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 |
4,925.0 |
4,888.0 |
-37.0 |
-0.8% |
4,940.0 |
High |
4,925.0 |
4,892.0 |
-33.0 |
-0.7% |
5,023.0 |
Low |
4,871.0 |
4,844.0 |
-27.0 |
-0.6% |
4,931.0 |
Close |
4,885.0 |
4,858.0 |
-27.0 |
-0.6% |
5,001.0 |
Range |
54.0 |
48.0 |
-6.0 |
-11.1% |
92.0 |
ATR |
59.3 |
58.5 |
-0.8 |
-1.4% |
0.0 |
Volume |
8,240 |
17,800 |
9,560 |
116.0% |
5,773 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,008.7 |
4,981.3 |
4,884.4 |
|
R3 |
4,960.7 |
4,933.3 |
4,871.2 |
|
R2 |
4,912.7 |
4,912.7 |
4,866.8 |
|
R1 |
4,885.3 |
4,885.3 |
4,862.4 |
4,875.0 |
PP |
4,864.7 |
4,864.7 |
4,864.7 |
4,859.5 |
S1 |
4,837.3 |
4,837.3 |
4,853.6 |
4,827.0 |
S2 |
4,816.7 |
4,816.7 |
4,849.2 |
|
S3 |
4,768.7 |
4,789.3 |
4,844.8 |
|
S4 |
4,720.7 |
4,741.3 |
4,831.6 |
|
|
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 |
4,844.0 |
180.0 |
3.7% |
63.8 |
1.3% |
8% |
False |
True |
7,320 |
10 |
5,024.0 |
4,844.0 |
180.0 |
3.7% |
48.6 |
1.0% |
8% |
False |
True |
4,099 |
20 |
5,024.0 |
4,656.0 |
368.0 |
7.6% |
46.6 |
1.0% |
55% |
False |
False |
2,324 |
40 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
54.5 |
1.1% |
57% |
False |
False |
1,523 |
60 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
46.1 |
0.9% |
57% |
False |
False |
1,150 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
37.6 |
0.8% |
43% |
False |
False |
863 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
30.1 |
0.6% |
43% |
False |
False |
853 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
25.7 |
0.5% |
43% |
False |
False |
727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,096.0 |
2.618 |
5,017.7 |
1.618 |
4,969.7 |
1.000 |
4,940.0 |
0.618 |
4,921.7 |
HIGH |
4,892.0 |
0.618 |
4,873.7 |
0.500 |
4,868.0 |
0.382 |
4,862.3 |
LOW |
4,844.0 |
0.618 |
4,814.3 |
1.000 |
4,796.0 |
1.618 |
4,766.3 |
2.618 |
4,718.3 |
4.250 |
4,640.0 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
4,868.0 |
4,934.0 |
PP |
4,864.7 |
4,908.7 |
S1 |
4,861.3 |
4,883.3 |
|