| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,524.6 |
2,526.4 |
1.8 |
0.1% |
2,545.1 |
| High |
2,531.5 |
2,554.0 |
22.5 |
0.9% |
2,564.3 |
| Low |
2,502.7 |
2,523.7 |
21.0 |
0.8% |
2,526.6 |
| Close |
2,526.0 |
2,543.1 |
17.1 |
0.7% |
2,527.6 |
| Range |
28.8 |
30.3 |
1.5 |
5.2% |
37.7 |
| ATR |
35.6 |
35.2 |
-0.4 |
-1.1% |
0.0 |
| Volume |
167,957 |
152,709 |
-15,248 |
-9.1% |
774,439 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.2 |
2,617.4 |
2,559.8 |
|
| R3 |
2,600.9 |
2,587.1 |
2,551.4 |
|
| R2 |
2,570.6 |
2,570.6 |
2,548.7 |
|
| R1 |
2,556.8 |
2,556.8 |
2,545.9 |
2,563.7 |
| PP |
2,540.3 |
2,540.3 |
2,540.3 |
2,543.7 |
| S1 |
2,526.5 |
2,526.5 |
2,540.3 |
2,533.4 |
| S2 |
2,510.0 |
2,510.0 |
2,537.5 |
|
| S3 |
2,479.7 |
2,496.2 |
2,534.8 |
|
| S4 |
2,449.4 |
2,465.9 |
2,526.4 |
|
|
| 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 |
2,562.2 |
2,502.7 |
59.5 |
2.3% |
30.7 |
1.2% |
68% |
False |
False |
185,962 |
| 10 |
2,564.3 |
2,502.7 |
61.6 |
2.4% |
31.2 |
1.2% |
66% |
False |
False |
171,062 |
| 20 |
2,570.4 |
2,420.2 |
150.2 |
5.9% |
34.2 |
1.3% |
82% |
False |
False |
172,215 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
38.4 |
1.5% |
84% |
False |
False |
149,067 |
| 60 |
2,570.4 |
2,350.5 |
219.9 |
8.6% |
35.5 |
1.4% |
88% |
False |
False |
106,109 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.2 |
1.4% |
88% |
False |
False |
80,480 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.5 |
1.4% |
88% |
False |
False |
64,848 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.4% |
36.7 |
1.4% |
92% |
False |
False |
54,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,682.8 |
|
2.618 |
2,633.3 |
|
1.618 |
2,603.0 |
|
1.000 |
2,584.3 |
|
0.618 |
2,572.7 |
|
HIGH |
2,554.0 |
|
0.618 |
2,542.4 |
|
0.500 |
2,538.9 |
|
0.382 |
2,535.3 |
|
LOW |
2,523.7 |
|
0.618 |
2,505.0 |
|
1.000 |
2,493.4 |
|
1.618 |
2,474.7 |
|
2.618 |
2,444.4 |
|
4.250 |
2,394.9 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.7 |
2,538.2 |
| PP |
2,540.3 |
2,533.3 |
| S1 |
2,538.9 |
2,528.4 |
|