| 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 |
2,576.5 |
2,554.9 |
-21.6 |
-0.8% |
2,569.5 |
| High |
2,581.9 |
2,561.2 |
-20.7 |
-0.8% |
2,585.4 |
| Low |
2,549.1 |
2,526.4 |
-22.7 |
-0.9% |
2,549.1 |
| Close |
2,549.8 |
2,545.0 |
-4.8 |
-0.2% |
2,549.8 |
| Range |
32.8 |
34.8 |
2.0 |
6.1% |
36.3 |
| ATR |
34.6 |
34.6 |
0.0 |
0.0% |
0.0 |
| Volume |
5,269 |
3,678 |
-1,591 |
-30.2% |
11,981 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.6 |
2,631.6 |
2,564.1 |
|
| R3 |
2,613.8 |
2,596.8 |
2,554.6 |
|
| R2 |
2,579.0 |
2,579.0 |
2,551.4 |
|
| R1 |
2,562.0 |
2,562.0 |
2,548.2 |
2,553.1 |
| PP |
2,544.2 |
2,544.2 |
2,544.2 |
2,539.8 |
| S1 |
2,527.2 |
2,527.2 |
2,541.8 |
2,518.3 |
| S2 |
2,509.4 |
2,509.4 |
2,538.6 |
|
| S3 |
2,474.6 |
2,492.4 |
2,535.4 |
|
| S4 |
2,439.8 |
2,457.6 |
2,525.9 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.3 |
2,646.4 |
2,569.8 |
|
| R3 |
2,634.0 |
2,610.1 |
2,559.8 |
|
| R2 |
2,597.7 |
2,597.7 |
2,556.5 |
|
| R1 |
2,573.8 |
2,573.8 |
2,553.1 |
2,567.6 |
| PP |
2,561.4 |
2,561.4 |
2,561.4 |
2,558.4 |
| S1 |
2,537.5 |
2,537.5 |
2,546.5 |
2,531.3 |
| S2 |
2,525.1 |
2,525.1 |
2,543.1 |
|
| S3 |
2,488.8 |
2,501.2 |
2,539.8 |
|
| S4 |
2,452.5 |
2,464.9 |
2,529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.4 |
2,526.4 |
59.0 |
2.3% |
29.6 |
1.2% |
32% |
False |
True |
2,836 |
| 10 |
2,592.5 |
2,526.4 |
66.1 |
2.6% |
30.3 |
1.2% |
28% |
False |
True |
2,106 |
| 20 |
2,592.5 |
2,440.2 |
152.3 |
6.0% |
32.9 |
1.3% |
69% |
False |
False |
2,347 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.5 |
1.4% |
72% |
False |
False |
2,308 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.3 |
1.3% |
78% |
False |
False |
1,878 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.8 |
1.3% |
78% |
False |
False |
1,533 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.1 |
1.3% |
78% |
False |
False |
1,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,709.1 |
|
2.618 |
2,652.3 |
|
1.618 |
2,617.5 |
|
1.000 |
2,596.0 |
|
0.618 |
2,582.7 |
|
HIGH |
2,561.2 |
|
0.618 |
2,547.9 |
|
0.500 |
2,543.8 |
|
0.382 |
2,539.7 |
|
LOW |
2,526.4 |
|
0.618 |
2,504.9 |
|
1.000 |
2,491.6 |
|
1.618 |
2,470.1 |
|
2.618 |
2,435.3 |
|
4.250 |
2,378.5 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,544.6 |
2,555.4 |
| PP |
2,544.2 |
2,551.9 |
| S1 |
2,543.8 |
2,548.5 |
|