| 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 |
2,526.4 |
2,547.1 |
20.7 |
0.8% |
2,536.0 |
| High |
2,554.0 |
2,559.8 |
5.8 |
0.2% |
2,559.8 |
| Low |
2,523.7 |
2,513.9 |
-9.8 |
-0.4% |
2,502.7 |
| Close |
2,543.1 |
2,524.6 |
-18.5 |
-0.7% |
2,524.6 |
| Range |
30.3 |
45.9 |
15.6 |
51.5% |
57.1 |
| ATR |
35.2 |
36.0 |
0.8 |
2.2% |
0.0 |
| Volume |
152,709 |
228,117 |
75,408 |
49.4% |
822,322 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.5 |
2,643.4 |
2,549.8 |
|
| R3 |
2,624.6 |
2,597.5 |
2,537.2 |
|
| R2 |
2,578.7 |
2,578.7 |
2,533.0 |
|
| R1 |
2,551.6 |
2,551.6 |
2,528.8 |
2,542.2 |
| PP |
2,532.8 |
2,532.8 |
2,532.8 |
2,528.1 |
| S1 |
2,505.7 |
2,505.7 |
2,520.4 |
2,496.3 |
| S2 |
2,486.9 |
2,486.9 |
2,516.2 |
|
| S3 |
2,441.0 |
2,459.8 |
2,512.0 |
|
| S4 |
2,395.1 |
2,413.9 |
2,499.4 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.3 |
2,669.6 |
2,556.0 |
|
| R3 |
2,643.2 |
2,612.5 |
2,540.3 |
|
| R2 |
2,586.1 |
2,586.1 |
2,535.1 |
|
| R1 |
2,555.4 |
2,555.4 |
2,529.8 |
2,542.2 |
| PP |
2,529.0 |
2,529.0 |
2,529.0 |
2,522.5 |
| S1 |
2,498.3 |
2,498.3 |
2,519.4 |
2,485.1 |
| S2 |
2,471.9 |
2,471.9 |
2,514.1 |
|
| S3 |
2,414.8 |
2,441.2 |
2,508.9 |
|
| S4 |
2,357.7 |
2,384.1 |
2,493.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,560.1 |
2,502.7 |
57.4 |
2.3% |
34.7 |
1.4% |
38% |
False |
False |
199,593 |
| 10 |
2,564.3 |
2,502.7 |
61.6 |
2.4% |
31.3 |
1.2% |
36% |
False |
False |
176,137 |
| 20 |
2,570.4 |
2,456.1 |
114.3 |
4.5% |
34.1 |
1.3% |
60% |
False |
False |
174,696 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
38.2 |
1.5% |
73% |
False |
False |
152,539 |
| 60 |
2,570.4 |
2,350.5 |
219.9 |
8.7% |
35.9 |
1.4% |
79% |
False |
False |
109,852 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.3 |
1.4% |
79% |
False |
False |
83,299 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.4 |
1.4% |
79% |
False |
False |
67,111 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.5% |
37.0 |
1.5% |
87% |
False |
False |
56,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.9 |
|
2.618 |
2,680.0 |
|
1.618 |
2,634.1 |
|
1.000 |
2,605.7 |
|
0.618 |
2,588.2 |
|
HIGH |
2,559.8 |
|
0.618 |
2,542.3 |
|
0.500 |
2,536.9 |
|
0.382 |
2,531.4 |
|
LOW |
2,513.9 |
|
0.618 |
2,485.5 |
|
1.000 |
2,468.0 |
|
1.618 |
2,439.6 |
|
2.618 |
2,393.7 |
|
4.250 |
2,318.8 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,536.9 |
2,531.3 |
| PP |
2,532.8 |
2,529.0 |
| S1 |
2,528.7 |
2,526.8 |
|