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 |
134.80 |
134.42 |
-0.38 |
-0.3% |
134.60 |
High |
134.97 |
135.48 |
0.52 |
0.4% |
135.65 |
Low |
133.86 |
133.57 |
-0.29 |
-0.2% |
132.63 |
Close |
134.50 |
133.87 |
-0.63 |
-0.5% |
133.87 |
Range |
1.11 |
1.91 |
0.81 |
72.9% |
3.02 |
ATR |
2.06 |
2.05 |
-0.01 |
-0.5% |
0.00 |
Volume |
1,570,000 |
1,930,100 |
360,100 |
22.9% |
7,243,618 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.04 |
138.86 |
134.92 |
|
R3 |
138.13 |
136.95 |
134.40 |
|
R2 |
136.22 |
136.22 |
134.22 |
|
R1 |
135.04 |
135.04 |
134.05 |
134.68 |
PP |
134.31 |
134.31 |
134.31 |
134.12 |
S1 |
133.13 |
133.13 |
133.69 |
132.77 |
S2 |
132.40 |
132.40 |
133.52 |
|
S3 |
130.49 |
131.22 |
133.34 |
|
S4 |
128.58 |
129.31 |
132.82 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.11 |
141.51 |
135.53 |
|
R3 |
140.09 |
138.49 |
134.70 |
|
R2 |
137.07 |
137.07 |
134.42 |
|
R1 |
135.47 |
135.47 |
134.15 |
134.76 |
PP |
134.05 |
134.05 |
134.05 |
133.70 |
S1 |
132.45 |
132.45 |
133.59 |
131.74 |
S2 |
131.03 |
131.03 |
133.32 |
|
S3 |
128.01 |
129.43 |
133.04 |
|
S4 |
124.99 |
126.41 |
132.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.90 |
132.63 |
3.27 |
2.4% |
1.77 |
1.3% |
38% |
False |
False |
1,827,283 |
10 |
137.41 |
132.63 |
4.78 |
3.6% |
1.80 |
1.3% |
26% |
False |
False |
1,693,709 |
20 |
138.43 |
132.63 |
5.80 |
4.3% |
1.69 |
1.3% |
21% |
False |
False |
1,539,881 |
40 |
139.87 |
124.76 |
15.11 |
11.3% |
2.22 |
1.7% |
60% |
False |
False |
1,721,618 |
60 |
139.87 |
124.76 |
15.11 |
11.3% |
2.12 |
1.6% |
60% |
False |
False |
1,839,633 |
80 |
142.23 |
124.76 |
17.47 |
13.0% |
2.11 |
1.6% |
52% |
False |
False |
1,779,646 |
100 |
143.20 |
124.76 |
18.44 |
13.8% |
2.10 |
1.6% |
49% |
False |
False |
1,868,008 |
120 |
143.20 |
124.76 |
18.44 |
13.8% |
2.06 |
1.5% |
49% |
False |
False |
1,855,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.60 |
2.618 |
140.48 |
1.618 |
138.57 |
1.000 |
137.39 |
0.618 |
136.66 |
HIGH |
135.48 |
0.618 |
134.75 |
0.500 |
134.53 |
0.382 |
134.30 |
LOW |
133.57 |
0.618 |
132.39 |
1.000 |
131.66 |
1.618 |
130.48 |
2.618 |
128.57 |
4.250 |
125.45 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.53 |
134.53 |
PP |
134.31 |
134.31 |
S1 |
134.09 |
134.09 |
|