| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,431.10 |
2,472.22 |
41.12 |
1.7% |
2,446.00 |
| High |
2,472.36 |
2,476.29 |
3.93 |
0.2% |
2,455.90 |
| Low |
2,424.62 |
2,459.42 |
34.80 |
1.4% |
2,369.10 |
| Close |
2,472.26 |
2,465.39 |
-6.87 |
-0.3% |
2,431.10 |
| Range |
47.74 |
16.87 |
-30.87 |
-64.7% |
86.80 |
| ATR |
36.58 |
35.17 |
-1.41 |
-3.8% |
0.00 |
| Volume |
5,271 |
5,280 |
9 |
0.2% |
24,737 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.64 |
2,508.39 |
2,474.67 |
|
| R3 |
2,500.77 |
2,491.52 |
2,470.03 |
|
| R2 |
2,483.90 |
2,483.90 |
2,468.48 |
|
| R1 |
2,474.65 |
2,474.65 |
2,466.94 |
2,470.84 |
| PP |
2,467.03 |
2,467.03 |
2,467.03 |
2,465.13 |
| S1 |
2,457.78 |
2,457.78 |
2,463.84 |
2,453.97 |
| S2 |
2,450.16 |
2,450.16 |
2,462.30 |
|
| S3 |
2,433.29 |
2,440.91 |
2,460.75 |
|
| S4 |
2,416.42 |
2,424.04 |
2,456.11 |
|
|
| 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 |
2,476.29 |
2,381.66 |
94.63 |
3.8% |
30.10 |
1.2% |
88% |
True |
False |
5,209 |
| 10 |
2,476.29 |
2,369.10 |
107.19 |
4.3% |
39.62 |
1.6% |
90% |
True |
False |
5,015 |
| 20 |
2,481.63 |
2,354.48 |
127.15 |
5.2% |
36.25 |
1.5% |
87% |
False |
False |
5,050 |
| 40 |
2,481.63 |
2,295.86 |
185.77 |
7.5% |
32.65 |
1.3% |
91% |
False |
False |
5,194 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
33.16 |
1.3% |
92% |
False |
False |
5,184 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.1% |
32.98 |
1.3% |
92% |
False |
False |
5,167 |
| 100 |
2,481.63 |
2,159.42 |
322.21 |
13.1% |
33.79 |
1.4% |
95% |
False |
False |
5,135 |
| 120 |
2,481.63 |
2,016.41 |
465.22 |
18.9% |
31.89 |
1.3% |
97% |
False |
False |
5,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.99 |
|
2.618 |
2,520.46 |
|
1.618 |
2,503.59 |
|
1.000 |
2,493.16 |
|
0.618 |
2,486.72 |
|
HIGH |
2,476.29 |
|
0.618 |
2,469.85 |
|
0.500 |
2,467.86 |
|
0.382 |
2,465.86 |
|
LOW |
2,459.42 |
|
0.618 |
2,448.99 |
|
1.000 |
2,442.55 |
|
1.618 |
2,432.12 |
|
2.618 |
2,415.25 |
|
4.250 |
2,387.72 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,467.86 |
2,459.28 |
| PP |
2,467.03 |
2,453.17 |
| S1 |
2,466.21 |
2,447.06 |
|