| 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 |
8,251.5 |
8,253.0 |
1.5 |
0.0% |
8,425.0 |
| High |
8,302.0 |
8,277.0 |
-25.0 |
-0.3% |
8,426.5 |
| Low |
8,230.5 |
8,177.0 |
-53.5 |
-0.7% |
8,177.0 |
| Close |
8,269.0 |
8,183.5 |
-85.5 |
-1.0% |
8,183.5 |
| Range |
71.5 |
100.0 |
28.5 |
39.9% |
249.5 |
| ATR |
90.2 |
90.9 |
0.7 |
0.8% |
0.0 |
| Volume |
69,321 |
87,371 |
18,050 |
26.0% |
361,396 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,512.5 |
8,448.0 |
8,238.5 |
|
| R3 |
8,412.5 |
8,348.0 |
8,211.0 |
|
| R2 |
8,312.5 |
8,312.5 |
8,202.0 |
|
| R1 |
8,248.0 |
8,248.0 |
8,192.5 |
8,230.0 |
| PP |
8,212.5 |
8,212.5 |
8,212.5 |
8,203.5 |
| S1 |
8,148.0 |
8,148.0 |
8,174.5 |
8,130.0 |
| S2 |
8,112.5 |
8,112.5 |
8,165.0 |
|
| S3 |
8,012.5 |
8,048.0 |
8,156.0 |
|
| S4 |
7,912.5 |
7,948.0 |
8,128.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,011.0 |
8,846.5 |
8,320.5 |
|
| R3 |
8,761.5 |
8,597.0 |
8,252.0 |
|
| R2 |
8,512.0 |
8,512.0 |
8,229.0 |
|
| R1 |
8,347.5 |
8,347.5 |
8,206.5 |
8,305.0 |
| PP |
8,262.5 |
8,262.5 |
8,262.5 |
8,241.0 |
| S1 |
8,098.0 |
8,098.0 |
8,160.5 |
8,055.5 |
| S2 |
8,013.0 |
8,013.0 |
8,138.0 |
|
| S3 |
7,763.5 |
7,848.5 |
8,115.0 |
|
| S4 |
7,514.0 |
7,599.0 |
8,046.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,426.5 |
8,177.0 |
249.5 |
3.0% |
90.5 |
1.1% |
3% |
False |
True |
72,279 |
| 10 |
8,441.0 |
8,177.0 |
264.0 |
3.2% |
78.5 |
1.0% |
2% |
False |
True |
64,899 |
| 20 |
8,441.0 |
8,144.0 |
297.0 |
3.6% |
77.0 |
0.9% |
13% |
False |
False |
64,582 |
| 40 |
8,441.0 |
7,908.0 |
533.0 |
6.5% |
96.5 |
1.2% |
52% |
False |
False |
78,034 |
| 60 |
8,441.0 |
7,908.0 |
533.0 |
6.5% |
91.0 |
1.1% |
52% |
False |
False |
86,097 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
82.5 |
1.0% |
47% |
False |
False |
65,277 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
72.0 |
0.9% |
55% |
False |
False |
52,223 |
| 120 |
8,492.0 |
7,756.0 |
736.0 |
9.0% |
68.0 |
0.8% |
58% |
False |
False |
43,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,702.0 |
|
2.618 |
8,539.0 |
|
1.618 |
8,439.0 |
|
1.000 |
8,377.0 |
|
0.618 |
8,339.0 |
|
HIGH |
8,277.0 |
|
0.618 |
8,239.0 |
|
0.500 |
8,227.0 |
|
0.382 |
8,215.0 |
|
LOW |
8,177.0 |
|
0.618 |
8,115.0 |
|
1.000 |
8,077.0 |
|
1.618 |
8,015.0 |
|
2.618 |
7,915.0 |
|
4.250 |
7,752.0 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,227.0 |
8,239.5 |
| PP |
8,212.5 |
8,221.0 |
| S1 |
8,198.0 |
8,202.0 |
|