| 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 |
2,530.7 |
2,509.0 |
-21.7 |
-0.9% |
2,522.1 |
| High |
2,536.2 |
2,516.3 |
-19.9 |
-0.8% |
2,540.7 |
| Low |
2,503.9 |
2,481.6 |
-22.3 |
-0.9% |
2,503.9 |
| Close |
2,504.5 |
2,499.7 |
-4.8 |
-0.2% |
2,504.5 |
| Range |
32.3 |
34.7 |
2.4 |
7.4% |
36.8 |
| ATR |
35.5 |
35.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
6,479 |
10,275 |
3,796 |
58.6% |
39,108 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,603.3 |
2,586.2 |
2,518.8 |
|
| R3 |
2,568.6 |
2,551.5 |
2,509.2 |
|
| R2 |
2,533.9 |
2,533.9 |
2,506.1 |
|
| R1 |
2,516.8 |
2,516.8 |
2,502.9 |
2,508.0 |
| PP |
2,499.2 |
2,499.2 |
2,499.2 |
2,494.8 |
| S1 |
2,482.1 |
2,482.1 |
2,496.5 |
2,473.3 |
| S2 |
2,464.5 |
2,464.5 |
2,493.3 |
|
| S3 |
2,429.8 |
2,447.4 |
2,490.2 |
|
| S4 |
2,395.1 |
2,412.7 |
2,480.6 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.8 |
2,602.4 |
2,524.7 |
|
| R3 |
2,590.0 |
2,565.6 |
2,514.6 |
|
| R2 |
2,553.2 |
2,553.2 |
2,511.2 |
|
| R1 |
2,528.8 |
2,528.8 |
2,507.9 |
2,522.6 |
| PP |
2,516.4 |
2,516.4 |
2,516.4 |
2,513.3 |
| S1 |
2,492.0 |
2,492.0 |
2,501.1 |
2,485.8 |
| S2 |
2,479.6 |
2,479.6 |
2,497.8 |
|
| S3 |
2,442.8 |
2,455.2 |
2,494.4 |
|
| S4 |
2,406.0 |
2,418.4 |
2,484.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,540.7 |
2,481.6 |
59.1 |
2.4% |
30.0 |
1.2% |
31% |
False |
True |
8,660 |
| 10 |
2,546.8 |
2,481.6 |
65.2 |
2.6% |
31.0 |
1.2% |
28% |
False |
True |
8,029 |
| 20 |
2,546.8 |
2,397.0 |
149.8 |
6.0% |
33.8 |
1.4% |
69% |
False |
False |
8,206 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.9% |
37.4 |
1.5% |
73% |
False |
False |
10,884 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
36.1 |
1.4% |
79% |
False |
False |
8,295 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.7 |
1.4% |
79% |
False |
False |
6,726 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
36.8 |
1.5% |
79% |
False |
False |
5,591 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.5% |
35.8 |
1.4% |
86% |
False |
False |
4,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.8 |
|
2.618 |
2,607.1 |
|
1.618 |
2,572.4 |
|
1.000 |
2,551.0 |
|
0.618 |
2,537.7 |
|
HIGH |
2,516.3 |
|
0.618 |
2,503.0 |
|
0.500 |
2,499.0 |
|
0.382 |
2,494.9 |
|
LOW |
2,481.6 |
|
0.618 |
2,460.2 |
|
1.000 |
2,446.9 |
|
1.618 |
2,425.5 |
|
2.618 |
2,390.8 |
|
4.250 |
2,334.1 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.5 |
2,510.2 |
| PP |
2,499.2 |
2,506.7 |
| S1 |
2,499.0 |
2,503.2 |
|