| 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 |
2,554.9 |
2,547.4 |
-7.5 |
-0.3% |
2,569.5 |
| High |
2,561.2 |
2,552.2 |
-9.0 |
-0.4% |
2,585.4 |
| Low |
2,526.4 |
2,525.4 |
-1.0 |
0.0% |
2,549.1 |
| Close |
2,545.0 |
2,547.7 |
2.7 |
0.1% |
2,549.8 |
| Range |
34.8 |
26.8 |
-8.0 |
-23.0% |
36.3 |
| ATR |
34.6 |
34.1 |
-0.6 |
-1.6% |
0.0 |
| Volume |
3,678 |
4,313 |
635 |
17.3% |
11,981 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.2 |
2,611.7 |
2,562.4 |
|
| R3 |
2,595.4 |
2,584.9 |
2,555.1 |
|
| R2 |
2,568.6 |
2,568.6 |
2,552.6 |
|
| R1 |
2,558.1 |
2,558.1 |
2,550.2 |
2,563.4 |
| PP |
2,541.8 |
2,541.8 |
2,541.8 |
2,544.4 |
| S1 |
2,531.3 |
2,531.3 |
2,545.2 |
2,536.6 |
| S2 |
2,515.0 |
2,515.0 |
2,542.8 |
|
| S3 |
2,488.2 |
2,504.5 |
2,540.3 |
|
| S4 |
2,461.4 |
2,477.7 |
2,533.0 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.3 |
2,646.4 |
2,569.8 |
|
| R3 |
2,634.0 |
2,610.1 |
2,559.8 |
|
| R2 |
2,597.7 |
2,597.7 |
2,556.5 |
|
| R1 |
2,573.8 |
2,573.8 |
2,553.1 |
2,567.6 |
| PP |
2,561.4 |
2,561.4 |
2,561.4 |
2,558.4 |
| S1 |
2,537.5 |
2,537.5 |
2,546.5 |
2,531.3 |
| S2 |
2,525.1 |
2,525.1 |
2,543.1 |
|
| S3 |
2,488.8 |
2,501.2 |
2,539.8 |
|
| S4 |
2,452.5 |
2,464.9 |
2,529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.4 |
2,525.4 |
60.0 |
2.4% |
30.8 |
1.2% |
37% |
False |
True |
3,448 |
| 10 |
2,585.4 |
2,525.4 |
60.0 |
2.4% |
29.7 |
1.2% |
37% |
False |
True |
2,415 |
| 20 |
2,592.5 |
2,440.2 |
152.3 |
6.0% |
32.5 |
1.3% |
71% |
False |
False |
2,439 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.7 |
1.4% |
74% |
False |
False |
2,321 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.1 |
1.3% |
80% |
False |
False |
1,937 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.7 |
1.3% |
80% |
False |
False |
1,579 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.9 |
1.3% |
80% |
False |
False |
1,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.1 |
|
2.618 |
2,622.4 |
|
1.618 |
2,595.6 |
|
1.000 |
2,579.0 |
|
0.618 |
2,568.8 |
|
HIGH |
2,552.2 |
|
0.618 |
2,542.0 |
|
0.500 |
2,538.8 |
|
0.382 |
2,535.6 |
|
LOW |
2,525.4 |
|
0.618 |
2,508.8 |
|
1.000 |
2,498.6 |
|
1.618 |
2,482.0 |
|
2.618 |
2,455.2 |
|
4.250 |
2,411.5 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,544.7 |
2,553.7 |
| PP |
2,541.8 |
2,551.7 |
| S1 |
2,538.8 |
2,549.7 |
|