| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,507.65 |
2,504.17 |
-3.48 |
-0.1% |
2,431.10 |
| High |
2,508.14 |
2,529.57 |
21.43 |
0.9% |
2,509.25 |
| Low |
2,488.19 |
2,498.32 |
10.13 |
0.4% |
2,424.62 |
| Close |
2,504.17 |
2,514.27 |
10.10 |
0.4% |
2,507.47 |
| Range |
19.95 |
31.25 |
11.30 |
56.6% |
84.63 |
| ATR |
35.38 |
35.08 |
-0.29 |
-0.8% |
0.00 |
| Volume |
5,133 |
5,211 |
78 |
1.5% |
26,474 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.80 |
2,592.29 |
2,531.46 |
|
| R3 |
2,576.55 |
2,561.04 |
2,522.86 |
|
| R2 |
2,545.30 |
2,545.30 |
2,520.00 |
|
| R1 |
2,529.79 |
2,529.79 |
2,517.13 |
2,537.55 |
| PP |
2,514.05 |
2,514.05 |
2,514.05 |
2,517.93 |
| S1 |
2,498.54 |
2,498.54 |
2,511.41 |
2,506.30 |
| S2 |
2,482.80 |
2,482.80 |
2,508.54 |
|
| S3 |
2,451.55 |
2,467.29 |
2,505.68 |
|
| S4 |
2,420.30 |
2,436.04 |
2,497.08 |
|
|
| 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 |
2,529.57 |
2,435.86 |
93.71 |
3.7% |
35.20 |
1.4% |
84% |
True |
False |
5,253 |
| 10 |
2,529.57 |
2,381.66 |
147.91 |
5.9% |
32.65 |
1.3% |
90% |
True |
False |
5,231 |
| 20 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
37.10 |
1.5% |
91% |
True |
False |
5,095 |
| 40 |
2,529.57 |
2,295.86 |
233.71 |
9.3% |
33.34 |
1.3% |
93% |
True |
False |
5,183 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
32.67 |
1.3% |
94% |
True |
False |
5,204 |
| 80 |
2,529.57 |
2,281.97 |
247.60 |
9.8% |
32.73 |
1.3% |
94% |
True |
False |
5,184 |
| 100 |
2,529.57 |
2,188.17 |
341.40 |
13.6% |
34.21 |
1.4% |
96% |
True |
False |
5,134 |
| 120 |
2,529.57 |
2,028.75 |
500.82 |
19.9% |
32.78 |
1.3% |
97% |
True |
False |
5,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.38 |
|
2.618 |
2,611.38 |
|
1.618 |
2,580.13 |
|
1.000 |
2,560.82 |
|
0.618 |
2,548.88 |
|
HIGH |
2,529.57 |
|
0.618 |
2,517.63 |
|
0.500 |
2,513.95 |
|
0.382 |
2,510.26 |
|
LOW |
2,498.32 |
|
0.618 |
2,479.01 |
|
1.000 |
2,467.07 |
|
1.618 |
2,447.76 |
|
2.618 |
2,416.51 |
|
4.250 |
2,365.51 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.16 |
2,506.36 |
| PP |
2,514.05 |
2,498.45 |
| S1 |
2,513.95 |
2,490.54 |
|