| 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 |
2,509.0 |
2,500.4 |
-8.6 |
-0.3% |
2,522.1 |
| High |
2,516.3 |
2,507.8 |
-8.5 |
-0.3% |
2,540.7 |
| Low |
2,481.6 |
2,479.8 |
-1.8 |
-0.1% |
2,503.9 |
| Close |
2,499.7 |
2,502.7 |
3.0 |
0.1% |
2,504.5 |
| Range |
34.7 |
28.0 |
-6.7 |
-19.3% |
36.8 |
| ATR |
35.5 |
34.9 |
-0.5 |
-1.5% |
0.0 |
| Volume |
10,275 |
5,935 |
-4,340 |
-42.2% |
39,108 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,580.8 |
2,569.7 |
2,518.1 |
|
| R3 |
2,552.8 |
2,541.7 |
2,510.4 |
|
| R2 |
2,524.8 |
2,524.8 |
2,507.8 |
|
| R1 |
2,513.7 |
2,513.7 |
2,505.3 |
2,519.3 |
| PP |
2,496.8 |
2,496.8 |
2,496.8 |
2,499.5 |
| S1 |
2,485.7 |
2,485.7 |
2,500.1 |
2,491.3 |
| S2 |
2,468.8 |
2,468.8 |
2,497.6 |
|
| S3 |
2,440.8 |
2,457.7 |
2,495.0 |
|
| S4 |
2,412.8 |
2,429.7 |
2,487.3 |
|
|
| 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 |
2,479.8 |
60.9 |
2.4% |
31.2 |
1.2% |
38% |
False |
True |
8,394 |
| 10 |
2,540.7 |
2,479.8 |
60.9 |
2.4% |
30.3 |
1.2% |
38% |
False |
True |
7,563 |
| 20 |
2,546.8 |
2,397.0 |
149.8 |
6.0% |
33.3 |
1.3% |
71% |
False |
False |
8,064 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.9% |
37.5 |
1.5% |
74% |
False |
False |
10,842 |
| 60 |
2,546.8 |
2,327.2 |
219.6 |
8.8% |
34.9 |
1.4% |
80% |
False |
False |
8,320 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.5 |
1.4% |
80% |
False |
False |
6,788 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
36.6 |
1.5% |
80% |
False |
False |
5,629 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.4% |
35.9 |
1.4% |
87% |
False |
False |
4,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.8 |
|
2.618 |
2,581.1 |
|
1.618 |
2,553.1 |
|
1.000 |
2,535.8 |
|
0.618 |
2,525.1 |
|
HIGH |
2,507.8 |
|
0.618 |
2,497.1 |
|
0.500 |
2,493.8 |
|
0.382 |
2,490.5 |
|
LOW |
2,479.8 |
|
0.618 |
2,462.5 |
|
1.000 |
2,451.8 |
|
1.618 |
2,434.5 |
|
2.618 |
2,406.5 |
|
4.250 |
2,360.8 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.7 |
2,508.0 |
| PP |
2,496.8 |
2,506.2 |
| S1 |
2,493.8 |
2,504.5 |
|