| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,623.9040 |
2,754.0700 |
130.1660 |
5.0% |
2,612.1460 |
| High |
2,758.0200 |
2,817.6970 |
59.6770 |
2.2% |
2,758.0200 |
| Low |
2,617.8720 |
2,673.9440 |
56.0720 |
2.1% |
2,541.2060 |
| Close |
2,754.0410 |
2,689.9530 |
-64.0880 |
-2.3% |
2,754.0410 |
| Range |
140.1480 |
143.7530 |
3.6050 |
2.6% |
216.8140 |
| ATR |
162.0781 |
160.7692 |
-1.3089 |
-0.8% |
0.0000 |
| Volume |
131,996 |
978 |
-131,018 |
-99.3% |
460,214 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.4570 |
3,067.9580 |
2,769.0172 |
|
| R3 |
3,014.7040 |
2,924.2050 |
2,729.4851 |
|
| R2 |
2,870.9510 |
2,870.9510 |
2,716.3077 |
|
| R1 |
2,780.4520 |
2,780.4520 |
2,703.1304 |
2,753.8250 |
| PP |
2,727.1980 |
2,727.1980 |
2,727.1980 |
2,713.8845 |
| S1 |
2,636.6990 |
2,636.6990 |
2,676.7756 |
2,610.0720 |
| S2 |
2,583.4450 |
2,583.4450 |
2,663.5983 |
|
| S3 |
2,439.6920 |
2,492.9460 |
2,650.4209 |
|
| S4 |
2,295.9390 |
2,349.1930 |
2,610.8889 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,334.8643 |
3,261.2667 |
2,873.2887 |
|
| R3 |
3,118.0503 |
3,044.4527 |
2,813.6649 |
|
| R2 |
2,901.2363 |
2,901.2363 |
2,793.7902 |
|
| R1 |
2,827.6387 |
2,827.6387 |
2,773.9156 |
2,864.4375 |
| PP |
2,684.4223 |
2,684.4223 |
2,684.4223 |
2,702.8218 |
| S1 |
2,610.8247 |
2,610.8247 |
2,734.1664 |
2,647.6235 |
| S2 |
2,467.6083 |
2,467.6083 |
2,714.2918 |
|
| S3 |
2,250.7943 |
2,394.0107 |
2,694.4172 |
|
| S4 |
2,033.9803 |
2,177.1967 |
2,634.7933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,817.6970 |
2,541.2060 |
276.4910 |
10.3% |
119.4762 |
4.4% |
54% |
True |
False |
92,045 |
| 10 |
2,817.6970 |
2,520.9670 |
296.7300 |
11.0% |
119.0236 |
4.4% |
57% |
True |
False |
107,737 |
| 20 |
3,360.5840 |
2,188.3390 |
1,172.2450 |
43.6% |
180.4895 |
6.7% |
43% |
False |
False |
140,985 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
50.8% |
173.5387 |
6.5% |
37% |
False |
False |
127,378 |
| 60 |
3,883.2880 |
2,188.3390 |
1,694.9490 |
63.0% |
162.8116 |
6.1% |
30% |
False |
False |
120,137 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.1% |
164.9238 |
6.1% |
29% |
False |
False |
130,198 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.1% |
173.2850 |
6.4% |
29% |
False |
False |
131,116 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
70.7% |
187.3028 |
7.0% |
26% |
False |
False |
141,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,428.6473 |
|
2.618 |
3,194.0424 |
|
1.618 |
3,050.2894 |
|
1.000 |
2,961.4500 |
|
0.618 |
2,906.5364 |
|
HIGH |
2,817.6970 |
|
0.618 |
2,762.7834 |
|
0.500 |
2,745.8205 |
|
0.382 |
2,728.8576 |
|
LOW |
2,673.9440 |
|
0.618 |
2,585.1046 |
|
1.000 |
2,530.1910 |
|
1.618 |
2,441.3516 |
|
2.618 |
2,297.5986 |
|
4.250 |
2,062.9938 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.8205 |
2,703.1375 |
| PP |
2,727.1980 |
2,698.7427 |
| S1 |
2,708.5755 |
2,694.3478 |
|