| 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 |
2,154.5 |
2,144.0 |
-10.5 |
-0.5% |
2,228.2 |
| High |
2,173.7 |
2,159.8 |
-13.9 |
-0.6% |
2,249.3 |
| Low |
2,135.7 |
2,128.1 |
-7.6 |
-0.4% |
2,184.7 |
| Close |
2,149.8 |
2,137.6 |
-12.2 |
-0.6% |
2,223.1 |
| Range |
38.0 |
31.7 |
-6.3 |
-16.6% |
64.6 |
| ATR |
48.6 |
47.4 |
-1.2 |
-2.5% |
0.0 |
| Volume |
163,448 |
160,355 |
-3,093 |
-1.9% |
724,946 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.9 |
2,219.0 |
2,155.0 |
|
| R3 |
2,205.2 |
2,187.3 |
2,146.3 |
|
| R2 |
2,173.5 |
2,173.5 |
2,143.4 |
|
| R1 |
2,155.6 |
2,155.6 |
2,140.5 |
2,148.7 |
| PP |
2,141.8 |
2,141.8 |
2,141.8 |
2,138.4 |
| S1 |
2,123.9 |
2,123.9 |
2,134.7 |
2,117.0 |
| S2 |
2,110.1 |
2,110.1 |
2,131.8 |
|
| S3 |
2,078.4 |
2,092.2 |
2,128.9 |
|
| S4 |
2,046.7 |
2,060.5 |
2,120.2 |
|
|
| 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 |
2,128.1 |
104.1 |
4.9% |
45.0 |
2.1% |
9% |
False |
True |
168,854 |
| 10 |
2,249.3 |
2,128.1 |
121.2 |
5.7% |
42.0 |
2.0% |
8% |
False |
True |
159,638 |
| 20 |
2,249.3 |
2,025.9 |
223.4 |
10.5% |
44.1 |
2.1% |
50% |
False |
False |
156,101 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.3% |
55.2 |
2.6% |
44% |
False |
False |
224,245 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.3% |
47.4 |
2.2% |
44% |
False |
False |
201,894 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.3% |
43.3 |
2.0% |
44% |
False |
False |
151,592 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.9% |
42.1 |
2.0% |
52% |
False |
False |
121,306 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.9% |
41.4 |
1.9% |
52% |
False |
False |
101,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,294.5 |
|
2.618 |
2,242.8 |
|
1.618 |
2,211.1 |
|
1.000 |
2,191.5 |
|
0.618 |
2,179.4 |
|
HIGH |
2,159.8 |
|
0.618 |
2,147.7 |
|
0.500 |
2,144.0 |
|
0.382 |
2,140.2 |
|
LOW |
2,128.1 |
|
0.618 |
2,108.5 |
|
1.000 |
2,096.4 |
|
1.618 |
2,076.8 |
|
2.618 |
2,045.1 |
|
4.250 |
1,993.4 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.0 |
2,176.3 |
| PP |
2,141.8 |
2,163.4 |
| S1 |
2,139.7 |
2,150.5 |
|