| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,589.9910 |
2,631.2090 |
41.2180 |
1.6% |
2,594.5850 |
| High |
2,662.2780 |
2,644.8230 |
-17.4550 |
-0.7% |
2,757.5440 |
| Low |
2,541.2060 |
2,588.5780 |
47.3720 |
1.9% |
2,520.0000 |
| Close |
2,631.2090 |
2,624.0020 |
-7.2070 |
-0.3% |
2,612.6260 |
| Range |
121.0720 |
56.2450 |
-64.8270 |
-53.5% |
237.5440 |
| ATR |
172.0358 |
163.7650 |
-8.2708 |
-4.8% |
0.0000 |
| Volume |
107,837 |
88,453 |
-19,384 |
-18.0% |
618,007 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.8693 |
2,762.1807 |
2,654.9368 |
|
| R3 |
2,731.6243 |
2,705.9357 |
2,639.4694 |
|
| R2 |
2,675.3793 |
2,675.3793 |
2,634.3136 |
|
| R1 |
2,649.6907 |
2,649.6907 |
2,629.1578 |
2,634.4125 |
| PP |
2,619.1343 |
2,619.1343 |
2,619.1343 |
2,611.4953 |
| S1 |
2,593.4457 |
2,593.4457 |
2,618.8462 |
2,578.1675 |
| S2 |
2,562.8893 |
2,562.8893 |
2,613.6904 |
|
| S3 |
2,506.6443 |
2,537.2007 |
2,608.5346 |
|
| S4 |
2,450.3993 |
2,480.9557 |
2,593.0673 |
|
|
| 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 |
2,536.3680 |
158.2660 |
6.0% |
103.3090 |
3.9% |
55% |
False |
False |
91,006 |
| 10 |
2,757.5440 |
2,520.0000 |
237.5440 |
9.1% |
125.8483 |
4.8% |
44% |
False |
False |
117,356 |
| 20 |
3,395.7060 |
2,188.3390 |
1,207.3670 |
46.0% |
183.4905 |
7.0% |
36% |
False |
False |
142,566 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
52.1% |
172.0047 |
6.6% |
32% |
False |
False |
130,793 |
| 60 |
3,883.2880 |
2,188.3390 |
1,694.9490 |
64.6% |
162.2833 |
6.2% |
26% |
False |
False |
122,917 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.8% |
167.6796 |
6.4% |
25% |
False |
False |
134,134 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
66.8% |
174.9425 |
6.7% |
25% |
False |
False |
133,827 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
72.5% |
191.7188 |
7.3% |
23% |
False |
False |
145,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.8643 |
|
2.618 |
2,792.0724 |
|
1.618 |
2,735.8274 |
|
1.000 |
2,701.0680 |
|
0.618 |
2,679.5824 |
|
HIGH |
2,644.8230 |
|
0.618 |
2,623.3374 |
|
0.500 |
2,616.7005 |
|
0.382 |
2,610.0636 |
|
LOW |
2,588.5780 |
|
0.618 |
2,553.8186 |
|
1.000 |
2,532.3330 |
|
1.618 |
2,497.5736 |
|
2.618 |
2,441.3286 |
|
4.250 |
2,349.5368 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.5682 |
2,621.9747 |
| PP |
2,619.1343 |
2,619.9473 |
| S1 |
2,616.7005 |
2,617.9200 |
|