| 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 |
2,144.0 |
2,140.9 |
-3.1 |
-0.1% |
2,221.3 |
| High |
2,159.8 |
2,150.1 |
-9.7 |
-0.4% |
2,224.5 |
| Low |
2,128.1 |
2,083.4 |
-44.7 |
-2.1% |
2,083.4 |
| Close |
2,137.6 |
2,096.5 |
-41.1 |
-1.9% |
2,096.5 |
| Range |
31.7 |
66.7 |
35.0 |
110.4% |
141.1 |
| ATR |
47.4 |
48.7 |
1.4 |
2.9% |
0.0 |
| Volume |
160,355 |
245,291 |
84,936 |
53.0% |
771,187 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.1 |
2,270.0 |
2,133.2 |
|
| R3 |
2,243.4 |
2,203.3 |
2,114.8 |
|
| R2 |
2,176.7 |
2,176.7 |
2,108.7 |
|
| R1 |
2,136.6 |
2,136.6 |
2,102.6 |
2,123.3 |
| PP |
2,110.0 |
2,110.0 |
2,110.0 |
2,103.4 |
| S1 |
2,069.9 |
2,069.9 |
2,090.4 |
2,056.6 |
| S2 |
2,043.3 |
2,043.3 |
2,084.3 |
|
| S3 |
1,976.6 |
2,003.2 |
2,078.2 |
|
| S4 |
1,909.9 |
1,936.5 |
2,059.8 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.1 |
2,468.4 |
2,174.1 |
|
| R3 |
2,417.0 |
2,327.3 |
2,135.3 |
|
| R2 |
2,275.9 |
2,275.9 |
2,122.4 |
|
| R1 |
2,186.2 |
2,186.2 |
2,109.4 |
2,160.5 |
| PP |
2,134.8 |
2,134.8 |
2,134.8 |
2,122.0 |
| S1 |
2,045.1 |
2,045.1 |
2,083.6 |
2,019.4 |
| S2 |
1,993.7 |
1,993.7 |
2,070.6 |
|
| S3 |
1,852.6 |
1,904.0 |
2,057.7 |
|
| S4 |
1,711.5 |
1,762.9 |
2,018.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,227.4 |
2,083.4 |
144.0 |
6.9% |
49.1 |
2.3% |
9% |
False |
True |
184,901 |
| 10 |
2,249.3 |
2,083.4 |
165.9 |
7.9% |
45.3 |
2.2% |
8% |
False |
True |
171,547 |
| 20 |
2,249.3 |
2,062.4 |
186.9 |
8.9% |
43.7 |
2.1% |
18% |
False |
False |
158,565 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
54.8 |
2.6% |
32% |
False |
False |
219,700 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
48.0 |
2.3% |
32% |
False |
False |
205,873 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
43.8 |
2.1% |
32% |
False |
False |
154,657 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
42.2 |
2.0% |
42% |
False |
False |
123,758 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
41.9 |
2.0% |
42% |
False |
False |
103,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.6 |
|
2.618 |
2,324.7 |
|
1.618 |
2,258.0 |
|
1.000 |
2,216.8 |
|
0.618 |
2,191.3 |
|
HIGH |
2,150.1 |
|
0.618 |
2,124.6 |
|
0.500 |
2,116.8 |
|
0.382 |
2,108.9 |
|
LOW |
2,083.4 |
|
0.618 |
2,042.2 |
|
1.000 |
2,016.7 |
|
1.618 |
1,975.5 |
|
2.618 |
1,908.8 |
|
4.250 |
1,799.9 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.8 |
2,128.6 |
| PP |
2,110.0 |
2,117.9 |
| S1 |
2,103.3 |
2,107.2 |
|