| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,427.05 |
2,431.10 |
4.05 |
0.2% |
2,446.00 |
| High |
2,435.19 |
2,472.36 |
37.17 |
1.5% |
2,455.90 |
| Low |
2,417.83 |
2,424.62 |
6.79 |
0.3% |
2,369.10 |
| Close |
2,431.10 |
2,472.26 |
41.16 |
1.7% |
2,431.10 |
| Range |
17.36 |
47.74 |
30.38 |
175.0% |
86.80 |
| ATR |
35.72 |
36.58 |
0.86 |
2.4% |
0.00 |
| Volume |
5,311 |
5,271 |
-40 |
-0.8% |
24,737 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.63 |
2,583.69 |
2,498.52 |
|
| R3 |
2,551.89 |
2,535.95 |
2,485.39 |
|
| R2 |
2,504.15 |
2,504.15 |
2,481.01 |
|
| R1 |
2,488.21 |
2,488.21 |
2,476.64 |
2,496.18 |
| PP |
2,456.41 |
2,456.41 |
2,456.41 |
2,460.40 |
| S1 |
2,440.47 |
2,440.47 |
2,467.88 |
2,448.44 |
| S2 |
2,408.67 |
2,408.67 |
2,463.51 |
|
| S3 |
2,360.93 |
2,392.73 |
2,459.13 |
|
| S4 |
2,313.19 |
2,344.99 |
2,446.00 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.10 |
2,641.90 |
2,478.84 |
|
| R3 |
2,592.30 |
2,555.10 |
2,454.97 |
|
| R2 |
2,505.50 |
2,505.50 |
2,447.01 |
|
| R1 |
2,468.30 |
2,468.30 |
2,439.06 |
2,443.50 |
| PP |
2,418.70 |
2,418.70 |
2,418.70 |
2,406.30 |
| S1 |
2,381.50 |
2,381.50 |
2,423.14 |
2,356.70 |
| S2 |
2,331.90 |
2,331.90 |
2,415.19 |
|
| S3 |
2,245.10 |
2,294.70 |
2,407.23 |
|
| S4 |
2,158.30 |
2,207.90 |
2,383.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,472.36 |
2,381.66 |
90.70 |
3.7% |
33.42 |
1.4% |
100% |
True |
False |
5,130 |
| 10 |
2,474.58 |
2,369.10 |
105.48 |
4.3% |
41.26 |
1.7% |
98% |
False |
False |
5,014 |
| 20 |
2,481.63 |
2,354.48 |
127.15 |
5.1% |
37.84 |
1.5% |
93% |
False |
False |
5,051 |
| 40 |
2,481.63 |
2,295.86 |
185.77 |
7.5% |
33.04 |
1.3% |
95% |
False |
False |
5,195 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.8% |
33.27 |
1.3% |
95% |
False |
False |
5,183 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.1% |
33.13 |
1.3% |
95% |
False |
False |
5,166 |
| 100 |
2,481.63 |
2,151.06 |
330.57 |
13.4% |
33.98 |
1.4% |
97% |
False |
False |
5,137 |
| 120 |
2,481.63 |
2,016.41 |
465.22 |
18.8% |
31.84 |
1.3% |
98% |
False |
False |
5,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,675.26 |
|
2.618 |
2,597.34 |
|
1.618 |
2,549.60 |
|
1.000 |
2,520.10 |
|
0.618 |
2,501.86 |
|
HIGH |
2,472.36 |
|
0.618 |
2,454.12 |
|
0.500 |
2,448.49 |
|
0.382 |
2,442.86 |
|
LOW |
2,424.62 |
|
0.618 |
2,395.12 |
|
1.000 |
2,376.88 |
|
1.618 |
2,347.38 |
|
2.618 |
2,299.64 |
|
4.250 |
2,221.73 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,464.34 |
2,457.18 |
| PP |
2,456.41 |
2,442.09 |
| S1 |
2,448.49 |
2,427.01 |
|