| 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 |
2,502.3 |
2,523.7 |
21.4 |
0.9% |
2,509.0 |
| High |
2,530.5 |
2,536.1 |
5.6 |
0.2% |
2,536.1 |
| Low |
2,500.6 |
2,490.7 |
-9.9 |
-0.4% |
2,479.8 |
| Close |
2,519.7 |
2,501.5 |
-18.2 |
-0.7% |
2,501.5 |
| Range |
29.9 |
45.4 |
15.5 |
51.8% |
56.3 |
| ATR |
34.6 |
35.3 |
0.8 |
2.2% |
0.0 |
| Volume |
6,718 |
6,265 |
-453 |
-6.7% |
29,193 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.6 |
2,619.0 |
2,526.5 |
|
| R3 |
2,600.2 |
2,573.6 |
2,514.0 |
|
| R2 |
2,554.8 |
2,554.8 |
2,509.8 |
|
| R1 |
2,528.2 |
2,528.2 |
2,505.7 |
2,518.8 |
| PP |
2,509.4 |
2,509.4 |
2,509.4 |
2,504.8 |
| S1 |
2,482.8 |
2,482.8 |
2,497.3 |
2,473.4 |
| S2 |
2,464.0 |
2,464.0 |
2,493.2 |
|
| S3 |
2,418.6 |
2,437.4 |
2,489.0 |
|
| S4 |
2,373.2 |
2,392.0 |
2,476.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.7 |
2,644.4 |
2,532.5 |
|
| R3 |
2,618.4 |
2,588.1 |
2,517.0 |
|
| R2 |
2,562.1 |
2,562.1 |
2,511.8 |
|
| R1 |
2,531.8 |
2,531.8 |
2,506.7 |
2,518.8 |
| PP |
2,505.8 |
2,505.8 |
2,505.8 |
2,499.3 |
| S1 |
2,475.5 |
2,475.5 |
2,496.3 |
2,462.5 |
| S2 |
2,449.5 |
2,449.5 |
2,491.2 |
|
| S3 |
2,393.2 |
2,419.2 |
2,486.0 |
|
| S4 |
2,336.9 |
2,362.9 |
2,470.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,536.2 |
2,479.8 |
56.4 |
2.3% |
34.1 |
1.4% |
38% |
False |
False |
7,134 |
| 10 |
2,540.7 |
2,479.8 |
60.9 |
2.4% |
30.5 |
1.2% |
36% |
False |
False |
7,519 |
| 20 |
2,546.8 |
2,433.9 |
112.9 |
4.5% |
33.4 |
1.3% |
60% |
False |
False |
8,044 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.9% |
37.5 |
1.5% |
74% |
False |
False |
10,774 |
| 60 |
2,546.8 |
2,327.5 |
219.3 |
8.8% |
35.3 |
1.4% |
79% |
False |
False |
8,499 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.7 |
1.4% |
79% |
False |
False |
6,924 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.8 |
1.4% |
79% |
False |
False |
5,733 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.4% |
36.2 |
1.4% |
87% |
False |
False |
4,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.1 |
|
2.618 |
2,655.0 |
|
1.618 |
2,609.6 |
|
1.000 |
2,581.5 |
|
0.618 |
2,564.2 |
|
HIGH |
2,536.1 |
|
0.618 |
2,518.8 |
|
0.500 |
2,513.4 |
|
0.382 |
2,508.0 |
|
LOW |
2,490.7 |
|
0.618 |
2,462.6 |
|
1.000 |
2,445.3 |
|
1.618 |
2,417.2 |
|
2.618 |
2,371.8 |
|
4.250 |
2,297.8 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,513.4 |
2,508.0 |
| PP |
2,509.4 |
2,505.8 |
| S1 |
2,505.5 |
2,503.7 |
|