| 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 |
2,553.6 |
2,536.0 |
-17.6 |
-0.7% |
2,545.1 |
| High |
2,560.1 |
2,539.5 |
-20.6 |
-0.8% |
2,564.3 |
| Low |
2,526.6 |
2,504.4 |
-22.2 |
-0.9% |
2,526.6 |
| Close |
2,527.6 |
2,523.0 |
-4.6 |
-0.2% |
2,527.6 |
| Range |
33.5 |
35.1 |
1.6 |
4.8% |
37.7 |
| ATR |
36.2 |
36.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
175,644 |
273,539 |
97,895 |
55.7% |
774,439 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.6 |
2,610.4 |
2,542.3 |
|
| R3 |
2,592.5 |
2,575.3 |
2,532.7 |
|
| R2 |
2,557.4 |
2,557.4 |
2,529.4 |
|
| R1 |
2,540.2 |
2,540.2 |
2,526.2 |
2,531.3 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,517.8 |
| S1 |
2,505.1 |
2,505.1 |
2,519.8 |
2,496.2 |
| S2 |
2,487.2 |
2,487.2 |
2,516.6 |
|
| S3 |
2,452.1 |
2,470.0 |
2,513.3 |
|
| S4 |
2,417.0 |
2,434.9 |
2,503.7 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.6 |
2,627.8 |
2,548.3 |
|
| R3 |
2,614.9 |
2,590.1 |
2,538.0 |
|
| R2 |
2,577.2 |
2,577.2 |
2,534.5 |
|
| R1 |
2,552.4 |
2,552.4 |
2,531.1 |
2,546.0 |
| PP |
2,539.5 |
2,539.5 |
2,539.5 |
2,536.3 |
| S1 |
2,514.7 |
2,514.7 |
2,524.1 |
2,508.3 |
| S2 |
2,501.8 |
2,501.8 |
2,520.7 |
|
| S3 |
2,464.1 |
2,477.0 |
2,517.2 |
|
| S4 |
2,426.4 |
2,439.3 |
2,506.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.3 |
2,504.4 |
59.9 |
2.4% |
30.7 |
1.2% |
31% |
False |
True |
184,098 |
| 10 |
2,570.4 |
2,504.4 |
66.0 |
2.6% |
31.8 |
1.3% |
28% |
False |
True |
173,005 |
| 20 |
2,570.4 |
2,418.8 |
151.6 |
6.0% |
34.5 |
1.4% |
69% |
False |
False |
173,791 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
38.1 |
1.5% |
72% |
False |
False |
144,759 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.7 |
1.5% |
79% |
False |
False |
100,945 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.3 |
1.4% |
79% |
False |
False |
76,537 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
37.5 |
1.5% |
79% |
False |
False |
61,727 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.5% |
36.6 |
1.5% |
86% |
False |
False |
51,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.7 |
|
2.618 |
2,631.4 |
|
1.618 |
2,596.3 |
|
1.000 |
2,574.6 |
|
0.618 |
2,561.2 |
|
HIGH |
2,539.5 |
|
0.618 |
2,526.1 |
|
0.500 |
2,522.0 |
|
0.382 |
2,517.8 |
|
LOW |
2,504.4 |
|
0.618 |
2,482.7 |
|
1.000 |
2,469.3 |
|
1.618 |
2,447.6 |
|
2.618 |
2,412.5 |
|
4.250 |
2,355.2 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,522.7 |
2,533.3 |
| PP |
2,522.3 |
2,529.9 |
| S1 |
2,522.0 |
2,526.4 |
|