| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,676.1960 |
2,544.3440 |
-131.8520 |
-4.9% |
2,594.5850 |
| High |
2,679.9440 |
2,628.0270 |
-51.9170 |
-1.9% |
2,757.5440 |
| Low |
2,520.9670 |
2,536.3680 |
15.4010 |
0.6% |
2,520.0000 |
| Close |
2,544.3440 |
2,612.6260 |
68.2820 |
2.7% |
2,612.6260 |
| Range |
158.9770 |
91.6590 |
-67.3180 |
-42.3% |
237.5440 |
| ATR |
191.3379 |
184.2180 |
-7.1199 |
-3.7% |
0.0000 |
| Volume |
163,435 |
126,814 |
-36,621 |
-22.4% |
618,007 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.3173 |
2,831.6307 |
2,663.0385 |
|
| R3 |
2,775.6583 |
2,739.9717 |
2,637.8322 |
|
| R2 |
2,683.9993 |
2,683.9993 |
2,629.4302 |
|
| R1 |
2,648.3127 |
2,648.3127 |
2,621.0281 |
2,666.1560 |
| PP |
2,592.3403 |
2,592.3403 |
2,592.3403 |
2,601.2620 |
| S1 |
2,556.6537 |
2,556.6537 |
2,604.2239 |
2,574.4970 |
| S2 |
2,500.6813 |
2,500.6813 |
2,595.8219 |
|
| S3 |
2,409.0223 |
2,464.9947 |
2,587.4198 |
|
| S4 |
2,317.3633 |
2,373.3357 |
2,562.2136 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,342.6887 |
3,215.2013 |
2,743.2752 |
|
| R3 |
3,105.1447 |
2,977.6573 |
2,677.9506 |
|
| R2 |
2,867.6007 |
2,867.6007 |
2,656.1757 |
|
| R1 |
2,740.1133 |
2,740.1133 |
2,634.4009 |
2,803.8570 |
| PP |
2,630.0567 |
2,630.0567 |
2,630.0567 |
2,661.9285 |
| S1 |
2,502.5693 |
2,502.5693 |
2,590.8511 |
2,566.3130 |
| S2 |
2,392.5127 |
2,392.5127 |
2,569.0763 |
|
| S3 |
2,154.9687 |
2,265.0253 |
2,547.3014 |
|
| S4 |
1,917.4247 |
2,027.4813 |
2,481.9768 |
|
|
| 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 |
9.1% |
134.5658 |
5.2% |
39% |
False |
False |
123,601 |
| 10 |
3,019.5260 |
2,188.3390 |
831.1870 |
31.8% |
226.9867 |
8.7% |
51% |
False |
False |
176,761 |
| 20 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
52.3% |
196.5461 |
7.5% |
31% |
False |
False |
158,159 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
52.3% |
175.6294 |
6.7% |
31% |
False |
False |
129,335 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.1% |
168.0331 |
6.4% |
24% |
False |
False |
136,214 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.1% |
170.1673 |
6.5% |
24% |
False |
False |
134,938 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.1% |
177.5701 |
6.8% |
24% |
False |
False |
135,592 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
72.8% |
193.9737 |
7.4% |
22% |
False |
False |
151,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.5778 |
|
2.618 |
2,867.9903 |
|
1.618 |
2,776.3313 |
|
1.000 |
2,719.6860 |
|
0.618 |
2,684.6723 |
|
HIGH |
2,628.0270 |
|
0.618 |
2,593.0133 |
|
0.500 |
2,582.1975 |
|
0.382 |
2,571.3817 |
|
LOW |
2,536.3680 |
|
0.618 |
2,479.7227 |
|
1.000 |
2,444.7090 |
|
1.618 |
2,388.0637 |
|
2.618 |
2,296.4047 |
|
4.250 |
2,146.8173 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.4832 |
2,639.2555 |
| PP |
2,592.3403 |
2,630.3790 |
| S1 |
2,582.1975 |
2,621.5025 |
|