Trading Metrics calculated at close of trading on 03-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
4,995.0 |
5,007.0 |
12.0 |
0.2% |
4,940.0 |
High |
5,023.0 |
5,024.0 |
1.0 |
0.0% |
5,023.0 |
Low |
4,990.0 |
4,922.0 |
-68.0 |
-1.4% |
4,931.0 |
Close |
5,001.0 |
4,953.0 |
-48.0 |
-1.0% |
5,001.0 |
Range |
33.0 |
102.0 |
69.0 |
209.1% |
92.0 |
ATR |
54.1 |
57.5 |
3.4 |
6.3% |
0.0 |
Volume |
1,944 |
7,479 |
5,535 |
284.7% |
5,773 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,272.3 |
5,214.7 |
5,009.1 |
|
R3 |
5,170.3 |
5,112.7 |
4,981.1 |
|
R2 |
5,068.3 |
5,068.3 |
4,971.7 |
|
R1 |
5,010.7 |
5,010.7 |
4,962.4 |
4,988.5 |
PP |
4,966.3 |
4,966.3 |
4,966.3 |
4,955.3 |
S1 |
4,908.7 |
4,908.7 |
4,943.7 |
4,886.5 |
S2 |
4,864.3 |
4,864.3 |
4,934.3 |
|
S3 |
4,762.3 |
4,806.7 |
4,925.0 |
|
S4 |
4,660.3 |
4,704.7 |
4,896.9 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.0 |
5,223.0 |
5,051.6 |
|
R3 |
5,169.0 |
5,131.0 |
5,026.3 |
|
R2 |
5,077.0 |
5,077.0 |
5,017.9 |
|
R1 |
5,039.0 |
5,039.0 |
5,009.4 |
5,058.0 |
PP |
4,985.0 |
4,985.0 |
4,985.0 |
4,994.5 |
S1 |
4,947.0 |
4,947.0 |
4,992.6 |
4,966.0 |
S2 |
4,893.0 |
4,893.0 |
4,984.1 |
|
S3 |
4,801.0 |
4,855.0 |
4,975.7 |
|
S4 |
4,709.0 |
4,763.0 |
4,950.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,024.0 |
4,922.0 |
102.0 |
2.1% |
54.0 |
1.1% |
30% |
True |
True |
2,580 |
10 |
5,024.0 |
4,888.0 |
136.0 |
2.7% |
47.2 |
1.0% |
48% |
True |
False |
1,542 |
20 |
5,024.0 |
4,586.0 |
438.0 |
8.8% |
49.2 |
1.0% |
84% |
True |
False |
1,532 |
40 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
54.8 |
1.1% |
73% |
False |
False |
872 |
60 |
5,119.0 |
4,525.0 |
594.0 |
12.0% |
44.8 |
0.9% |
72% |
False |
False |
716 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
36.3 |
0.7% |
55% |
False |
False |
537 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
29.1 |
0.6% |
55% |
False |
False |
592 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
24.9 |
0.5% |
55% |
False |
False |
558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,457.5 |
2.618 |
5,291.0 |
1.618 |
5,189.0 |
1.000 |
5,126.0 |
0.618 |
5,087.0 |
HIGH |
5,024.0 |
0.618 |
4,985.0 |
0.500 |
4,973.0 |
0.382 |
4,961.0 |
LOW |
4,922.0 |
0.618 |
4,859.0 |
1.000 |
4,820.0 |
1.618 |
4,757.0 |
2.618 |
4,655.0 |
4.250 |
4,488.5 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,973.0 |
4,973.0 |
PP |
4,966.3 |
4,966.3 |
S1 |
4,959.7 |
4,959.7 |
|