| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,617.7190 |
2,589.9910 |
-27.7280 |
-1.1% |
2,594.5850 |
| High |
2,694.6340 |
2,662.2780 |
-32.3560 |
-1.2% |
2,757.5440 |
| Low |
2,558.4710 |
2,541.2060 |
-17.2650 |
-0.7% |
2,520.0000 |
| Close |
2,590.7220 |
2,631.2090 |
40.4870 |
1.6% |
2,612.6260 |
| Range |
136.1630 |
121.0720 |
-15.0910 |
-11.1% |
237.5440 |
| ATR |
175.9561 |
172.0358 |
-3.9203 |
-2.2% |
0.0000 |
| Volume |
130,962 |
107,837 |
-23,125 |
-17.7% |
618,007 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.7803 |
2,924.0667 |
2,697.7986 |
|
| R3 |
2,853.7083 |
2,802.9947 |
2,664.5038 |
|
| R2 |
2,732.6363 |
2,732.6363 |
2,653.4055 |
|
| R1 |
2,681.9227 |
2,681.9227 |
2,642.3073 |
2,707.2795 |
| PP |
2,611.5643 |
2,611.5643 |
2,611.5643 |
2,624.2428 |
| S1 |
2,560.8507 |
2,560.8507 |
2,620.1107 |
2,586.2075 |
| S2 |
2,490.4923 |
2,490.4923 |
2,609.0125 |
|
| S3 |
2,369.4203 |
2,439.7787 |
2,597.9142 |
|
| S4 |
2,248.3483 |
2,318.7067 |
2,564.6194 |
|
|
| 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 |
2,694.6340 |
2,520.9670 |
173.6670 |
6.6% |
123.8554 |
4.7% |
63% |
False |
False |
106,002 |
| 10 |
2,757.5440 |
2,329.8620 |
427.6820 |
16.3% |
146.4230 |
5.6% |
70% |
False |
False |
135,525 |
| 20 |
3,395.7060 |
2,188.3390 |
1,207.3670 |
45.9% |
194.3097 |
7.4% |
37% |
False |
False |
152,153 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
51.9% |
172.8799 |
6.6% |
32% |
False |
False |
131,482 |
| 60 |
3,924.1650 |
2,188.3390 |
1,735.8260 |
66.0% |
163.6609 |
6.2% |
26% |
False |
False |
124,025 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.6% |
170.3035 |
6.5% |
25% |
False |
False |
133,045 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.6% |
176.7188 |
6.7% |
25% |
False |
False |
132,959 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
72.3% |
192.4113 |
7.3% |
23% |
False |
False |
145,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.8340 |
|
2.618 |
2,979.2445 |
|
1.618 |
2,858.1725 |
|
1.000 |
2,783.3500 |
|
0.618 |
2,737.1005 |
|
HIGH |
2,662.2780 |
|
0.618 |
2,616.0285 |
|
0.500 |
2,601.7420 |
|
0.382 |
2,587.4555 |
|
LOW |
2,541.2060 |
|
0.618 |
2,466.3835 |
|
1.000 |
2,420.1340 |
|
1.618 |
2,345.3115 |
|
2.618 |
2,224.2395 |
|
4.250 |
2,026.6500 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.3867 |
2,626.7793 |
| PP |
2,611.5643 |
2,622.3497 |
| S1 |
2,601.7420 |
2,617.9200 |
|