| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,185.0 |
18,824.0 |
-361.0 |
-1.9% |
18,830.0 |
| High |
19,202.0 |
18,862.0 |
-340.0 |
-1.8% |
19,184.0 |
| Low |
18,884.0 |
18,700.0 |
-184.0 |
-1.0% |
18,830.0 |
| Close |
18,973.0 |
18,801.0 |
-172.0 |
-0.9% |
19,132.0 |
| Range |
318.0 |
162.0 |
-156.0 |
-49.1% |
354.0 |
| ATR |
155.7 |
164.1 |
8.4 |
5.4% |
0.0 |
| Volume |
95 |
169 |
74 |
77.9% |
383 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,273.7 |
19,199.3 |
18,890.1 |
|
| R3 |
19,111.7 |
19,037.3 |
18,845.6 |
|
| R2 |
18,949.7 |
18,949.7 |
18,830.7 |
|
| R1 |
18,875.3 |
18,875.3 |
18,815.9 |
18,831.5 |
| PP |
18,787.7 |
18,787.7 |
18,787.7 |
18,765.8 |
| S1 |
18,713.3 |
18,713.3 |
18,786.2 |
18,669.5 |
| S2 |
18,625.7 |
18,625.7 |
18,771.3 |
|
| S3 |
18,463.7 |
18,551.3 |
18,756.5 |
|
| S4 |
18,301.7 |
18,389.3 |
18,711.9 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,110.7 |
19,975.3 |
19,326.7 |
|
| R3 |
19,756.7 |
19,621.3 |
19,229.4 |
|
| R2 |
19,402.7 |
19,402.7 |
19,196.9 |
|
| R1 |
19,267.3 |
19,267.3 |
19,164.5 |
19,335.0 |
| PP |
19,048.7 |
19,048.7 |
19,048.7 |
19,082.5 |
| S1 |
18,913.3 |
18,913.3 |
19,099.6 |
18,981.0 |
| S2 |
18,694.7 |
18,694.7 |
19,067.1 |
|
| S3 |
18,340.7 |
18,559.3 |
19,034.7 |
|
| S4 |
17,986.7 |
18,205.3 |
18,937.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,202.0 |
18,700.0 |
502.0 |
2.7% |
145.0 |
0.8% |
20% |
False |
True |
117 |
| 10 |
19,202.0 |
18,683.0 |
519.0 |
2.8% |
85.3 |
0.5% |
23% |
False |
False |
77 |
| 20 |
19,202.0 |
17,672.0 |
1,530.0 |
8.1% |
90.3 |
0.5% |
74% |
False |
False |
48 |
| 40 |
19,202.0 |
17,265.0 |
1,937.0 |
10.3% |
108.0 |
0.6% |
79% |
False |
False |
31 |
| 60 |
19,202.0 |
17,265.0 |
1,937.0 |
10.3% |
81.2 |
0.4% |
79% |
False |
False |
22 |
| 80 |
19,362.0 |
17,265.0 |
2,097.0 |
11.2% |
63.7 |
0.3% |
73% |
False |
False |
17 |
| 100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.2% |
55.6 |
0.3% |
73% |
False |
False |
13 |
| 120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.2% |
47.3 |
0.3% |
73% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,550.5 |
|
2.618 |
19,286.1 |
|
1.618 |
19,124.1 |
|
1.000 |
19,024.0 |
|
0.618 |
18,962.1 |
|
HIGH |
18,862.0 |
|
0.618 |
18,800.1 |
|
0.500 |
18,781.0 |
|
0.382 |
18,761.9 |
|
LOW |
18,700.0 |
|
0.618 |
18,599.9 |
|
1.000 |
18,538.0 |
|
1.618 |
18,437.9 |
|
2.618 |
18,275.9 |
|
4.250 |
18,011.5 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,794.3 |
18,951.0 |
| PP |
18,787.7 |
18,901.0 |
| S1 |
18,781.0 |
18,851.0 |
|