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 |
19,694.00 |
19,850.75 |
156.75 |
0.8% |
20,023.00 |
High |
19,866.50 |
19,919.25 |
52.75 |
0.3% |
20,078.75 |
Low |
19,606.00 |
19,141.75 |
-464.25 |
-2.4% |
19,370.00 |
Close |
19,859.00 |
19,234.50 |
-624.50 |
-3.1% |
19,859.00 |
Range |
260.50 |
777.50 |
517.00 |
198.5% |
708.75 |
ATR |
405.94 |
432.48 |
26.54 |
6.5% |
0.00 |
Volume |
1,701 |
4,192 |
2,491 |
146.4% |
10,807 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,764.25 |
21,277.00 |
19,662.00 |
|
R3 |
20,986.75 |
20,499.50 |
19,448.25 |
|
R2 |
20,209.25 |
20,209.25 |
19,377.00 |
|
R1 |
19,722.00 |
19,722.00 |
19,305.75 |
19,577.00 |
PP |
19,431.75 |
19,431.75 |
19,431.75 |
19,359.25 |
S1 |
18,944.50 |
18,944.50 |
19,163.25 |
18,799.50 |
S2 |
18,654.25 |
18,654.25 |
19,092.00 |
|
S3 |
17,876.75 |
18,167.00 |
19,020.75 |
|
S4 |
17,099.25 |
17,389.50 |
18,807.00 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,895.50 |
21,586.00 |
20,248.75 |
|
R3 |
21,186.75 |
20,877.25 |
20,054.00 |
|
R2 |
20,478.00 |
20,478.00 |
19,989.00 |
|
R1 |
20,168.50 |
20,168.50 |
19,924.00 |
19,969.00 |
PP |
19,769.25 |
19,769.25 |
19,769.25 |
19,669.50 |
S1 |
19,459.75 |
19,459.75 |
19,794.00 |
19,260.00 |
S2 |
19,060.50 |
19,060.50 |
19,729.00 |
|
S3 |
18,351.75 |
18,751.00 |
19,664.00 |
|
S4 |
17,643.00 |
18,042.25 |
19,469.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,927.00 |
19,141.75 |
785.25 |
4.1% |
461.25 |
2.4% |
12% |
False |
True |
2,750 |
10 |
20,260.25 |
19,141.75 |
1,118.50 |
5.8% |
383.50 |
2.0% |
8% |
False |
True |
2,066 |
20 |
20,260.25 |
17,953.25 |
2,307.00 |
12.0% |
416.25 |
2.2% |
56% |
False |
False |
1,855 |
40 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
445.50 |
2.3% |
46% |
False |
False |
1,978 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
379.50 |
2.0% |
46% |
False |
False |
1,515 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
335.75 |
1.7% |
46% |
False |
False |
1,150 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
329.25 |
1.7% |
46% |
False |
False |
927 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
306.50 |
1.6% |
46% |
False |
False |
776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,223.50 |
2.618 |
21,954.75 |
1.618 |
21,177.25 |
1.000 |
20,696.75 |
0.618 |
20,399.75 |
HIGH |
19,919.25 |
0.618 |
19,622.25 |
0.500 |
19,530.50 |
0.382 |
19,438.75 |
LOW |
19,141.75 |
0.618 |
18,661.25 |
1.000 |
18,364.25 |
1.618 |
17,883.75 |
2.618 |
17,106.25 |
4.250 |
15,837.50 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,530.50 |
19,534.50 |
PP |
19,431.75 |
19,434.50 |
S1 |
19,333.25 |
19,334.50 |
|