| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,547.6 |
2,565.9 |
18.3 |
0.7% |
2,554.9 |
| High |
2,575.0 |
2,581.2 |
6.2 |
0.2% |
2,581.2 |
| Low |
2,545.6 |
2,536.1 |
-9.5 |
-0.4% |
2,525.4 |
| Close |
2,564.8 |
2,546.0 |
-18.8 |
-0.7% |
2,546.0 |
| Range |
29.4 |
45.1 |
15.7 |
53.4% |
55.8 |
| ATR |
33.8 |
34.6 |
0.8 |
2.4% |
0.0 |
| Volume |
2,213 |
2,915 |
702 |
31.7% |
13,119 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.7 |
2,663.0 |
2,570.8 |
|
| R3 |
2,644.6 |
2,617.9 |
2,558.4 |
|
| R2 |
2,599.5 |
2,599.5 |
2,554.3 |
|
| R1 |
2,572.8 |
2,572.8 |
2,550.1 |
2,563.6 |
| PP |
2,554.4 |
2,554.4 |
2,554.4 |
2,549.9 |
| S1 |
2,527.7 |
2,527.7 |
2,541.9 |
2,518.5 |
| S2 |
2,509.3 |
2,509.3 |
2,537.7 |
|
| S3 |
2,464.2 |
2,482.6 |
2,533.6 |
|
| S4 |
2,419.1 |
2,437.5 |
2,521.2 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.3 |
2,687.9 |
2,576.7 |
|
| R3 |
2,662.5 |
2,632.1 |
2,561.3 |
|
| R2 |
2,606.7 |
2,606.7 |
2,556.2 |
|
| R1 |
2,576.3 |
2,576.3 |
2,551.1 |
2,563.6 |
| PP |
2,550.9 |
2,550.9 |
2,550.9 |
2,544.5 |
| S1 |
2,520.5 |
2,520.5 |
2,540.9 |
2,507.8 |
| S2 |
2,495.1 |
2,495.1 |
2,535.8 |
|
| S3 |
2,439.3 |
2,464.7 |
2,530.7 |
|
| S4 |
2,383.5 |
2,408.9 |
2,515.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,581.9 |
2,525.4 |
56.5 |
2.2% |
33.8 |
1.3% |
36% |
False |
False |
3,677 |
| 10 |
2,585.4 |
2,525.4 |
60.0 |
2.4% |
30.1 |
1.2% |
34% |
False |
False |
2,652 |
| 20 |
2,592.5 |
2,479.1 |
113.4 |
4.5% |
32.4 |
1.3% |
59% |
False |
False |
2,388 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.8 |
1.4% |
73% |
False |
False |
2,247 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.6 |
1.3% |
79% |
False |
False |
2,007 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.9 |
1.3% |
79% |
False |
False |
1,625 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.1 |
1.3% |
79% |
False |
False |
1,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.9 |
|
2.618 |
2,699.3 |
|
1.618 |
2,654.2 |
|
1.000 |
2,626.3 |
|
0.618 |
2,609.1 |
|
HIGH |
2,581.2 |
|
0.618 |
2,564.0 |
|
0.500 |
2,558.7 |
|
0.382 |
2,553.3 |
|
LOW |
2,536.1 |
|
0.618 |
2,508.2 |
|
1.000 |
2,491.0 |
|
1.618 |
2,463.1 |
|
2.618 |
2,418.0 |
|
4.250 |
2,344.4 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,558.7 |
2,553.3 |
| PP |
2,554.4 |
2,550.9 |
| S1 |
2,550.2 |
2,548.4 |
|