| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,594.5850 |
2,681.8470 |
87.2620 |
3.4% |
3,018.9590 |
| High |
2,711.3800 |
2,736.8100 |
25.4300 |
0.9% |
3,019.5260 |
| Low |
2,520.0000 |
2,623.2460 |
103.2460 |
4.1% |
2,188.3390 |
| Close |
2,682.0840 |
2,701.0850 |
19.0010 |
0.7% |
2,595.2150 |
| Range |
191.3800 |
113.5640 |
-77.8160 |
-40.7% |
831.1870 |
| ATR |
206.3450 |
199.7178 |
-6.6272 |
-3.2% |
0.0000 |
| Volume |
1,826 |
148,307 |
146,481 |
8,022.0% |
1,149,609 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.7390 |
2,977.9760 |
2,763.5452 |
|
| R3 |
2,914.1750 |
2,864.4120 |
2,732.3151 |
|
| R2 |
2,800.6110 |
2,800.6110 |
2,721.9051 |
|
| R1 |
2,750.8480 |
2,750.8480 |
2,711.4950 |
2,775.7295 |
| PP |
2,687.0470 |
2,687.0470 |
2,687.0470 |
2,699.4878 |
| S1 |
2,637.2840 |
2,637.2840 |
2,690.6750 |
2,662.1655 |
| S2 |
2,573.4830 |
2,573.4830 |
2,680.2649 |
|
| S3 |
2,459.9190 |
2,523.7200 |
2,669.8549 |
|
| S4 |
2,346.3550 |
2,410.1560 |
2,638.6248 |
|
|
| 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 |
2,736.8100 |
2,329.8620 |
406.9480 |
15.1% |
187.3866 |
6.9% |
91% |
True |
False |
187,968 |
| 10 |
3,338.7830 |
2,188.3390 |
1,150.4440 |
42.6% |
241.0073 |
8.9% |
45% |
False |
False |
176,371 |
| 20 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
50.6% |
198.2666 |
7.3% |
38% |
False |
False |
151,469 |
| 40 |
3,649.6480 |
2,188.3390 |
1,461.3090 |
54.1% |
179.6428 |
6.7% |
35% |
False |
False |
126,321 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
64.9% |
178.8661 |
6.6% |
29% |
False |
False |
140,044 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
64.9% |
172.6371 |
6.4% |
29% |
False |
False |
132,969 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
64.9% |
181.8935 |
6.7% |
29% |
False |
False |
136,367 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
70.4% |
195.0299 |
7.2% |
27% |
False |
False |
151,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,219.4570 |
|
2.618 |
3,034.1206 |
|
1.618 |
2,920.5566 |
|
1.000 |
2,850.3740 |
|
0.618 |
2,806.9926 |
|
HIGH |
2,736.8100 |
|
0.618 |
2,693.4286 |
|
0.500 |
2,680.0280 |
|
0.382 |
2,666.6274 |
|
LOW |
2,623.2460 |
|
0.618 |
2,553.0634 |
|
1.000 |
2,509.6820 |
|
1.618 |
2,439.4994 |
|
2.618 |
2,325.9354 |
|
4.250 |
2,140.5990 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.0660 |
2,676.8583 |
| PP |
2,687.0470 |
2,652.6317 |
| S1 |
2,680.0280 |
2,628.4050 |
|