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 |
5,680.50 |
5,719.00 |
38.50 |
0.7% |
5,713.00 |
High |
5,726.50 |
5,730.50 |
4.00 |
0.1% |
5,729.25 |
Low |
5,655.00 |
5,576.25 |
-78.75 |
-1.4% |
5,621.25 |
Close |
5,722.50 |
5,601.25 |
-121.25 |
-2.1% |
5,722.50 |
Range |
71.50 |
154.25 |
82.75 |
115.7% |
108.00 |
ATR |
78.96 |
84.34 |
5.38 |
6.8% |
0.00 |
Volume |
14,478 |
14,706 |
228 |
1.6% |
51,418 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,098.75 |
6,004.25 |
5,686.00 |
|
R3 |
5,944.50 |
5,850.00 |
5,643.75 |
|
R2 |
5,790.25 |
5,790.25 |
5,629.50 |
|
R1 |
5,695.75 |
5,695.75 |
5,615.50 |
5,666.00 |
PP |
5,636.00 |
5,636.00 |
5,636.00 |
5,621.00 |
S1 |
5,541.50 |
5,541.50 |
5,587.00 |
5,511.50 |
S2 |
5,481.75 |
5,481.75 |
5,573.00 |
|
S3 |
5,327.50 |
5,387.25 |
5,558.75 |
|
S4 |
5,173.25 |
5,233.00 |
5,516.50 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,015.00 |
5,976.75 |
5,782.00 |
|
R3 |
5,907.00 |
5,868.75 |
5,752.25 |
|
R2 |
5,799.00 |
5,799.00 |
5,742.25 |
|
R1 |
5,760.75 |
5,760.75 |
5,732.50 |
5,780.00 |
PP |
5,691.00 |
5,691.00 |
5,691.00 |
5,700.50 |
S1 |
5,652.75 |
5,652.75 |
5,712.50 |
5,672.00 |
S2 |
5,583.00 |
5,583.00 |
5,702.75 |
|
S3 |
5,475.00 |
5,544.75 |
5,692.75 |
|
S4 |
5,367.00 |
5,436.75 |
5,663.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,730.50 |
5,576.25 |
154.25 |
2.8% |
88.25 |
1.6% |
16% |
True |
True |
12,351 |
10 |
5,730.50 |
5,576.25 |
154.25 |
2.8% |
71.25 |
1.3% |
16% |
True |
True |
9,196 |
20 |
5,730.50 |
5,234.50 |
496.00 |
8.9% |
82.50 |
1.5% |
74% |
True |
False |
6,954 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
86.50 |
1.5% |
70% |
False |
False |
5,292 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
73.00 |
1.3% |
70% |
False |
False |
3,836 |
80 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
66.00 |
1.2% |
70% |
False |
False |
2,920 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.7% |
66.25 |
1.2% |
74% |
False |
False |
2,373 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.7% |
63.25 |
1.1% |
74% |
False |
False |
1,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,386.00 |
2.618 |
6,134.25 |
1.618 |
5,980.00 |
1.000 |
5,884.75 |
0.618 |
5,825.75 |
HIGH |
5,730.50 |
0.618 |
5,671.50 |
0.500 |
5,653.50 |
0.382 |
5,635.25 |
LOW |
5,576.25 |
0.618 |
5,481.00 |
1.000 |
5,422.00 |
1.618 |
5,326.75 |
2.618 |
5,172.50 |
4.250 |
4,920.75 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,653.50 |
5,653.50 |
PP |
5,636.00 |
5,636.00 |
S1 |
5,618.50 |
5,618.50 |
|