| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,754.0700 |
2,689.9530 |
-64.1170 |
-2.3% |
2,612.1460 |
| High |
2,817.6970 |
2,695.2650 |
-122.4320 |
-4.3% |
2,758.0200 |
| Low |
2,673.9440 |
2,565.4250 |
-108.5190 |
-4.1% |
2,541.2060 |
| Close |
2,689.9530 |
2,582.2170 |
-107.7360 |
-4.0% |
2,754.0410 |
| Range |
143.7530 |
129.8400 |
-13.9130 |
-9.7% |
216.8140 |
| ATR |
160.7692 |
158.5599 |
-2.2092 |
-1.4% |
0.0000 |
| Volume |
978 |
116,150 |
115,172 |
11,776.3% |
460,214 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.8223 |
2,922.8597 |
2,653.6290 |
|
| R3 |
2,873.9823 |
2,793.0197 |
2,617.9230 |
|
| R2 |
2,744.1423 |
2,744.1423 |
2,606.0210 |
|
| R1 |
2,663.1797 |
2,663.1797 |
2,594.1190 |
2,638.7410 |
| PP |
2,614.3023 |
2,614.3023 |
2,614.3023 |
2,602.0830 |
| S1 |
2,533.3397 |
2,533.3397 |
2,570.3150 |
2,508.9010 |
| S2 |
2,484.4623 |
2,484.4623 |
2,558.4130 |
|
| S3 |
2,354.6223 |
2,403.4997 |
2,546.5110 |
|
| S4 |
2,224.7823 |
2,273.6597 |
2,510.8050 |
|
|
| 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 |
10.7% |
118.2116 |
4.6% |
15% |
False |
False |
89,082 |
| 10 |
2,817.6970 |
2,520.9670 |
296.7300 |
11.5% |
120.6512 |
4.7% |
21% |
False |
False |
104,521 |
| 20 |
3,338.7830 |
2,188.3390 |
1,150.4440 |
44.6% |
180.8293 |
7.0% |
34% |
False |
False |
140,446 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
52.9% |
172.8464 |
6.7% |
29% |
False |
False |
130,256 |
| 60 |
3,883.2880 |
2,188.3390 |
1,694.9490 |
65.6% |
163.1695 |
6.3% |
23% |
False |
False |
119,851 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.9% |
165.1363 |
6.4% |
22% |
False |
False |
130,036 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
67.9% |
172.8284 |
6.7% |
22% |
False |
False |
130,591 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
73.7% |
184.7449 |
7.2% |
21% |
False |
False |
139,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,247.0850 |
|
2.618 |
3,035.1861 |
|
1.618 |
2,905.3461 |
|
1.000 |
2,825.1050 |
|
0.618 |
2,775.5061 |
|
HIGH |
2,695.2650 |
|
0.618 |
2,645.6661 |
|
0.500 |
2,630.3450 |
|
0.382 |
2,615.0239 |
|
LOW |
2,565.4250 |
|
0.618 |
2,485.1839 |
|
1.000 |
2,435.5850 |
|
1.618 |
2,355.3439 |
|
2.618 |
2,225.5039 |
|
4.250 |
2,013.6050 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,630.3450 |
2,691.5610 |
| PP |
2,614.3023 |
2,655.1130 |
| S1 |
2,598.2597 |
2,618.6650 |
|