| 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 |
2,221.3 |
2,154.5 |
-66.8 |
-3.0% |
2,228.2 |
| High |
2,224.5 |
2,173.7 |
-50.8 |
-2.3% |
2,249.3 |
| Low |
2,148.6 |
2,135.7 |
-12.9 |
-0.6% |
2,184.7 |
| Close |
2,153.5 |
2,149.8 |
-3.7 |
-0.2% |
2,223.1 |
| Range |
75.9 |
38.0 |
-37.9 |
-49.9% |
64.6 |
| ATR |
49.4 |
48.6 |
-0.8 |
-1.6% |
0.0 |
| Volume |
202,093 |
163,448 |
-38,645 |
-19.1% |
724,946 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.1 |
2,246.4 |
2,170.7 |
|
| R3 |
2,229.1 |
2,208.4 |
2,160.3 |
|
| R2 |
2,191.1 |
2,191.1 |
2,156.8 |
|
| R1 |
2,170.4 |
2,170.4 |
2,153.3 |
2,161.8 |
| PP |
2,153.1 |
2,153.1 |
2,153.1 |
2,148.7 |
| S1 |
2,132.4 |
2,132.4 |
2,146.3 |
2,123.8 |
| S2 |
2,115.1 |
2,115.1 |
2,142.8 |
|
| S3 |
2,077.1 |
2,094.4 |
2,139.4 |
|
| S4 |
2,039.1 |
2,056.4 |
2,128.9 |
|
|
| 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 |
2,232.2 |
2,135.7 |
96.5 |
4.5% |
44.4 |
2.1% |
15% |
False |
True |
162,044 |
| 10 |
2,249.3 |
2,135.7 |
113.6 |
5.3% |
42.0 |
2.0% |
12% |
False |
True |
156,602 |
| 20 |
2,249.3 |
2,025.9 |
223.4 |
10.4% |
46.4 |
2.2% |
55% |
False |
False |
159,957 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
55.0 |
2.6% |
48% |
False |
False |
223,325 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
47.4 |
2.2% |
48% |
False |
False |
199,277 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
43.3 |
2.0% |
48% |
False |
False |
149,590 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
42.3 |
2.0% |
55% |
False |
False |
119,705 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
41.7 |
1.9% |
55% |
False |
False |
99,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.2 |
|
2.618 |
2,273.2 |
|
1.618 |
2,235.2 |
|
1.000 |
2,211.7 |
|
0.618 |
2,197.2 |
|
HIGH |
2,173.7 |
|
0.618 |
2,159.2 |
|
0.500 |
2,154.7 |
|
0.382 |
2,150.2 |
|
LOW |
2,135.7 |
|
0.618 |
2,112.2 |
|
1.000 |
2,097.7 |
|
1.618 |
2,074.2 |
|
2.618 |
2,036.2 |
|
4.250 |
1,974.2 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,154.7 |
2,181.6 |
| PP |
2,153.1 |
2,171.0 |
| S1 |
2,151.4 |
2,160.4 |
|