| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,539.9260 |
2,539.6600 |
-0.2660 |
0.0% |
2,754.0700 |
| High |
2,595.8950 |
2,540.3830 |
-55.5120 |
-2.1% |
2,817.6970 |
| Low |
2,513.7740 |
2,434.9910 |
-78.7830 |
-3.1% |
2,419.2770 |
| Close |
2,539.6600 |
2,518.7960 |
-20.8640 |
-0.8% |
2,518.7960 |
| Range |
82.1210 |
105.3920 |
23.2710 |
28.3% |
398.4200 |
| ATR |
153.5973 |
150.1540 |
-3.4432 |
-2.2% |
0.0000 |
| Volume |
112,549 |
143,340 |
30,791 |
27.4% |
616,964 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.2327 |
2,771.9063 |
2,576.7616 |
|
| R3 |
2,708.8407 |
2,666.5143 |
2,547.7788 |
|
| R2 |
2,603.4487 |
2,603.4487 |
2,538.1179 |
|
| R1 |
2,561.1223 |
2,561.1223 |
2,528.4569 |
2,529.5895 |
| PP |
2,498.0567 |
2,498.0567 |
2,498.0567 |
2,482.2903 |
| S1 |
2,455.7303 |
2,455.7303 |
2,509.1351 |
2,424.1975 |
| S2 |
2,392.6647 |
2,392.6647 |
2,499.4741 |
|
| S3 |
2,287.2727 |
2,350.3383 |
2,489.8132 |
|
| S4 |
2,181.8807 |
2,244.9463 |
2,460.8304 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,780.5167 |
3,548.0763 |
2,737.9270 |
|
| R3 |
3,382.0967 |
3,149.6563 |
2,628.3615 |
|
| R2 |
2,983.6767 |
2,983.6767 |
2,591.8397 |
|
| R1 |
2,751.2363 |
2,751.2363 |
2,555.3178 |
2,668.2465 |
| PP |
2,585.2567 |
2,585.2567 |
2,585.2567 |
2,543.7618 |
| S1 |
2,352.8163 |
2,352.8163 |
2,482.2742 |
2,269.8265 |
| S2 |
2,186.8367 |
2,186.8367 |
2,445.7523 |
|
| S3 |
1,788.4167 |
1,954.3963 |
2,409.2305 |
|
| S4 |
1,389.9967 |
1,555.9763 |
2,299.6650 |
|
|
| 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 |
15.8% |
125.4326 |
5.0% |
25% |
False |
False |
123,392 |
| 10 |
2,817.6970 |
2,419.2770 |
398.4200 |
15.8% |
119.2197 |
4.7% |
25% |
False |
False |
107,717 |
| 20 |
3,019.5260 |
2,188.3390 |
831.1870 |
33.0% |
173.1032 |
6.9% |
40% |
False |
False |
142,239 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
54.3% |
167.2218 |
6.6% |
24% |
False |
False |
128,454 |
| 60 |
3,877.1480 |
2,188.3390 |
1,688.8090 |
67.0% |
164.3040 |
6.5% |
20% |
False |
False |
124,649 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
69.6% |
164.2042 |
6.5% |
19% |
False |
False |
133,300 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
69.6% |
168.5370 |
6.7% |
19% |
False |
False |
132,132 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
75.5% |
182.2721 |
7.2% |
17% |
False |
False |
139,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.2990 |
|
2.618 |
2,816.2993 |
|
1.618 |
2,710.9073 |
|
1.000 |
2,645.7750 |
|
0.618 |
2,605.5153 |
|
HIGH |
2,540.3830 |
|
0.618 |
2,500.1233 |
|
0.500 |
2,487.6870 |
|
0.382 |
2,475.2507 |
|
LOW |
2,434.9910 |
|
0.618 |
2,369.8587 |
|
1.000 |
2,329.5990 |
|
1.618 |
2,264.4667 |
|
2.618 |
2,159.0747 |
|
4.250 |
1,987.0750 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,508.4263 |
2,515.0593 |
| PP |
2,498.0567 |
2,511.3227 |
| S1 |
2,487.6870 |
2,507.5860 |
|