| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,448.00 |
2,456.28 |
8.28 |
0.3% |
2,431.10 |
| High |
2,467.67 |
2,509.25 |
41.58 |
1.7% |
2,509.25 |
| Low |
2,435.86 |
2,451.50 |
15.64 |
0.6% |
2,424.62 |
| Close |
2,456.27 |
2,507.47 |
51.20 |
2.1% |
2,507.47 |
| Range |
31.81 |
57.75 |
25.94 |
81.5% |
84.63 |
| ATR |
34.93 |
36.56 |
1.63 |
4.7% |
0.00 |
| Volume |
5,292 |
5,309 |
17 |
0.3% |
26,474 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.66 |
2,642.81 |
2,539.23 |
|
| R3 |
2,604.91 |
2,585.06 |
2,523.35 |
|
| R2 |
2,547.16 |
2,547.16 |
2,518.06 |
|
| R1 |
2,527.31 |
2,527.31 |
2,512.76 |
2,537.24 |
| PP |
2,489.41 |
2,489.41 |
2,489.41 |
2,494.37 |
| S1 |
2,469.56 |
2,469.56 |
2,502.18 |
2,479.49 |
| S2 |
2,431.66 |
2,431.66 |
2,496.88 |
|
| S3 |
2,373.91 |
2,411.81 |
2,491.59 |
|
| S4 |
2,316.16 |
2,354.06 |
2,475.71 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.34 |
2,705.53 |
2,554.02 |
|
| R3 |
2,649.71 |
2,620.90 |
2,530.74 |
|
| R2 |
2,565.08 |
2,565.08 |
2,522.99 |
|
| R1 |
2,536.27 |
2,536.27 |
2,515.23 |
2,550.68 |
| PP |
2,480.45 |
2,480.45 |
2,480.45 |
2,487.65 |
| S1 |
2,451.64 |
2,451.64 |
2,499.71 |
2,466.05 |
| S2 |
2,395.82 |
2,395.82 |
2,491.95 |
|
| S3 |
2,311.19 |
2,367.01 |
2,484.20 |
|
| S4 |
2,226.56 |
2,282.38 |
2,460.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,509.25 |
2,424.62 |
84.63 |
3.4% |
37.88 |
1.5% |
98% |
True |
False |
5,294 |
| 10 |
2,509.25 |
2,369.10 |
140.15 |
5.6% |
39.55 |
1.6% |
99% |
True |
False |
5,121 |
| 20 |
2,509.25 |
2,354.48 |
154.77 |
6.2% |
36.93 |
1.5% |
99% |
True |
False |
5,104 |
| 40 |
2,509.25 |
2,295.86 |
213.39 |
8.5% |
33.70 |
1.3% |
99% |
True |
False |
5,190 |
| 60 |
2,509.25 |
2,287.64 |
221.61 |
8.8% |
33.55 |
1.3% |
99% |
True |
False |
5,198 |
| 80 |
2,509.25 |
2,281.97 |
227.28 |
9.1% |
32.74 |
1.3% |
99% |
True |
False |
5,184 |
| 100 |
2,509.25 |
2,168.69 |
340.56 |
13.6% |
34.22 |
1.4% |
99% |
True |
False |
5,139 |
| 120 |
2,509.25 |
2,025.08 |
484.17 |
19.3% |
32.53 |
1.3% |
100% |
True |
False |
5,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.69 |
|
2.618 |
2,660.44 |
|
1.618 |
2,602.69 |
|
1.000 |
2,567.00 |
|
0.618 |
2,544.94 |
|
HIGH |
2,509.25 |
|
0.618 |
2,487.19 |
|
0.500 |
2,480.38 |
|
0.382 |
2,473.56 |
|
LOW |
2,451.50 |
|
0.618 |
2,415.81 |
|
1.000 |
2,393.75 |
|
1.618 |
2,358.06 |
|
2.618 |
2,300.31 |
|
4.250 |
2,206.06 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.44 |
2,495.83 |
| PP |
2,489.41 |
2,484.19 |
| S1 |
2,480.38 |
2,472.56 |
|