| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,213.9 |
2,221.3 |
7.4 |
0.3% |
2,228.2 |
| High |
2,227.4 |
2,224.5 |
-2.9 |
-0.1% |
2,249.3 |
| Low |
2,194.4 |
2,148.6 |
-45.8 |
-2.1% |
2,184.7 |
| Close |
2,223.1 |
2,153.5 |
-69.6 |
-3.1% |
2,223.1 |
| Range |
33.0 |
75.9 |
42.9 |
130.0% |
64.6 |
| ATR |
47.3 |
49.4 |
2.0 |
4.3% |
0.0 |
| Volume |
153,321 |
202,093 |
48,772 |
31.8% |
724,946 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.2 |
2,354.3 |
2,195.2 |
|
| R3 |
2,327.3 |
2,278.4 |
2,174.4 |
|
| R2 |
2,251.4 |
2,251.4 |
2,167.4 |
|
| R1 |
2,202.5 |
2,202.5 |
2,160.5 |
2,189.0 |
| PP |
2,175.5 |
2,175.5 |
2,175.5 |
2,168.8 |
| S1 |
2,126.6 |
2,126.6 |
2,146.5 |
2,113.1 |
| S2 |
2,099.6 |
2,099.6 |
2,139.6 |
|
| S3 |
2,023.7 |
2,050.7 |
2,132.6 |
|
| S4 |
1,947.8 |
1,974.8 |
2,111.8 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.8 |
2,382.6 |
2,258.6 |
|
| R3 |
2,348.2 |
2,318.0 |
2,240.9 |
|
| R2 |
2,283.6 |
2,283.6 |
2,234.9 |
|
| R1 |
2,253.4 |
2,253.4 |
2,229.0 |
2,236.2 |
| PP |
2,219.0 |
2,219.0 |
2,219.0 |
2,210.5 |
| S1 |
2,188.8 |
2,188.8 |
2,217.2 |
2,171.6 |
| S2 |
2,154.4 |
2,154.4 |
2,211.3 |
|
| S3 |
2,089.8 |
2,124.2 |
2,205.3 |
|
| S4 |
2,025.2 |
2,059.6 |
2,187.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,233.4 |
2,148.6 |
84.8 |
3.9% |
43.6 |
2.0% |
6% |
False |
True |
154,012 |
| 10 |
2,249.3 |
2,144.6 |
104.7 |
4.9% |
42.4 |
2.0% |
9% |
False |
False |
152,458 |
| 20 |
2,249.3 |
2,025.9 |
223.4 |
10.4% |
47.5 |
2.2% |
57% |
False |
False |
166,049 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
54.7 |
2.5% |
49% |
False |
False |
222,592 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
47.4 |
2.2% |
49% |
False |
False |
196,591 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
43.3 |
2.0% |
49% |
False |
False |
147,549 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
42.3 |
2.0% |
56% |
False |
False |
118,072 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
41.6 |
1.9% |
56% |
False |
False |
98,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.1 |
|
2.618 |
2,423.2 |
|
1.618 |
2,347.3 |
|
1.000 |
2,300.4 |
|
0.618 |
2,271.4 |
|
HIGH |
2,224.5 |
|
0.618 |
2,195.5 |
|
0.500 |
2,186.6 |
|
0.382 |
2,177.6 |
|
LOW |
2,148.6 |
|
0.618 |
2,101.7 |
|
1.000 |
2,072.7 |
|
1.618 |
2,025.8 |
|
2.618 |
1,949.9 |
|
4.250 |
1,826.0 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,186.6 |
2,190.4 |
| PP |
2,175.5 |
2,178.1 |
| S1 |
2,164.5 |
2,165.8 |
|