| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,700.1870 |
2,676.1960 |
-23.9910 |
-0.9% |
3,018.9590 |
| High |
2,757.5440 |
2,679.9440 |
-77.6000 |
-2.8% |
3,019.5260 |
| Low |
2,640.2950 |
2,520.9670 |
-119.3280 |
-4.5% |
2,188.3390 |
| Close |
2,676.1960 |
2,544.3440 |
-131.8520 |
-4.9% |
2,595.2150 |
| Range |
117.2490 |
158.9770 |
41.7280 |
35.6% |
831.1870 |
| ATR |
193.8272 |
191.3379 |
-2.4893 |
-1.3% |
0.0000 |
| Volume |
177,625 |
163,435 |
-14,190 |
-8.0% |
1,149,609 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,058.6827 |
2,960.4903 |
2,631.7814 |
|
| R3 |
2,899.7057 |
2,801.5133 |
2,588.0627 |
|
| R2 |
2,740.7287 |
2,740.7287 |
2,573.4898 |
|
| R1 |
2,642.5363 |
2,642.5363 |
2,558.9169 |
2,612.1440 |
| PP |
2,581.7517 |
2,581.7517 |
2,581.7517 |
2,566.5555 |
| S1 |
2,483.5593 |
2,483.5593 |
2,529.7711 |
2,453.1670 |
| S2 |
2,422.7747 |
2,422.7747 |
2,515.1982 |
|
| S3 |
2,263.7977 |
2,324.5823 |
2,500.6253 |
|
| S4 |
2,104.8207 |
2,165.6053 |
2,456.9067 |
|
|
| 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 |
2,757.5440 |
2,520.0000 |
237.5440 |
9.3% |
148.3876 |
5.8% |
10% |
False |
False |
143,706 |
| 10 |
3,212.8250 |
2,188.3390 |
1,024.4860 |
40.3% |
240.1596 |
9.4% |
35% |
False |
False |
181,577 |
| 20 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
53.7% |
200.0821 |
7.9% |
26% |
False |
False |
158,220 |
| 40 |
3,619.5530 |
2,188.3390 |
1,431.2140 |
56.3% |
176.6680 |
6.9% |
25% |
False |
False |
130,101 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
68.9% |
172.0812 |
6.8% |
20% |
False |
False |
143,448 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
68.9% |
170.3068 |
6.7% |
20% |
False |
False |
134,757 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
68.9% |
180.5638 |
7.1% |
20% |
False |
False |
134,346 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
74.8% |
195.6209 |
7.7% |
19% |
False |
False |
150,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.5963 |
|
2.618 |
3,096.1458 |
|
1.618 |
2,937.1688 |
|
1.000 |
2,838.9210 |
|
0.618 |
2,778.1918 |
|
HIGH |
2,679.9440 |
|
0.618 |
2,619.2148 |
|
0.500 |
2,600.4555 |
|
0.382 |
2,581.6962 |
|
LOW |
2,520.9670 |
|
0.618 |
2,422.7192 |
|
1.000 |
2,361.9900 |
|
1.618 |
2,263.7422 |
|
2.618 |
2,104.7652 |
|
4.250 |
1,845.3148 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,600.4555 |
2,639.2555 |
| PP |
2,581.7517 |
2,607.6183 |
| S1 |
2,563.0478 |
2,575.9812 |
|