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 |
19,133.0 |
19,185.0 |
52.0 |
0.3% |
18,830.0 |
High |
19,184.0 |
19,202.0 |
18.0 |
0.1% |
19,184.0 |
Low |
19,132.0 |
18,884.0 |
-248.0 |
-1.3% |
18,830.0 |
Close |
19,132.0 |
18,973.0 |
-159.0 |
-0.8% |
19,132.0 |
Range |
52.0 |
318.0 |
266.0 |
511.5% |
354.0 |
ATR |
143.3 |
155.7 |
12.5 |
8.7% |
0.0 |
Volume |
55 |
95 |
40 |
72.7% |
383 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,973.7 |
19,791.3 |
19,147.9 |
|
R3 |
19,655.7 |
19,473.3 |
19,060.5 |
|
R2 |
19,337.7 |
19,337.7 |
19,031.3 |
|
R1 |
19,155.3 |
19,155.3 |
19,002.2 |
19,087.5 |
PP |
19,019.7 |
19,019.7 |
19,019.7 |
18,985.8 |
S1 |
18,837.3 |
18,837.3 |
18,943.9 |
18,769.5 |
S2 |
18,701.7 |
18,701.7 |
18,914.7 |
|
S3 |
18,383.7 |
18,519.3 |
18,885.6 |
|
S4 |
18,065.7 |
18,201.3 |
18,798.1 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,110.7 |
19,975.3 |
19,326.7 |
|
R3 |
19,756.7 |
19,621.3 |
19,229.4 |
|
R2 |
19,402.7 |
19,402.7 |
19,196.9 |
|
R1 |
19,267.3 |
19,267.3 |
19,164.5 |
19,335.0 |
PP |
19,048.7 |
19,048.7 |
19,048.7 |
19,082.5 |
S1 |
18,913.3 |
18,913.3 |
19,099.6 |
18,981.0 |
S2 |
18,694.7 |
18,694.7 |
19,067.1 |
|
S3 |
18,340.7 |
18,559.3 |
19,034.7 |
|
S4 |
17,986.7 |
18,205.3 |
18,937.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,202.0 |
18,884.0 |
318.0 |
1.7% |
113.4 |
0.6% |
28% |
True |
True |
94 |
10 |
19,202.0 |
18,589.0 |
613.0 |
3.2% |
78.3 |
0.4% |
63% |
True |
False |
61 |
20 |
19,202.0 |
17,484.0 |
1,718.0 |
9.1% |
89.8 |
0.5% |
87% |
True |
False |
43 |
40 |
19,202.0 |
17,265.0 |
1,937.0 |
10.2% |
104.0 |
0.5% |
88% |
True |
False |
27 |
60 |
19,202.0 |
17,265.0 |
1,937.0 |
10.2% |
79.7 |
0.4% |
88% |
True |
False |
20 |
80 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
61.9 |
0.3% |
81% |
False |
False |
15 |
100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
53.9 |
0.3% |
81% |
False |
False |
12 |
120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
45.9 |
0.2% |
81% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,553.5 |
2.618 |
20,034.5 |
1.618 |
19,716.5 |
1.000 |
19,520.0 |
0.618 |
19,398.5 |
HIGH |
19,202.0 |
0.618 |
19,080.5 |
0.500 |
19,043.0 |
0.382 |
19,005.5 |
LOW |
18,884.0 |
0.618 |
18,687.5 |
1.000 |
18,566.0 |
1.618 |
18,369.5 |
2.618 |
18,051.5 |
4.250 |
17,532.5 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,043.0 |
19,043.0 |
PP |
19,019.7 |
19,019.7 |
S1 |
18,996.3 |
18,996.3 |
|