| 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 |
2,237.0 |
2,244.7 |
7.7 |
0.3% |
2,253.8 |
| High |
2,249.0 |
2,245.6 |
-3.4 |
-0.2% |
2,270.0 |
| Low |
2,216.5 |
2,170.3 |
-46.2 |
-2.1% |
2,206.7 |
| Close |
2,245.1 |
2,174.4 |
-70.7 |
-3.1% |
2,245.1 |
| Range |
32.5 |
75.3 |
42.8 |
131.7% |
63.3 |
| ATR |
46.4 |
48.5 |
2.1 |
4.4% |
0.0 |
| Volume |
1,791 |
729 |
-1,062 |
-59.3% |
8,043 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.7 |
2,373.8 |
2,215.8 |
|
| R3 |
2,347.4 |
2,298.5 |
2,195.1 |
|
| R2 |
2,272.1 |
2,272.1 |
2,188.2 |
|
| R1 |
2,223.2 |
2,223.2 |
2,181.3 |
2,210.0 |
| PP |
2,196.8 |
2,196.8 |
2,196.8 |
2,190.2 |
| S1 |
2,147.9 |
2,147.9 |
2,167.5 |
2,134.7 |
| S2 |
2,121.5 |
2,121.5 |
2,160.6 |
|
| S3 |
2,046.2 |
2,072.6 |
2,153.7 |
|
| S4 |
1,970.9 |
1,997.3 |
2,133.0 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.5 |
2,401.1 |
2,279.9 |
|
| R3 |
2,367.2 |
2,337.8 |
2,262.5 |
|
| R2 |
2,303.9 |
2,303.9 |
2,256.7 |
|
| R1 |
2,274.5 |
2,274.5 |
2,250.9 |
2,257.6 |
| PP |
2,240.6 |
2,240.6 |
2,240.6 |
2,232.1 |
| S1 |
2,211.2 |
2,211.2 |
2,239.3 |
2,194.3 |
| S2 |
2,177.3 |
2,177.3 |
2,233.5 |
|
| S3 |
2,114.0 |
2,147.9 |
2,227.7 |
|
| S4 |
2,050.7 |
2,084.6 |
2,210.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,255.3 |
2,170.3 |
85.0 |
3.9% |
42.9 |
2.0% |
5% |
False |
True |
1,662 |
| 10 |
2,270.0 |
2,165.9 |
104.1 |
4.8% |
41.8 |
1.9% |
8% |
False |
False |
1,172 |
| 20 |
2,270.0 |
2,045.4 |
224.6 |
10.3% |
46.8 |
2.2% |
57% |
False |
False |
841 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
53.7 |
2.5% |
49% |
False |
False |
678 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
42.4 |
2.0% |
49% |
False |
False |
473 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
31.8 |
1.5% |
49% |
False |
False |
354 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
25.5 |
1.2% |
51% |
False |
False |
283 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
21.2 |
1.0% |
51% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.6 |
|
2.618 |
2,442.7 |
|
1.618 |
2,367.4 |
|
1.000 |
2,320.9 |
|
0.618 |
2,292.1 |
|
HIGH |
2,245.6 |
|
0.618 |
2,216.8 |
|
0.500 |
2,208.0 |
|
0.382 |
2,199.1 |
|
LOW |
2,170.3 |
|
0.618 |
2,123.8 |
|
1.000 |
2,095.0 |
|
1.618 |
2,048.5 |
|
2.618 |
1,973.2 |
|
4.250 |
1,850.3 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,208.0 |
2,212.0 |
| PP |
2,196.8 |
2,199.5 |
| S1 |
2,185.6 |
2,186.9 |
|