| 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 |
2,458.0020 |
2,454.4080 |
-3.5940 |
-0.1% |
2,754.0700 |
| High |
2,488.8050 |
2,466.7940 |
-22.0110 |
-0.9% |
2,817.6970 |
| Low |
2,313.7390 |
2,354.1110 |
40.3720 |
1.7% |
2,419.2770 |
| Close |
2,453.8750 |
2,373.0800 |
-80.7950 |
-3.3% |
2,518.7960 |
| Range |
175.0660 |
112.6830 |
-62.3830 |
-35.6% |
398.4200 |
| ATR |
150.2169 |
147.5359 |
-2.6810 |
-1.8% |
0.0000 |
| Volume |
165,141 |
116,849 |
-48,292 |
-29.2% |
616,964 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.0440 |
2,667.2450 |
2,435.0557 |
|
| R3 |
2,623.3610 |
2,554.5620 |
2,404.0678 |
|
| R2 |
2,510.6780 |
2,510.6780 |
2,393.7386 |
|
| R1 |
2,441.8790 |
2,441.8790 |
2,383.4093 |
2,419.9370 |
| PP |
2,397.9950 |
2,397.9950 |
2,397.9950 |
2,387.0240 |
| S1 |
2,329.1960 |
2,329.1960 |
2,362.7507 |
2,307.2540 |
| S2 |
2,285.3120 |
2,285.3120 |
2,352.4215 |
|
| S3 |
2,172.6290 |
2,216.5130 |
2,342.0922 |
|
| S4 |
2,059.9460 |
2,103.8300 |
2,311.1044 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,780.5167 |
3,548.0763 |
2,737.9270 |
|
| R3 |
3,382.0967 |
3,149.6563 |
2,628.3615 |
|
| R2 |
2,983.6767 |
2,983.6767 |
2,591.8397 |
|
| R1 |
2,751.2363 |
2,751.2363 |
2,555.3178 |
2,668.2465 |
| PP |
2,585.2567 |
2,585.2567 |
2,585.2567 |
2,543.7618 |
| S1 |
2,352.8163 |
2,352.8163 |
2,482.2742 |
2,269.8265 |
| S2 |
2,186.8367 |
2,186.8367 |
2,445.7523 |
|
| S3 |
1,788.4167 |
1,954.3963 |
2,409.2305 |
|
| S4 |
1,389.9967 |
1,555.9763 |
2,299.6650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,595.8950 |
2,313.7390 |
282.1560 |
11.9% |
119.9072 |
5.1% |
21% |
False |
False |
124,708 |
| 10 |
2,817.6970 |
2,313.7390 |
503.9580 |
21.2% |
123.5579 |
5.2% |
12% |
False |
False |
120,506 |
| 20 |
2,817.6970 |
2,313.7390 |
503.9580 |
21.2% |
134.9905 |
5.7% |
12% |
False |
False |
128,016 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
57.6% |
165.9589 |
7.0% |
14% |
False |
False |
132,344 |
| 60 |
3,676.0130 |
2,188.3390 |
1,487.6740 |
62.7% |
164.7763 |
6.9% |
12% |
False |
False |
126,572 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
73.8% |
164.7194 |
6.9% |
11% |
False |
False |
133,790 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
73.8% |
166.5986 |
7.0% |
11% |
False |
False |
130,626 |
| 120 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
73.8% |
180.0528 |
7.6% |
11% |
False |
False |
135,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,945.6968 |
|
2.618 |
2,761.7981 |
|
1.618 |
2,649.1151 |
|
1.000 |
2,579.4770 |
|
0.618 |
2,536.4321 |
|
HIGH |
2,466.7940 |
|
0.618 |
2,423.7491 |
|
0.500 |
2,410.4525 |
|
0.382 |
2,397.1559 |
|
LOW |
2,354.1110 |
|
0.618 |
2,284.4729 |
|
1.000 |
2,241.4280 |
|
1.618 |
2,171.7899 |
|
2.618 |
2,059.1069 |
|
4.250 |
1,875.2083 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,410.4525 |
2,437.6405 |
| PP |
2,397.9950 |
2,416.1203 |
| S1 |
2,385.5375 |
2,394.6002 |
|