| 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 |
2,167.5 |
2,162.5 |
-5.0 |
-0.2% |
2,244.7 |
| High |
2,180.5 |
2,169.9 |
-10.6 |
-0.5% |
2,245.6 |
| Low |
2,148.1 |
2,103.4 |
-44.7 |
-2.1% |
2,103.4 |
| Close |
2,158.0 |
2,116.0 |
-42.0 |
-1.9% |
2,116.0 |
| Range |
32.4 |
66.5 |
34.1 |
105.2% |
142.2 |
| ATR |
46.5 |
47.9 |
1.4 |
3.1% |
0.0 |
| Volume |
1,132 |
4,323 |
3,191 |
281.9% |
6,992 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,329.3 |
2,289.1 |
2,152.6 |
|
| R3 |
2,262.8 |
2,222.6 |
2,134.3 |
|
| R2 |
2,196.3 |
2,196.3 |
2,128.2 |
|
| R1 |
2,156.1 |
2,156.1 |
2,122.1 |
2,143.0 |
| PP |
2,129.8 |
2,129.8 |
2,129.8 |
2,123.2 |
| S1 |
2,089.6 |
2,089.6 |
2,109.9 |
2,076.5 |
| S2 |
2,063.3 |
2,063.3 |
2,103.8 |
|
| S3 |
1,996.8 |
2,023.1 |
2,097.7 |
|
| S4 |
1,930.3 |
1,956.6 |
2,079.4 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.6 |
2,491.0 |
2,194.2 |
|
| R3 |
2,439.4 |
2,348.8 |
2,155.1 |
|
| R2 |
2,297.2 |
2,297.2 |
2,142.1 |
|
| R1 |
2,206.6 |
2,206.6 |
2,129.0 |
2,180.8 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,142.1 |
| S1 |
2,064.4 |
2,064.4 |
2,103.0 |
2,038.6 |
| S2 |
2,012.8 |
2,012.8 |
2,089.9 |
|
| S3 |
1,870.6 |
1,922.2 |
2,076.9 |
|
| S4 |
1,728.4 |
1,780.0 |
2,037.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,249.0 |
2,103.4 |
145.6 |
6.9% |
48.6 |
2.3% |
9% |
False |
True |
1,756 |
| 10 |
2,270.0 |
2,103.4 |
166.6 |
7.9% |
44.5 |
2.1% |
8% |
False |
True |
1,600 |
| 20 |
2,270.0 |
2,082.5 |
187.5 |
8.9% |
43.0 |
2.0% |
18% |
False |
False |
1,026 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
53.9 |
2.5% |
32% |
False |
False |
820 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
44.7 |
2.1% |
32% |
False |
False |
577 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
33.5 |
1.6% |
32% |
False |
False |
433 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
26.8 |
1.3% |
34% |
False |
False |
346 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
22.3 |
1.1% |
34% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.5 |
|
2.618 |
2,344.0 |
|
1.618 |
2,277.5 |
|
1.000 |
2,236.4 |
|
0.618 |
2,211.0 |
|
HIGH |
2,169.9 |
|
0.618 |
2,144.5 |
|
0.500 |
2,136.7 |
|
0.382 |
2,128.8 |
|
LOW |
2,103.4 |
|
0.618 |
2,062.3 |
|
1.000 |
2,036.9 |
|
1.618 |
1,995.8 |
|
2.618 |
1,929.3 |
|
4.250 |
1,820.8 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,136.7 |
2,148.5 |
| PP |
2,129.8 |
2,137.7 |
| S1 |
2,122.9 |
2,126.8 |
|