| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,612.1460 |
2,617.7190 |
5.5730 |
0.2% |
2,594.5850 |
| High |
2,678.6320 |
2,694.6340 |
16.0020 |
0.6% |
2,757.5440 |
| Low |
2,567.2260 |
2,558.4710 |
-8.7550 |
-0.3% |
2,520.0000 |
| Close |
2,618.1600 |
2,590.7220 |
-27.4380 |
-1.0% |
2,612.6260 |
| Range |
111.4060 |
136.1630 |
24.7570 |
22.2% |
237.5440 |
| ATR |
179.0171 |
175.9561 |
-3.0610 |
-1.7% |
0.0000 |
| Volume |
966 |
130,962 |
129,996 |
13,457.1% |
618,007 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.0980 |
2,943.0730 |
2,665.6117 |
|
| R3 |
2,886.9350 |
2,806.9100 |
2,628.1668 |
|
| R2 |
2,750.7720 |
2,750.7720 |
2,615.6852 |
|
| R1 |
2,670.7470 |
2,670.7470 |
2,603.2036 |
2,642.6780 |
| PP |
2,614.6090 |
2,614.6090 |
2,614.6090 |
2,600.5745 |
| S1 |
2,534.5840 |
2,534.5840 |
2,578.2404 |
2,506.5150 |
| S2 |
2,478.4460 |
2,478.4460 |
2,565.7588 |
|
| S3 |
2,342.2830 |
2,398.4210 |
2,553.2772 |
|
| S4 |
2,206.1200 |
2,262.2580 |
2,515.8324 |
|
|
| 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 |
9.1% |
123.0908 |
4.8% |
29% |
False |
False |
119,960 |
| 10 |
2,757.5440 |
2,329.8620 |
427.6820 |
16.5% |
155.2387 |
6.0% |
61% |
False |
False |
153,964 |
| 20 |
3,497.9880 |
2,188.3390 |
1,309.6490 |
50.6% |
195.0764 |
7.5% |
31% |
False |
False |
154,774 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
52.7% |
172.7300 |
6.7% |
29% |
False |
False |
128,827 |
| 60 |
3,924.1650 |
2,188.3390 |
1,735.8260 |
67.0% |
165.4552 |
6.4% |
23% |
False |
False |
127,466 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.6% |
169.8444 |
6.6% |
23% |
False |
False |
133,041 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.6% |
176.8278 |
6.8% |
23% |
False |
False |
133,268 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
73.4% |
193.0105 |
7.5% |
21% |
False |
False |
147,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.3268 |
|
2.618 |
3,051.1087 |
|
1.618 |
2,914.9457 |
|
1.000 |
2,830.7970 |
|
0.618 |
2,778.7827 |
|
HIGH |
2,694.6340 |
|
0.618 |
2,642.6197 |
|
0.500 |
2,626.5525 |
|
0.382 |
2,610.4853 |
|
LOW |
2,558.4710 |
|
0.618 |
2,474.3223 |
|
1.000 |
2,422.3080 |
|
1.618 |
2,338.1593 |
|
2.618 |
2,201.9963 |
|
4.250 |
1,979.7783 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,626.5525 |
2,615.5010 |
| PP |
2,614.6090 |
2,607.2413 |
| S1 |
2,602.6655 |
2,598.9817 |
|