| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,573.6520 |
2,594.5850 |
20.9330 |
0.8% |
3,018.9590 |
| High |
2,720.4420 |
2,711.3800 |
-9.0620 |
-0.3% |
3,019.5260 |
| Low |
2,559.6740 |
2,520.0000 |
-39.6740 |
-1.5% |
2,188.3390 |
| Close |
2,595.2150 |
2,682.0840 |
86.8690 |
3.3% |
2,595.2150 |
| Range |
160.7680 |
191.3800 |
30.6120 |
19.0% |
831.1870 |
| ATR |
207.4962 |
206.3450 |
-1.1512 |
-0.6% |
0.0000 |
| Volume |
227,339 |
1,826 |
-225,513 |
-99.2% |
1,149,609 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,211.9613 |
3,138.4027 |
2,787.3430 |
|
| R3 |
3,020.5813 |
2,947.0227 |
2,734.7135 |
|
| R2 |
2,829.2013 |
2,829.2013 |
2,717.1703 |
|
| R1 |
2,755.6427 |
2,755.6427 |
2,699.6272 |
2,792.4220 |
| PP |
2,637.8213 |
2,637.8213 |
2,637.8213 |
2,656.2110 |
| S1 |
2,564.2627 |
2,564.2627 |
2,664.5408 |
2,601.0420 |
| S2 |
2,446.4413 |
2,446.4413 |
2,646.9977 |
|
| S3 |
2,255.0613 |
2,372.8827 |
2,629.4545 |
|
| S4 |
2,063.6813 |
2,181.5027 |
2,576.8250 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,094.5877 |
4,676.0883 |
3,052.3679 |
|
| R3 |
4,263.4007 |
3,844.9013 |
2,823.7914 |
|
| R2 |
3,432.2137 |
3,432.2137 |
2,747.5993 |
|
| R1 |
3,013.7143 |
3,013.7143 |
2,671.4071 |
2,807.3705 |
| PP |
2,601.0267 |
2,601.0267 |
2,601.0267 |
2,497.8548 |
| S1 |
2,182.5273 |
2,182.5273 |
2,519.0229 |
1,976.1835 |
| S2 |
1,769.8397 |
1,769.8397 |
2,442.8307 |
|
| S3 |
938.6527 |
1,351.3403 |
2,366.6386 |
|
| S4 |
107.4657 |
520.1533 |
2,138.0622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.4420 |
2,329.8620 |
390.5800 |
14.6% |
191.4462 |
7.1% |
90% |
False |
False |
228,194 |
| 10 |
3,360.5840 |
2,188.3390 |
1,172.2450 |
43.7% |
241.9553 |
9.0% |
42% |
False |
False |
174,233 |
| 20 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
50.9% |
198.9960 |
7.4% |
36% |
False |
False |
151,382 |
| 40 |
3,649.6480 |
2,188.3390 |
1,461.3090 |
54.5% |
180.8644 |
6.7% |
34% |
False |
False |
125,562 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.3% |
178.8005 |
6.7% |
28% |
False |
False |
139,607 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.3% |
172.7590 |
6.4% |
28% |
False |
False |
132,924 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.3% |
184.8736 |
6.9% |
28% |
False |
False |
134,937 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
70.9% |
195.2790 |
7.3% |
26% |
False |
False |
152,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,524.7450 |
|
2.618 |
3,212.4128 |
|
1.618 |
3,021.0328 |
|
1.000 |
2,902.7600 |
|
0.618 |
2,829.6528 |
|
HIGH |
2,711.3800 |
|
0.618 |
2,638.2728 |
|
0.500 |
2,615.6900 |
|
0.382 |
2,593.1072 |
|
LOW |
2,520.0000 |
|
0.618 |
2,401.7272 |
|
1.000 |
2,328.6200 |
|
1.618 |
2,210.3472 |
|
2.618 |
2,018.9672 |
|
4.250 |
1,706.6350 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.9527 |
2,629.7733 |
| PP |
2,637.8213 |
2,577.4627 |
| S1 |
2,615.6900 |
2,525.1520 |
|