| 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 |
2,536.0 |
2,524.6 |
-11.4 |
-0.4% |
2,545.1 |
| High |
2,539.5 |
2,531.5 |
-8.0 |
-0.3% |
2,564.3 |
| Low |
2,504.4 |
2,502.7 |
-1.7 |
-0.1% |
2,526.6 |
| Close |
2,523.0 |
2,526.0 |
3.0 |
0.1% |
2,527.6 |
| Range |
35.1 |
28.8 |
-6.3 |
-17.9% |
37.7 |
| ATR |
36.1 |
35.6 |
-0.5 |
-1.4% |
0.0 |
| Volume |
273,539 |
167,957 |
-105,582 |
-38.6% |
774,439 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.5 |
2,595.0 |
2,541.8 |
|
| R3 |
2,577.7 |
2,566.2 |
2,533.9 |
|
| R2 |
2,548.9 |
2,548.9 |
2,531.3 |
|
| R1 |
2,537.4 |
2,537.4 |
2,528.6 |
2,543.2 |
| PP |
2,520.1 |
2,520.1 |
2,520.1 |
2,522.9 |
| S1 |
2,508.6 |
2,508.6 |
2,523.4 |
2,514.4 |
| S2 |
2,491.3 |
2,491.3 |
2,520.7 |
|
| S3 |
2,462.5 |
2,479.8 |
2,518.1 |
|
| S4 |
2,433.7 |
2,451.0 |
2,510.2 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.6 |
2,627.8 |
2,548.3 |
|
| R3 |
2,614.9 |
2,590.1 |
2,538.0 |
|
| R2 |
2,577.2 |
2,577.2 |
2,534.5 |
|
| R1 |
2,552.4 |
2,552.4 |
2,531.1 |
2,546.0 |
| PP |
2,539.5 |
2,539.5 |
2,539.5 |
2,536.3 |
| S1 |
2,514.7 |
2,514.7 |
2,524.1 |
2,508.3 |
| S2 |
2,501.8 |
2,501.8 |
2,520.7 |
|
| S3 |
2,464.1 |
2,477.0 |
2,517.2 |
|
| S4 |
2,426.4 |
2,439.3 |
2,506.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.3 |
2,502.7 |
61.6 |
2.4% |
31.9 |
1.3% |
38% |
False |
True |
188,445 |
| 10 |
2,564.3 |
2,502.7 |
61.6 |
2.4% |
31.1 |
1.2% |
38% |
False |
True |
170,681 |
| 20 |
2,570.4 |
2,418.8 |
151.6 |
6.0% |
34.1 |
1.3% |
71% |
False |
False |
172,884 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
38.2 |
1.5% |
74% |
False |
False |
146,499 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
35.5 |
1.4% |
80% |
False |
False |
103,624 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.2 |
1.4% |
80% |
False |
False |
78,603 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
37.2 |
1.5% |
80% |
False |
False |
63,367 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.5% |
36.7 |
1.5% |
87% |
False |
False |
53,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.9 |
|
2.618 |
2,606.9 |
|
1.618 |
2,578.1 |
|
1.000 |
2,560.3 |
|
0.618 |
2,549.3 |
|
HIGH |
2,531.5 |
|
0.618 |
2,520.5 |
|
0.500 |
2,517.1 |
|
0.382 |
2,513.7 |
|
LOW |
2,502.7 |
|
0.618 |
2,484.9 |
|
1.000 |
2,473.9 |
|
1.618 |
2,456.1 |
|
2.618 |
2,427.3 |
|
4.250 |
2,380.3 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,523.0 |
2,531.4 |
| PP |
2,520.1 |
2,529.6 |
| S1 |
2,517.1 |
2,527.8 |
|