| 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 |
2,500.4 |
2,502.3 |
1.9 |
0.1% |
2,522.1 |
| High |
2,507.8 |
2,530.5 |
22.7 |
0.9% |
2,540.7 |
| Low |
2,479.8 |
2,500.6 |
20.8 |
0.8% |
2,503.9 |
| Close |
2,502.7 |
2,519.7 |
17.0 |
0.7% |
2,504.5 |
| Range |
28.0 |
29.9 |
1.9 |
6.8% |
36.8 |
| ATR |
34.9 |
34.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
5,935 |
6,718 |
783 |
13.2% |
39,108 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.6 |
2,593.1 |
2,536.1 |
|
| R3 |
2,576.7 |
2,563.2 |
2,527.9 |
|
| R2 |
2,546.8 |
2,546.8 |
2,525.2 |
|
| R1 |
2,533.3 |
2,533.3 |
2,522.4 |
2,540.1 |
| PP |
2,516.9 |
2,516.9 |
2,516.9 |
2,520.3 |
| S1 |
2,503.4 |
2,503.4 |
2,517.0 |
2,510.2 |
| S2 |
2,487.0 |
2,487.0 |
2,514.2 |
|
| S3 |
2,457.1 |
2,473.5 |
2,511.5 |
|
| S4 |
2,427.2 |
2,443.6 |
2,503.3 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.8 |
2,602.4 |
2,524.7 |
|
| R3 |
2,590.0 |
2,565.6 |
2,514.6 |
|
| R2 |
2,553.2 |
2,553.2 |
2,511.2 |
|
| R1 |
2,528.8 |
2,528.8 |
2,507.9 |
2,522.6 |
| PP |
2,516.4 |
2,516.4 |
2,516.4 |
2,513.3 |
| S1 |
2,492.0 |
2,492.0 |
2,501.1 |
2,485.8 |
| S2 |
2,479.6 |
2,479.6 |
2,497.8 |
|
| S3 |
2,442.8 |
2,455.2 |
2,494.4 |
|
| S4 |
2,406.0 |
2,418.4 |
2,484.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,538.7 |
2,479.8 |
58.9 |
2.3% |
30.0 |
1.2% |
68% |
False |
False |
8,039 |
| 10 |
2,540.7 |
2,479.8 |
60.9 |
2.4% |
30.4 |
1.2% |
66% |
False |
False |
7,662 |
| 20 |
2,546.8 |
2,398.1 |
148.7 |
5.9% |
33.4 |
1.3% |
82% |
False |
False |
8,093 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
37.7 |
1.5% |
84% |
False |
False |
10,864 |
| 60 |
2,546.8 |
2,327.5 |
219.3 |
8.7% |
34.9 |
1.4% |
88% |
False |
False |
8,414 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.5 |
1.4% |
88% |
False |
False |
6,853 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.0 |
1.4% |
88% |
False |
False |
5,680 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.4% |
36.0 |
1.4% |
92% |
False |
False |
4,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.6 |
|
2.618 |
2,608.8 |
|
1.618 |
2,578.9 |
|
1.000 |
2,560.4 |
|
0.618 |
2,549.0 |
|
HIGH |
2,530.5 |
|
0.618 |
2,519.1 |
|
0.500 |
2,515.6 |
|
0.382 |
2,512.0 |
|
LOW |
2,500.6 |
|
0.618 |
2,482.1 |
|
1.000 |
2,470.7 |
|
1.618 |
2,452.2 |
|
2.618 |
2,422.3 |
|
4.250 |
2,373.5 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.3 |
2,514.9 |
| PP |
2,516.9 |
2,510.0 |
| S1 |
2,515.6 |
2,505.2 |
|