| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,465.35 |
2,448.00 |
-17.35 |
-0.7% |
2,446.00 |
| High |
2,475.27 |
2,467.67 |
-7.60 |
-0.3% |
2,455.90 |
| Low |
2,440.04 |
2,435.86 |
-4.18 |
-0.2% |
2,369.10 |
| Close |
2,447.97 |
2,456.27 |
8.30 |
0.3% |
2,431.10 |
| Range |
35.23 |
31.81 |
-3.42 |
-9.7% |
86.80 |
| ATR |
35.17 |
34.93 |
-0.24 |
-0.7% |
0.00 |
| Volume |
5,322 |
5,292 |
-30 |
-0.6% |
24,737 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.70 |
2,534.29 |
2,473.77 |
|
| R3 |
2,516.89 |
2,502.48 |
2,465.02 |
|
| R2 |
2,485.08 |
2,485.08 |
2,462.10 |
|
| R1 |
2,470.67 |
2,470.67 |
2,459.19 |
2,477.88 |
| PP |
2,453.27 |
2,453.27 |
2,453.27 |
2,456.87 |
| S1 |
2,438.86 |
2,438.86 |
2,453.35 |
2,446.07 |
| S2 |
2,421.46 |
2,421.46 |
2,450.44 |
|
| S3 |
2,389.65 |
2,407.05 |
2,447.52 |
|
| S4 |
2,357.84 |
2,375.24 |
2,438.77 |
|
|
| 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 |
2,417.83 |
58.46 |
2.4% |
29.80 |
1.2% |
66% |
False |
False |
5,295 |
| 10 |
2,476.29 |
2,369.10 |
107.19 |
4.4% |
39.28 |
1.6% |
81% |
False |
False |
5,069 |
| 20 |
2,476.29 |
2,354.48 |
121.81 |
5.0% |
36.50 |
1.5% |
84% |
False |
False |
5,066 |
| 40 |
2,481.63 |
2,295.86 |
185.77 |
7.6% |
33.16 |
1.3% |
86% |
False |
False |
5,191 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
32.95 |
1.3% |
87% |
False |
False |
5,194 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.1% |
32.51 |
1.3% |
87% |
False |
False |
5,179 |
| 100 |
2,481.63 |
2,164.60 |
317.03 |
12.9% |
33.79 |
1.4% |
92% |
False |
False |
5,138 |
| 120 |
2,481.63 |
2,025.08 |
456.55 |
18.6% |
32.14 |
1.3% |
94% |
False |
False |
5,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.86 |
|
2.618 |
2,550.95 |
|
1.618 |
2,519.14 |
|
1.000 |
2,499.48 |
|
0.618 |
2,487.33 |
|
HIGH |
2,467.67 |
|
0.618 |
2,455.52 |
|
0.500 |
2,451.77 |
|
0.382 |
2,448.01 |
|
LOW |
2,435.86 |
|
0.618 |
2,416.20 |
|
1.000 |
2,404.05 |
|
1.618 |
2,384.39 |
|
2.618 |
2,352.58 |
|
4.250 |
2,300.67 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.77 |
2,456.21 |
| PP |
2,453.27 |
2,456.14 |
| S1 |
2,451.77 |
2,456.08 |
|