| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,544.3440 |
2,612.1460 |
67.8020 |
2.7% |
2,594.5850 |
| High |
2,628.0270 |
2,678.6320 |
50.6050 |
1.9% |
2,757.5440 |
| Low |
2,536.3680 |
2,567.2260 |
30.8580 |
1.2% |
2,520.0000 |
| Close |
2,612.6260 |
2,618.1600 |
5.5340 |
0.2% |
2,612.6260 |
| Range |
91.6590 |
111.4060 |
19.7470 |
21.5% |
237.5440 |
| ATR |
184.2180 |
179.0171 |
-5.2009 |
-2.8% |
0.0000 |
| Volume |
126,814 |
966 |
-125,848 |
-99.2% |
618,007 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.5573 |
2,898.2647 |
2,679.4333 |
|
| R3 |
2,844.1513 |
2,786.8587 |
2,648.7967 |
|
| R2 |
2,732.7453 |
2,732.7453 |
2,638.5844 |
|
| R1 |
2,675.4527 |
2,675.4527 |
2,628.3722 |
2,704.0990 |
| PP |
2,621.3393 |
2,621.3393 |
2,621.3393 |
2,635.6625 |
| S1 |
2,564.0467 |
2,564.0467 |
2,607.9478 |
2,592.6930 |
| S2 |
2,509.9333 |
2,509.9333 |
2,597.7356 |
|
| S3 |
2,398.5273 |
2,452.6407 |
2,587.5234 |
|
| S4 |
2,287.1213 |
2,341.2347 |
2,556.8867 |
|
|
| 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 |
2,520.9670 |
236.5770 |
9.0% |
118.5710 |
4.5% |
41% |
False |
False |
123,429 |
| 10 |
2,757.5440 |
2,329.8620 |
427.6820 |
16.3% |
155.0086 |
5.9% |
67% |
False |
False |
175,812 |
| 20 |
3,533.1850 |
2,188.3390 |
1,344.8460 |
51.4% |
195.1611 |
7.5% |
32% |
False |
False |
158,159 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
52.2% |
176.3568 |
6.7% |
31% |
False |
False |
125,614 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.9% |
167.5977 |
6.4% |
25% |
False |
False |
131,919 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.9% |
169.3410 |
6.5% |
25% |
False |
False |
133,259 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.9% |
177.4034 |
6.8% |
25% |
False |
False |
133,866 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
72.6% |
194.0088 |
7.4% |
23% |
False |
False |
149,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,152.1075 |
|
2.618 |
2,970.2929 |
|
1.618 |
2,858.8869 |
|
1.000 |
2,790.0380 |
|
0.618 |
2,747.4809 |
|
HIGH |
2,678.6320 |
|
0.618 |
2,636.0749 |
|
0.500 |
2,622.9290 |
|
0.382 |
2,609.7831 |
|
LOW |
2,567.2260 |
|
0.618 |
2,498.3771 |
|
1.000 |
2,455.8200 |
|
1.618 |
2,386.9711 |
|
2.618 |
2,275.5651 |
|
4.250 |
2,093.7505 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,622.9290 |
2,612.2585 |
| PP |
2,621.3393 |
2,606.3570 |
| S1 |
2,619.7497 |
2,600.4555 |
|