| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,472.22 |
2,465.35 |
-6.87 |
-0.3% |
2,446.00 |
| High |
2,476.29 |
2,475.27 |
-1.02 |
0.0% |
2,455.90 |
| Low |
2,459.42 |
2,440.04 |
-19.38 |
-0.8% |
2,369.10 |
| Close |
2,465.39 |
2,447.97 |
-17.42 |
-0.7% |
2,431.10 |
| Range |
16.87 |
35.23 |
18.36 |
108.8% |
86.80 |
| ATR |
35.17 |
35.17 |
0.00 |
0.0% |
0.00 |
| Volume |
5,280 |
5,322 |
42 |
0.8% |
24,737 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.12 |
2,539.27 |
2,467.35 |
|
| R3 |
2,524.89 |
2,504.04 |
2,457.66 |
|
| R2 |
2,489.66 |
2,489.66 |
2,454.43 |
|
| R1 |
2,468.81 |
2,468.81 |
2,451.20 |
2,461.62 |
| PP |
2,454.43 |
2,454.43 |
2,454.43 |
2,450.83 |
| S1 |
2,433.58 |
2,433.58 |
2,444.74 |
2,426.39 |
| S2 |
2,419.20 |
2,419.20 |
2,441.51 |
|
| S3 |
2,383.97 |
2,398.35 |
2,438.28 |
|
| S4 |
2,348.74 |
2,363.12 |
2,428.59 |
|
|
| 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 |
3.9% |
32.52 |
1.3% |
70% |
False |
False |
5,263 |
| 10 |
2,476.29 |
2,369.10 |
107.19 |
4.4% |
38.66 |
1.6% |
74% |
False |
False |
5,037 |
| 20 |
2,476.29 |
2,354.48 |
121.81 |
5.0% |
36.54 |
1.5% |
77% |
False |
False |
5,064 |
| 40 |
2,481.63 |
2,295.86 |
185.77 |
7.6% |
32.98 |
1.3% |
82% |
False |
False |
5,194 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
33.03 |
1.3% |
83% |
False |
False |
5,184 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.2% |
32.94 |
1.3% |
83% |
False |
False |
5,174 |
| 100 |
2,481.63 |
2,159.42 |
322.21 |
13.2% |
33.73 |
1.4% |
90% |
False |
False |
5,138 |
| 120 |
2,481.63 |
2,016.41 |
465.22 |
19.0% |
32.07 |
1.3% |
93% |
False |
False |
5,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.00 |
|
2.618 |
2,567.50 |
|
1.618 |
2,532.27 |
|
1.000 |
2,510.50 |
|
0.618 |
2,497.04 |
|
HIGH |
2,475.27 |
|
0.618 |
2,461.81 |
|
0.500 |
2,457.66 |
|
0.382 |
2,453.50 |
|
LOW |
2,440.04 |
|
0.618 |
2,418.27 |
|
1.000 |
2,404.81 |
|
1.618 |
2,383.04 |
|
2.618 |
2,347.81 |
|
4.250 |
2,290.31 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,457.66 |
2,450.46 |
| PP |
2,454.43 |
2,449.63 |
| S1 |
2,451.20 |
2,448.80 |
|