| 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 |
2,547.4 |
2,547.6 |
0.2 |
0.0% |
2,569.5 |
| High |
2,552.2 |
2,575.0 |
22.8 |
0.9% |
2,585.4 |
| Low |
2,525.4 |
2,545.6 |
20.2 |
0.8% |
2,549.1 |
| Close |
2,547.7 |
2,564.8 |
17.1 |
0.7% |
2,549.8 |
| Range |
26.8 |
29.4 |
2.6 |
9.7% |
36.3 |
| ATR |
34.1 |
33.8 |
-0.3 |
-1.0% |
0.0 |
| Volume |
4,313 |
2,213 |
-2,100 |
-48.7% |
11,981 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.0 |
2,636.8 |
2,581.0 |
|
| R3 |
2,620.6 |
2,607.4 |
2,572.9 |
|
| R2 |
2,591.2 |
2,591.2 |
2,570.2 |
|
| R1 |
2,578.0 |
2,578.0 |
2,567.5 |
2,584.6 |
| PP |
2,561.8 |
2,561.8 |
2,561.8 |
2,565.1 |
| S1 |
2,548.6 |
2,548.6 |
2,562.1 |
2,555.2 |
| S2 |
2,532.4 |
2,532.4 |
2,559.4 |
|
| S3 |
2,503.0 |
2,519.2 |
2,556.7 |
|
| S4 |
2,473.6 |
2,489.8 |
2,548.6 |
|
|
| 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 |
2,584.4 |
2,525.4 |
59.0 |
2.3% |
29.6 |
1.2% |
67% |
False |
False |
3,428 |
| 10 |
2,585.4 |
2,525.4 |
60.0 |
2.3% |
29.9 |
1.2% |
66% |
False |
False |
2,519 |
| 20 |
2,592.5 |
2,442.3 |
150.2 |
5.9% |
32.5 |
1.3% |
82% |
False |
False |
2,424 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.9 |
1.4% |
84% |
False |
False |
2,317 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.2 |
1.3% |
87% |
False |
False |
1,968 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.7 |
1.3% |
87% |
False |
False |
1,599 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.2 |
1.3% |
87% |
False |
False |
1,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,700.0 |
|
2.618 |
2,652.0 |
|
1.618 |
2,622.6 |
|
1.000 |
2,604.4 |
|
0.618 |
2,593.2 |
|
HIGH |
2,575.0 |
|
0.618 |
2,563.8 |
|
0.500 |
2,560.3 |
|
0.382 |
2,556.8 |
|
LOW |
2,545.6 |
|
0.618 |
2,527.4 |
|
1.000 |
2,516.2 |
|
1.618 |
2,498.0 |
|
2.618 |
2,468.6 |
|
4.250 |
2,420.7 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,563.3 |
2,559.9 |
| PP |
2,561.8 |
2,555.1 |
| S1 |
2,560.3 |
2,550.2 |
|