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 |
5,007.0 |
4,925.0 |
-82.0 |
-1.6% |
4,940.0 |
High |
5,024.0 |
4,925.0 |
-99.0 |
-2.0% |
5,023.0 |
Low |
4,922.0 |
4,871.0 |
-51.0 |
-1.0% |
4,931.0 |
Close |
4,953.0 |
4,885.0 |
-68.0 |
-1.4% |
5,001.0 |
Range |
102.0 |
54.0 |
-48.0 |
-47.1% |
92.0 |
ATR |
57.5 |
59.3 |
1.7 |
3.0% |
0.0 |
Volume |
7,479 |
8,240 |
761 |
10.2% |
5,773 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,055.7 |
5,024.3 |
4,914.7 |
|
R3 |
5,001.7 |
4,970.3 |
4,899.9 |
|
R2 |
4,947.7 |
4,947.7 |
4,894.9 |
|
R1 |
4,916.3 |
4,916.3 |
4,890.0 |
4,905.0 |
PP |
4,893.7 |
4,893.7 |
4,893.7 |
4,888.0 |
S1 |
4,862.3 |
4,862.3 |
4,880.1 |
4,851.0 |
S2 |
4,839.7 |
4,839.7 |
4,875.1 |
|
S3 |
4,785.7 |
4,808.3 |
4,870.2 |
|
S4 |
4,731.7 |
4,754.3 |
4,855.3 |
|
|
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 |
4,871.0 |
153.0 |
3.1% |
60.6 |
1.2% |
9% |
False |
True |
3,971 |
10 |
5,024.0 |
4,871.0 |
153.0 |
3.1% |
47.3 |
1.0% |
9% |
False |
True |
2,329 |
20 |
5,024.0 |
4,644.0 |
380.0 |
7.8% |
48.0 |
1.0% |
63% |
False |
False |
1,437 |
40 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
54.7 |
1.1% |
61% |
False |
False |
1,078 |
60 |
5,119.0 |
4,525.0 |
594.0 |
12.2% |
45.7 |
0.9% |
61% |
False |
False |
854 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
37.0 |
0.8% |
46% |
False |
False |
640 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
29.6 |
0.6% |
46% |
False |
False |
675 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
25.3 |
0.5% |
46% |
False |
False |
578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,154.5 |
2.618 |
5,066.4 |
1.618 |
5,012.4 |
1.000 |
4,979.0 |
0.618 |
4,958.4 |
HIGH |
4,925.0 |
0.618 |
4,904.4 |
0.500 |
4,898.0 |
0.382 |
4,891.6 |
LOW |
4,871.0 |
0.618 |
4,837.6 |
1.000 |
4,817.0 |
1.618 |
4,783.6 |
2.618 |
4,729.6 |
4.250 |
4,641.5 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,898.0 |
4,947.5 |
PP |
4,893.7 |
4,926.7 |
S1 |
4,889.3 |
4,905.8 |
|