Trading Metrics calculated at close of trading on 06-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
5,586.75 |
5,571.00 |
-15.75 |
-0.3% |
5,719.00 |
High |
5,616.50 |
5,590.75 |
-25.75 |
-0.5% |
5,730.50 |
Low |
5,548.50 |
5,451.25 |
-97.25 |
-1.8% |
5,451.25 |
Close |
5,570.75 |
5,477.00 |
-93.75 |
-1.7% |
5,477.00 |
Range |
68.00 |
139.50 |
71.50 |
105.1% |
279.25 |
ATR |
81.43 |
85.58 |
4.15 |
5.1% |
0.00 |
Volume |
32,764 |
69,910 |
37,146 |
113.4% |
153,237 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,924.75 |
5,840.50 |
5,553.75 |
|
R3 |
5,785.25 |
5,701.00 |
5,515.25 |
|
R2 |
5,645.75 |
5,645.75 |
5,502.50 |
|
R1 |
5,561.50 |
5,561.50 |
5,489.75 |
5,534.00 |
PP |
5,506.25 |
5,506.25 |
5,506.25 |
5,492.50 |
S1 |
5,422.00 |
5,422.00 |
5,464.25 |
5,394.50 |
S2 |
5,366.75 |
5,366.75 |
5,451.50 |
|
S3 |
5,227.25 |
5,282.50 |
5,438.75 |
|
S4 |
5,087.75 |
5,143.00 |
5,400.25 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,390.75 |
6,213.00 |
5,630.50 |
|
R3 |
6,111.50 |
5,933.75 |
5,553.75 |
|
R2 |
5,832.25 |
5,832.25 |
5,528.25 |
|
R1 |
5,654.50 |
5,654.50 |
5,502.50 |
5,603.75 |
PP |
5,553.00 |
5,553.00 |
5,553.00 |
5,527.50 |
S1 |
5,375.25 |
5,375.25 |
5,451.50 |
5,324.50 |
S2 |
5,273.75 |
5,273.75 |
5,425.75 |
|
S3 |
4,994.50 |
5,096.00 |
5,400.25 |
|
S4 |
4,715.25 |
4,816.75 |
5,323.50 |
|
|
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 |
5,451.25 |
279.25 |
5.1% |
98.25 |
1.8% |
9% |
False |
True |
33,543 |
10 |
5,730.50 |
5,451.25 |
279.25 |
5.1% |
81.75 |
1.5% |
9% |
False |
True |
21,632 |
20 |
5,730.50 |
5,375.50 |
355.00 |
6.5% |
72.50 |
1.3% |
29% |
False |
False |
12,798 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.3% |
89.25 |
1.6% |
50% |
False |
False |
8,642 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.3% |
75.00 |
1.4% |
50% |
False |
False |
6,138 |
80 |
5,785.00 |
5,168.50 |
616.50 |
11.3% |
68.00 |
1.2% |
50% |
False |
False |
4,650 |
100 |
5,785.00 |
5,075.00 |
710.00 |
13.0% |
66.00 |
1.2% |
57% |
False |
False |
3,752 |
120 |
5,785.00 |
5,075.00 |
710.00 |
13.0% |
64.50 |
1.2% |
57% |
False |
False |
3,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,183.50 |
2.618 |
5,956.00 |
1.618 |
5,816.50 |
1.000 |
5,730.25 |
0.618 |
5,677.00 |
HIGH |
5,590.75 |
0.618 |
5,537.50 |
0.500 |
5,521.00 |
0.382 |
5,504.50 |
LOW |
5,451.25 |
0.618 |
5,365.00 |
1.000 |
5,311.75 |
1.618 |
5,225.50 |
2.618 |
5,086.00 |
4.250 |
4,858.50 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
5,521.00 |
5,537.75 |
PP |
5,506.25 |
5,517.50 |
S1 |
5,491.75 |
5,497.25 |
|