| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,174.0 |
2,167.5 |
-6.5 |
-0.3% |
2,253.8 |
| High |
2,193.6 |
2,180.5 |
-13.1 |
-0.6% |
2,270.0 |
| Low |
2,157.2 |
2,148.1 |
-9.1 |
-0.4% |
2,206.7 |
| Close |
2,170.3 |
2,158.0 |
-12.3 |
-0.6% |
2,245.1 |
| Range |
36.4 |
32.4 |
-4.0 |
-11.0% |
63.3 |
| ATR |
47.6 |
46.5 |
-1.1 |
-2.3% |
0.0 |
| Volume |
808 |
1,132 |
324 |
40.1% |
8,043 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.4 |
2,241.1 |
2,175.8 |
|
| R3 |
2,227.0 |
2,208.7 |
2,166.9 |
|
| R2 |
2,194.6 |
2,194.6 |
2,163.9 |
|
| R1 |
2,176.3 |
2,176.3 |
2,161.0 |
2,169.3 |
| PP |
2,162.2 |
2,162.2 |
2,162.2 |
2,158.7 |
| S1 |
2,143.9 |
2,143.9 |
2,155.0 |
2,136.9 |
| S2 |
2,129.8 |
2,129.8 |
2,152.1 |
|
| S3 |
2,097.4 |
2,111.5 |
2,149.1 |
|
| S4 |
2,065.0 |
2,079.1 |
2,140.2 |
|
|
| 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 |
2,148.1 |
105.6 |
4.9% |
44.3 |
2.1% |
9% |
False |
True |
1,535 |
| 10 |
2,270.0 |
2,148.1 |
121.9 |
5.6% |
41.0 |
1.9% |
8% |
False |
True |
1,210 |
| 20 |
2,270.0 |
2,045.4 |
224.6 |
10.4% |
43.4 |
2.0% |
50% |
False |
False |
846 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
54.3 |
2.5% |
44% |
False |
False |
723 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
43.6 |
2.0% |
44% |
False |
False |
505 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
32.7 |
1.5% |
44% |
False |
False |
379 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.1% |
26.1 |
1.2% |
47% |
False |
False |
303 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.1% |
21.8 |
1.0% |
47% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,318.2 |
|
2.618 |
2,265.3 |
|
1.618 |
2,232.9 |
|
1.000 |
2,212.9 |
|
0.618 |
2,200.5 |
|
HIGH |
2,180.5 |
|
0.618 |
2,168.1 |
|
0.500 |
2,164.3 |
|
0.382 |
2,160.5 |
|
LOW |
2,148.1 |
|
0.618 |
2,128.1 |
|
1.000 |
2,115.7 |
|
1.618 |
2,095.7 |
|
2.618 |
2,063.3 |
|
4.250 |
2,010.4 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,164.3 |
2,196.9 |
| PP |
2,162.2 |
2,183.9 |
| S1 |
2,160.1 |
2,171.0 |
|