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 |
58,485 |
56,375 |
-2,110 |
-3.6% |
58,645 |
High |
58,685 |
57,270 |
-1,415 |
-2.4% |
60,185 |
Low |
55,955 |
52,790 |
-3,165 |
-5.7% |
52,790 |
Close |
56,215 |
53,695 |
-2,520 |
-4.5% |
53,695 |
Range |
2,730 |
4,480 |
1,750 |
64.1% |
7,395 |
ATR |
3,068 |
3,169 |
101 |
3.3% |
0 |
Volume |
10,653 |
14,268 |
3,615 |
33.9% |
47,545 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68,025 |
65,340 |
56,159 |
|
R3 |
63,545 |
60,860 |
54,927 |
|
R2 |
59,065 |
59,065 |
54,516 |
|
R1 |
56,380 |
56,380 |
54,106 |
55,483 |
PP |
54,585 |
54,585 |
54,585 |
54,136 |
S1 |
51,900 |
51,900 |
53,284 |
51,003 |
S2 |
50,105 |
50,105 |
52,874 |
|
S3 |
45,625 |
47,420 |
52,463 |
|
S4 |
41,145 |
42,940 |
51,231 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77,742 |
73,113 |
57,762 |
|
R3 |
70,347 |
65,718 |
55,729 |
|
R2 |
62,952 |
62,952 |
55,051 |
|
R1 |
58,323 |
58,323 |
54,373 |
56,940 |
PP |
55,557 |
55,557 |
55,557 |
54,865 |
S1 |
50,928 |
50,928 |
53,017 |
49,545 |
S2 |
48,162 |
48,162 |
52,339 |
|
S3 |
40,767 |
43,533 |
51,661 |
|
S4 |
33,372 |
36,138 |
49,628 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60,285 |
52,790 |
7,495 |
14.0% |
3,091 |
5.8% |
12% |
False |
True |
11,399 |
10 |
65,715 |
52,790 |
12,925 |
24.1% |
2,833 |
5.3% |
7% |
False |
True |
10,364 |
20 |
65,715 |
52,790 |
12,925 |
24.1% |
2,867 |
5.3% |
7% |
False |
True |
6,712 |
40 |
71,375 |
49,785 |
21,590 |
40.2% |
3,037 |
5.7% |
18% |
False |
False |
3,993 |
60 |
72,190 |
49,785 |
22,405 |
41.7% |
2,878 |
5.4% |
17% |
False |
False |
2,706 |
80 |
74,730 |
49,785 |
24,945 |
46.5% |
2,750 |
5.1% |
16% |
False |
False |
2,039 |
100 |
74,730 |
49,785 |
24,945 |
46.5% |
2,700 |
5.0% |
16% |
False |
False |
1,633 |
120 |
76,640 |
49,785 |
26,855 |
50.0% |
2,779 |
5.2% |
15% |
False |
False |
1,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76,310 |
2.618 |
68,999 |
1.618 |
64,519 |
1.000 |
61,750 |
0.618 |
60,039 |
HIGH |
57,270 |
0.618 |
55,559 |
0.500 |
55,030 |
0.382 |
54,501 |
LOW |
52,790 |
0.618 |
50,021 |
1.000 |
48,310 |
1.618 |
45,541 |
2.618 |
41,061 |
4.250 |
33,750 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
55,030 |
55,815 |
PP |
54,585 |
55,108 |
S1 |
54,140 |
54,402 |
|