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 |
5,719.00 |
5,600.00 |
-119.00 |
-2.1% |
5,713.00 |
High |
5,730.50 |
5,624.25 |
-106.25 |
-1.9% |
5,729.25 |
Low |
5,576.25 |
5,566.25 |
-10.00 |
-0.2% |
5,621.25 |
Close |
5,601.25 |
5,588.75 |
-12.50 |
-0.2% |
5,722.50 |
Range |
154.25 |
58.00 |
-96.25 |
-62.4% |
108.00 |
ATR |
84.34 |
82.46 |
-1.88 |
-2.2% |
0.00 |
Volume |
14,706 |
35,857 |
21,151 |
143.8% |
51,418 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,767.00 |
5,736.00 |
5,620.75 |
|
R3 |
5,709.00 |
5,678.00 |
5,604.75 |
|
R2 |
5,651.00 |
5,651.00 |
5,599.50 |
|
R1 |
5,620.00 |
5,620.00 |
5,594.00 |
5,606.50 |
PP |
5,593.00 |
5,593.00 |
5,593.00 |
5,586.50 |
S1 |
5,562.00 |
5,562.00 |
5,583.50 |
5,548.50 |
S2 |
5,535.00 |
5,535.00 |
5,578.00 |
|
S3 |
5,477.00 |
5,504.00 |
5,572.75 |
|
S4 |
5,419.00 |
5,446.00 |
5,556.75 |
|
|
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 |
5,566.25 |
164.25 |
2.9% |
92.50 |
1.7% |
14% |
False |
True |
17,433 |
10 |
5,730.50 |
5,566.25 |
164.25 |
2.9% |
73.50 |
1.3% |
14% |
False |
True |
12,576 |
20 |
5,730.50 |
5,234.50 |
496.00 |
8.9% |
79.50 |
1.4% |
71% |
False |
False |
8,430 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
87.50 |
1.6% |
68% |
False |
False |
6,164 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
73.00 |
1.3% |
68% |
False |
False |
4,431 |
80 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
66.00 |
1.2% |
68% |
False |
False |
3,368 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.7% |
66.00 |
1.2% |
72% |
False |
False |
2,730 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.7% |
63.50 |
1.1% |
72% |
False |
False |
2,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,870.75 |
2.618 |
5,776.00 |
1.618 |
5,718.00 |
1.000 |
5,682.25 |
0.618 |
5,660.00 |
HIGH |
5,624.25 |
0.618 |
5,602.00 |
0.500 |
5,595.25 |
0.382 |
5,588.50 |
LOW |
5,566.25 |
0.618 |
5,530.50 |
1.000 |
5,508.25 |
1.618 |
5,472.50 |
2.618 |
5,414.50 |
4.250 |
5,319.75 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,595.25 |
5,648.50 |
PP |
5,593.00 |
5,628.50 |
S1 |
5,591.00 |
5,608.50 |
|