| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,689.9530 |
2,581.6980 |
-108.2550 |
-4.0% |
2,612.1460 |
| High |
2,695.2650 |
2,585.3340 |
-109.9310 |
-4.1% |
2,758.0200 |
| Low |
2,565.4250 |
2,419.2770 |
-146.1480 |
-5.7% |
2,541.2060 |
| Close |
2,582.2170 |
2,539.9260 |
-42.2910 |
-1.6% |
2,754.0410 |
| Range |
129.8400 |
166.0570 |
36.2170 |
27.9% |
216.8140 |
| ATR |
158.5599 |
159.0954 |
0.5355 |
0.3% |
0.0000 |
| Volume |
116,150 |
243,947 |
127,797 |
110.0% |
460,214 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.0167 |
2,942.5283 |
2,631.2574 |
|
| R3 |
2,846.9597 |
2,776.4713 |
2,585.5917 |
|
| R2 |
2,680.9027 |
2,680.9027 |
2,570.3698 |
|
| R1 |
2,610.4143 |
2,610.4143 |
2,555.1479 |
2,562.6300 |
| PP |
2,514.8457 |
2,514.8457 |
2,514.8457 |
2,490.9535 |
| S1 |
2,444.3573 |
2,444.3573 |
2,524.7041 |
2,396.5730 |
| S2 |
2,348.7887 |
2,348.7887 |
2,509.4822 |
|
| S3 |
2,182.7317 |
2,278.3003 |
2,494.2603 |
|
| S4 |
2,016.6747 |
2,112.2433 |
2,448.5947 |
|
|
| 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 |
2,419.2770 |
398.4200 |
15.7% |
127.2086 |
5.0% |
30% |
False |
True |
116,304 |
| 10 |
2,817.6970 |
2,419.2770 |
398.4200 |
15.7% |
125.5320 |
4.9% |
30% |
False |
True |
111,153 |
| 20 |
3,243.8370 |
2,188.3390 |
1,055.4980 |
41.6% |
183.1204 |
7.2% |
33% |
False |
False |
146,366 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
53.8% |
175.3556 |
6.9% |
26% |
False |
False |
134,619 |
| 60 |
3,883.2880 |
2,188.3390 |
1,694.9490 |
66.7% |
164.2623 |
6.5% |
21% |
False |
False |
123,899 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
69.0% |
165.1369 |
6.5% |
20% |
False |
False |
131,262 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
69.0% |
173.2776 |
6.8% |
20% |
False |
False |
131,569 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
74.9% |
184.5145 |
7.3% |
18% |
False |
False |
139,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,291.0763 |
|
2.618 |
3,020.0712 |
|
1.618 |
2,854.0142 |
|
1.000 |
2,751.3910 |
|
0.618 |
2,687.9572 |
|
HIGH |
2,585.3340 |
|
0.618 |
2,521.9002 |
|
0.500 |
2,502.3055 |
|
0.382 |
2,482.7108 |
|
LOW |
2,419.2770 |
|
0.618 |
2,316.6538 |
|
1.000 |
2,253.2200 |
|
1.618 |
2,150.5968 |
|
2.618 |
1,984.5398 |
|
4.250 |
1,713.5348 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.3858 |
2,618.4870 |
| PP |
2,514.8457 |
2,592.3000 |
| S1 |
2,502.3055 |
2,566.1130 |
|