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 |
5,600.00 |
5,586.75 |
-13.25 |
-0.2% |
5,713.00 |
High |
5,624.25 |
5,616.50 |
-7.75 |
-0.1% |
5,729.25 |
Low |
5,566.25 |
5,548.50 |
-17.75 |
-0.3% |
5,621.25 |
Close |
5,588.75 |
5,570.75 |
-18.00 |
-0.3% |
5,722.50 |
Range |
58.00 |
68.00 |
10.00 |
17.2% |
108.00 |
ATR |
82.46 |
81.43 |
-1.03 |
-1.3% |
0.00 |
Volume |
35,857 |
32,764 |
-3,093 |
-8.6% |
51,418 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,782.50 |
5,744.75 |
5,608.25 |
|
R3 |
5,714.50 |
5,676.75 |
5,589.50 |
|
R2 |
5,646.50 |
5,646.50 |
5,583.25 |
|
R1 |
5,608.75 |
5,608.75 |
5,577.00 |
5,593.50 |
PP |
5,578.50 |
5,578.50 |
5,578.50 |
5,571.00 |
S1 |
5,540.75 |
5,540.75 |
5,564.50 |
5,525.50 |
S2 |
5,510.50 |
5,510.50 |
5,558.25 |
|
S3 |
5,442.50 |
5,472.75 |
5,552.00 |
|
S4 |
5,374.50 |
5,404.75 |
5,533.25 |
|
|
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 |
5,548.50 |
182.00 |
3.3% |
91.00 |
1.6% |
12% |
False |
True |
22,048 |
10 |
5,730.50 |
5,548.50 |
182.00 |
3.3% |
76.00 |
1.4% |
12% |
False |
True |
15,509 |
20 |
5,730.50 |
5,234.50 |
496.00 |
8.9% |
74.50 |
1.3% |
68% |
False |
False |
9,627 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
87.75 |
1.6% |
65% |
False |
False |
6,950 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
73.50 |
1.3% |
65% |
False |
False |
4,975 |
80 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
66.50 |
1.2% |
65% |
False |
False |
3,777 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.7% |
65.75 |
1.2% |
70% |
False |
False |
3,054 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.7% |
63.75 |
1.1% |
70% |
False |
False |
2,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,905.50 |
2.618 |
5,794.50 |
1.618 |
5,726.50 |
1.000 |
5,684.50 |
0.618 |
5,658.50 |
HIGH |
5,616.50 |
0.618 |
5,590.50 |
0.500 |
5,582.50 |
0.382 |
5,574.50 |
LOW |
5,548.50 |
0.618 |
5,506.50 |
1.000 |
5,480.50 |
1.618 |
5,438.50 |
2.618 |
5,370.50 |
4.250 |
5,259.50 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,582.50 |
5,639.50 |
PP |
5,578.50 |
5,616.50 |
S1 |
5,574.75 |
5,593.75 |
|