| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,456.28 |
2,507.65 |
51.37 |
2.1% |
2,431.10 |
| High |
2,509.25 |
2,508.14 |
-1.11 |
0.0% |
2,509.25 |
| Low |
2,451.50 |
2,488.19 |
36.69 |
1.5% |
2,424.62 |
| Close |
2,507.47 |
2,504.17 |
-3.30 |
-0.1% |
2,507.47 |
| Range |
57.75 |
19.95 |
-37.80 |
-65.5% |
84.63 |
| ATR |
36.56 |
35.38 |
-1.19 |
-3.2% |
0.00 |
| Volume |
5,309 |
5,133 |
-176 |
-3.3% |
26,474 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.02 |
2,552.04 |
2,515.14 |
|
| R3 |
2,540.07 |
2,532.09 |
2,509.66 |
|
| R2 |
2,520.12 |
2,520.12 |
2,507.83 |
|
| R1 |
2,512.14 |
2,512.14 |
2,506.00 |
2,506.16 |
| PP |
2,500.17 |
2,500.17 |
2,500.17 |
2,497.17 |
| S1 |
2,492.19 |
2,492.19 |
2,502.34 |
2,486.21 |
| S2 |
2,480.22 |
2,480.22 |
2,500.51 |
|
| S3 |
2,460.27 |
2,472.24 |
2,498.68 |
|
| S4 |
2,440.32 |
2,452.29 |
2,493.20 |
|
|
| 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 |
2,435.86 |
73.39 |
2.9% |
32.32 |
1.3% |
93% |
False |
False |
5,267 |
| 10 |
2,509.25 |
2,381.66 |
127.59 |
5.1% |
32.87 |
1.3% |
96% |
False |
False |
5,198 |
| 20 |
2,509.25 |
2,354.48 |
154.77 |
6.2% |
36.62 |
1.5% |
97% |
False |
False |
5,103 |
| 40 |
2,509.25 |
2,295.86 |
213.39 |
8.5% |
32.96 |
1.3% |
98% |
False |
False |
5,185 |
| 60 |
2,509.25 |
2,287.64 |
221.61 |
8.8% |
33.07 |
1.3% |
98% |
False |
False |
5,199 |
| 80 |
2,509.25 |
2,281.97 |
227.28 |
9.1% |
32.74 |
1.3% |
98% |
False |
False |
5,184 |
| 100 |
2,509.25 |
2,174.69 |
334.56 |
13.4% |
34.12 |
1.4% |
98% |
False |
False |
5,136 |
| 120 |
2,509.25 |
2,025.08 |
484.17 |
19.3% |
32.61 |
1.3% |
99% |
False |
False |
5,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.93 |
|
2.618 |
2,560.37 |
|
1.618 |
2,540.42 |
|
1.000 |
2,528.09 |
|
0.618 |
2,520.47 |
|
HIGH |
2,508.14 |
|
0.618 |
2,500.52 |
|
0.500 |
2,498.17 |
|
0.382 |
2,495.81 |
|
LOW |
2,488.19 |
|
0.618 |
2,475.86 |
|
1.000 |
2,468.24 |
|
1.618 |
2,455.91 |
|
2.618 |
2,435.96 |
|
4.250 |
2,403.40 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,502.17 |
2,493.63 |
| PP |
2,500.17 |
2,483.09 |
| S1 |
2,498.17 |
2,472.56 |
|