| 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 |
19,850.75 |
19,219.75 |
-631.00 |
-3.2% |
20,023.00 |
| High |
19,919.25 |
19,341.75 |
-577.50 |
-2.9% |
20,078.75 |
| Low |
19,141.75 |
19,053.25 |
-88.50 |
-0.5% |
19,370.00 |
| Close |
19,234.50 |
19,189.50 |
-45.00 |
-0.2% |
19,859.00 |
| Range |
777.50 |
288.50 |
-489.00 |
-62.9% |
708.75 |
| ATR |
432.48 |
422.20 |
-10.28 |
-2.4% |
0.00 |
| Volume |
4,192 |
6,393 |
2,201 |
52.5% |
10,807 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,060.25 |
19,913.50 |
19,348.25 |
|
| R3 |
19,771.75 |
19,625.00 |
19,268.75 |
|
| R2 |
19,483.25 |
19,483.25 |
19,242.50 |
|
| R1 |
19,336.50 |
19,336.50 |
19,216.00 |
19,265.50 |
| PP |
19,194.75 |
19,194.75 |
19,194.75 |
19,159.50 |
| S1 |
19,048.00 |
19,048.00 |
19,163.00 |
18,977.00 |
| S2 |
18,906.25 |
18,906.25 |
19,136.50 |
|
| S3 |
18,617.75 |
18,759.50 |
19,110.25 |
|
| S4 |
18,329.25 |
18,471.00 |
19,030.75 |
|
|
| 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 |
19,053.25 |
873.75 |
4.6% |
468.75 |
2.4% |
16% |
False |
True |
3,821 |
| 10 |
20,260.25 |
19,053.25 |
1,207.00 |
6.3% |
393.50 |
2.1% |
11% |
False |
True |
2,623 |
| 20 |
20,260.25 |
17,953.25 |
2,307.00 |
12.0% |
404.75 |
2.1% |
54% |
False |
False |
2,068 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
448.75 |
2.3% |
44% |
False |
False |
2,117 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
380.75 |
2.0% |
44% |
False |
False |
1,619 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
337.75 |
1.8% |
44% |
False |
False |
1,229 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
328.25 |
1.7% |
44% |
False |
False |
991 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
308.25 |
1.6% |
44% |
False |
False |
829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,568.00 |
|
2.618 |
20,097.00 |
|
1.618 |
19,808.50 |
|
1.000 |
19,630.25 |
|
0.618 |
19,520.00 |
|
HIGH |
19,341.75 |
|
0.618 |
19,231.50 |
|
0.500 |
19,197.50 |
|
0.382 |
19,163.50 |
|
LOW |
19,053.25 |
|
0.618 |
18,875.00 |
|
1.000 |
18,764.75 |
|
1.618 |
18,586.50 |
|
2.618 |
18,298.00 |
|
4.250 |
17,827.00 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,197.50 |
19,486.25 |
| PP |
19,194.75 |
19,387.25 |
| S1 |
19,192.25 |
19,288.50 |
|