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 |
19,408.00 |
19,255.00 |
-153.00 |
-0.8% |
20,011.25 |
High |
19,558.75 |
19,389.25 |
-169.50 |
-0.9% |
20,100.75 |
Low |
19,266.75 |
18,799.75 |
-467.00 |
-2.4% |
18,799.75 |
Close |
19,385.50 |
18,872.25 |
-513.25 |
-2.6% |
18,872.25 |
Range |
292.00 |
589.50 |
297.50 |
101.9% |
1,301.00 |
ATR |
374.07 |
389.46 |
15.39 |
4.1% |
0.00 |
Volume |
25 |
91 |
66 |
264.0% |
173 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,789.00 |
20,420.00 |
19,196.50 |
|
R3 |
20,199.50 |
19,830.50 |
19,034.25 |
|
R2 |
19,610.00 |
19,610.00 |
18,980.25 |
|
R1 |
19,241.00 |
19,241.00 |
18,926.25 |
19,130.75 |
PP |
19,020.50 |
19,020.50 |
19,020.50 |
18,965.25 |
S1 |
18,651.50 |
18,651.50 |
18,818.25 |
18,541.25 |
S2 |
18,431.00 |
18,431.00 |
18,764.25 |
|
S3 |
17,841.50 |
18,062.00 |
18,710.25 |
|
S4 |
17,252.00 |
17,472.50 |
18,548.00 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,160.50 |
22,317.50 |
19,587.75 |
|
R3 |
21,859.50 |
21,016.50 |
19,230.00 |
|
R2 |
20,558.50 |
20,558.50 |
19,110.75 |
|
R1 |
19,715.50 |
19,715.50 |
18,991.50 |
19,486.50 |
PP |
19,257.50 |
19,257.50 |
19,257.50 |
19,143.00 |
S1 |
18,414.50 |
18,414.50 |
18,753.00 |
18,185.50 |
S2 |
17,956.50 |
17,956.50 |
18,633.75 |
|
S3 |
16,655.50 |
17,113.50 |
18,514.50 |
|
S4 |
15,354.50 |
15,812.50 |
18,156.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,100.75 |
18,799.75 |
1,301.00 |
6.9% |
428.25 |
2.3% |
6% |
False |
True |
35 |
10 |
20,320.25 |
18,799.75 |
1,520.50 |
8.1% |
382.25 |
2.0% |
5% |
False |
True |
19 |
20 |
20,459.50 |
18,799.75 |
1,659.75 |
8.8% |
325.75 |
1.7% |
4% |
False |
True |
13 |
40 |
21,271.25 |
17,767.00 |
3,504.25 |
18.6% |
388.50 |
2.1% |
32% |
False |
False |
18 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
19.6% |
287.50 |
1.5% |
30% |
False |
False |
12 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
19.6% |
229.25 |
1.2% |
30% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,894.50 |
2.618 |
20,932.50 |
1.618 |
20,343.00 |
1.000 |
19,978.75 |
0.618 |
19,753.50 |
HIGH |
19,389.25 |
0.618 |
19,164.00 |
0.500 |
19,094.50 |
0.382 |
19,025.00 |
LOW |
18,799.75 |
0.618 |
18,435.50 |
1.000 |
18,210.25 |
1.618 |
17,846.00 |
2.618 |
17,256.50 |
4.250 |
16,294.50 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
19,094.50 |
19,179.25 |
PP |
19,020.50 |
19,077.00 |
S1 |
18,946.25 |
18,974.50 |
|