| 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 |
2,244.7 |
2,174.0 |
-70.7 |
-3.1% |
2,253.8 |
| High |
2,245.6 |
2,193.6 |
-52.0 |
-2.3% |
2,270.0 |
| Low |
2,170.3 |
2,157.2 |
-13.1 |
-0.6% |
2,206.7 |
| Close |
2,174.4 |
2,170.3 |
-4.1 |
-0.2% |
2,245.1 |
| Range |
75.3 |
36.4 |
-38.9 |
-51.7% |
63.3 |
| ATR |
48.5 |
47.6 |
-0.9 |
-1.8% |
0.0 |
| Volume |
729 |
808 |
79 |
10.8% |
8,043 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.9 |
2,263.0 |
2,190.3 |
|
| R3 |
2,246.5 |
2,226.6 |
2,180.3 |
|
| R2 |
2,210.1 |
2,210.1 |
2,177.0 |
|
| R1 |
2,190.2 |
2,190.2 |
2,173.6 |
2,182.0 |
| PP |
2,173.7 |
2,173.7 |
2,173.7 |
2,169.6 |
| S1 |
2,153.8 |
2,153.8 |
2,167.0 |
2,145.6 |
| S2 |
2,137.3 |
2,137.3 |
2,163.6 |
|
| S3 |
2,100.9 |
2,117.4 |
2,160.3 |
|
| S4 |
2,064.5 |
2,081.0 |
2,150.3 |
|
|
| 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 |
2,253.7 |
2,157.2 |
96.5 |
4.4% |
43.5 |
2.0% |
14% |
False |
True |
1,673 |
| 10 |
2,270.0 |
2,157.2 |
112.8 |
5.2% |
40.8 |
1.9% |
12% |
False |
True |
1,143 |
| 20 |
2,270.0 |
2,045.4 |
224.6 |
10.3% |
45.6 |
2.1% |
56% |
False |
False |
839 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
54.0 |
2.5% |
48% |
False |
False |
696 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
43.0 |
2.0% |
48% |
False |
False |
486 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
32.3 |
1.5% |
48% |
False |
False |
364 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
25.8 |
1.2% |
50% |
False |
False |
291 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
21.5 |
1.0% |
50% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,348.3 |
|
2.618 |
2,288.9 |
|
1.618 |
2,252.5 |
|
1.000 |
2,230.0 |
|
0.618 |
2,216.1 |
|
HIGH |
2,193.6 |
|
0.618 |
2,179.7 |
|
0.500 |
2,175.4 |
|
0.382 |
2,171.1 |
|
LOW |
2,157.2 |
|
0.618 |
2,134.7 |
|
1.000 |
2,120.8 |
|
1.618 |
2,098.3 |
|
2.618 |
2,061.9 |
|
4.250 |
2,002.5 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.4 |
2,203.1 |
| PP |
2,173.7 |
2,192.2 |
| S1 |
2,172.0 |
2,181.2 |
|