |
8,338.5 |
8,338.5 |
8,282.0 |
|
R1 |
8,304.0 |
8,304.0 |
8,275.5 |
8,321.0 |
PP |
8,267.0 |
8,267.0 |
8,267.0 |
8,276.0 |
S1 |
8,232.5 |
8,232.5 |
8,262.5 |
8,250.0 |
S2 |
8,195.5 |
8,195.5 |
8,256.0 |
|
S3 |
8,124.0 |
8,161.0 |
8,249.5 |
|
S4 |
8,052.5 |
8,089.5 |
8,229.5 |
|
|
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 |
8,440.5 |
8,220.0 |
220.5 |
2.7% |
82.0 |
1.0% |
22% |
False |
False |
68,211 |
10 |
8,441.0 |
8,220.0 |
221.0 |
2.7% |
74.0 |
0.9% |
22% |
False |
False |
61,666 |
20 |
8,441.0 |
8,069.0 |
372.0 |
4.5% |
77.5 |
0.9% |
54% |
False |
False |
64,484 |
40 |
8,441.0 |
7,908.0 |
533.0 |
6.4% |
95.0 |
1.1% |
68% |
False |
False |
77,462 |
60 |
8,441.0 |
7,908.0 |
533.0 |
6.4% |
90.5 |
1.1% |
68% |
False |
False |
85,276 |
80 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
81.0 |
1.0% |
62% |
False |
False |
64,185 |
100 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
72.0 |
0.9% |
68% |
False |
False |
51,349 |
120 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
67.0 |
0.8% |
70% |
False |
False |
42,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,606.0 |
2.618 |
8,489.0 |
1.618 |
8,417.5 |
1.000 |
8,373.5 |
0.618 |
8,346.0 |
HIGH |
8,302.0 |
0.618 |
8,274.5 |
0.500 |
8,266.0 |
0.382 |
8,258.0 |
LOW |
8,230.5 |
0.618 |
8,186.5 |
1.000 |
8,159.0 |
1.618 |
8,115.0 |
2.618 |
8,043.5 |
4.250 |
7,926.5 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
8,268.0 |
8,314.0 |
PP |
8,267.0 |
8,299.0 |
S1 |
8,266.0 |
8,284.0 |
|