| 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 |
19,188.25 |
19,157.00 |
-31.25 |
-0.2% |
19,850.75 |
| High |
19,378.50 |
19,198.00 |
-180.50 |
-0.9% |
19,919.25 |
| Low |
19,055.50 |
18,562.00 |
-493.50 |
-2.6% |
18,562.00 |
| Close |
19,190.75 |
18,678.75 |
-512.00 |
-2.7% |
18,678.75 |
| Range |
323.00 |
636.00 |
313.00 |
96.9% |
1,357.25 |
| ATR |
415.11 |
430.89 |
15.78 |
3.8% |
0.00 |
| Volume |
5,850 |
10,484 |
4,634 |
79.2% |
26,919 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,721.00 |
20,335.75 |
19,028.50 |
|
| R3 |
20,085.00 |
19,699.75 |
18,853.75 |
|
| R2 |
19,449.00 |
19,449.00 |
18,795.25 |
|
| R1 |
19,063.75 |
19,063.75 |
18,737.00 |
18,938.50 |
| PP |
18,813.00 |
18,813.00 |
18,813.00 |
18,750.25 |
| S1 |
18,427.75 |
18,427.75 |
18,620.50 |
18,302.50 |
| S2 |
18,177.00 |
18,177.00 |
18,562.25 |
|
| S3 |
17,541.00 |
17,791.75 |
18,503.75 |
|
| S4 |
16,905.00 |
17,155.75 |
18,329.00 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,125.00 |
22,259.25 |
19,425.25 |
|
| R3 |
21,767.75 |
20,902.00 |
19,052.00 |
|
| R2 |
20,410.50 |
20,410.50 |
18,927.50 |
|
| R1 |
19,544.75 |
19,544.75 |
18,803.25 |
19,299.00 |
| PP |
19,053.25 |
19,053.25 |
19,053.25 |
18,930.50 |
| S1 |
18,187.50 |
18,187.50 |
18,554.25 |
17,941.75 |
| S2 |
17,696.00 |
17,696.00 |
18,430.00 |
|
| S3 |
16,338.75 |
16,830.25 |
18,305.50 |
|
| S4 |
14,981.50 |
15,473.00 |
17,932.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,919.25 |
18,562.00 |
1,357.25 |
7.3% |
457.00 |
2.4% |
9% |
False |
True |
5,724 |
| 10 |
20,137.50 |
18,562.00 |
1,575.50 |
8.4% |
420.25 |
2.3% |
7% |
False |
True |
3,989 |
| 20 |
20,260.25 |
18,562.00 |
1,698.25 |
9.1% |
374.00 |
2.0% |
7% |
False |
True |
2,620 |
| 40 |
21,049.00 |
17,552.75 |
3,496.25 |
18.7% |
452.00 |
2.4% |
32% |
False |
False |
2,454 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
19.7% |
390.00 |
2.1% |
31% |
False |
False |
1,890 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
19.7% |
346.75 |
1.9% |
31% |
False |
False |
1,433 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
19.7% |
329.25 |
1.8% |
31% |
False |
False |
1,154 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
19.7% |
316.00 |
1.7% |
31% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,901.00 |
|
2.618 |
20,863.00 |
|
1.618 |
20,227.00 |
|
1.000 |
19,834.00 |
|
0.618 |
19,591.00 |
|
HIGH |
19,198.00 |
|
0.618 |
18,955.00 |
|
0.500 |
18,880.00 |
|
0.382 |
18,805.00 |
|
LOW |
18,562.00 |
|
0.618 |
18,169.00 |
|
1.000 |
17,926.00 |
|
1.618 |
17,533.00 |
|
2.618 |
16,897.00 |
|
4.250 |
15,859.00 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,880.00 |
18,970.25 |
| PP |
18,813.00 |
18,873.00 |
| S1 |
18,745.75 |
18,776.00 |
|