| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,504.17 |
2,514.18 |
10.01 |
0.4% |
2,431.10 |
| High |
2,529.57 |
2,519.40 |
-10.17 |
-0.4% |
2,509.25 |
| Low |
2,498.32 |
2,497.65 |
-0.67 |
0.0% |
2,424.62 |
| Close |
2,514.27 |
2,511.94 |
-2.33 |
-0.1% |
2,507.47 |
| Range |
31.25 |
21.75 |
-9.50 |
-30.4% |
84.63 |
| ATR |
35.08 |
34.13 |
-0.95 |
-2.7% |
0.00 |
| Volume |
5,211 |
5,320 |
109 |
2.1% |
26,474 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,574.91 |
2,565.18 |
2,523.90 |
|
| R3 |
2,553.16 |
2,543.43 |
2,517.92 |
|
| R2 |
2,531.41 |
2,531.41 |
2,515.93 |
|
| R1 |
2,521.68 |
2,521.68 |
2,513.93 |
2,515.67 |
| PP |
2,509.66 |
2,509.66 |
2,509.66 |
2,506.66 |
| S1 |
2,499.93 |
2,499.93 |
2,509.95 |
2,493.92 |
| S2 |
2,487.91 |
2,487.91 |
2,507.95 |
|
| S3 |
2,466.16 |
2,478.18 |
2,505.96 |
|
| S4 |
2,444.41 |
2,456.43 |
2,499.98 |
|
|
| 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% |
32.50 |
1.3% |
81% |
False |
False |
5,253 |
| 10 |
2,529.57 |
2,381.66 |
147.91 |
5.9% |
32.51 |
1.3% |
88% |
False |
False |
5,258 |
| 20 |
2,529.57 |
2,354.48 |
175.09 |
7.0% |
36.54 |
1.5% |
90% |
False |
False |
5,099 |
| 40 |
2,529.57 |
2,295.86 |
233.71 |
9.3% |
33.40 |
1.3% |
92% |
False |
False |
5,181 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
32.73 |
1.3% |
93% |
False |
False |
5,206 |
| 80 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
32.71 |
1.3% |
93% |
False |
False |
5,185 |
| 100 |
2,529.57 |
2,231.10 |
298.47 |
11.9% |
34.00 |
1.4% |
94% |
False |
False |
5,135 |
| 120 |
2,529.57 |
2,039.52 |
490.05 |
19.5% |
32.79 |
1.3% |
96% |
False |
False |
5,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,611.84 |
|
2.618 |
2,576.34 |
|
1.618 |
2,554.59 |
|
1.000 |
2,541.15 |
|
0.618 |
2,532.84 |
|
HIGH |
2,519.40 |
|
0.618 |
2,511.09 |
|
0.500 |
2,508.53 |
|
0.382 |
2,505.96 |
|
LOW |
2,497.65 |
|
0.618 |
2,484.21 |
|
1.000 |
2,475.90 |
|
1.618 |
2,462.46 |
|
2.618 |
2,440.71 |
|
4.250 |
2,405.21 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,510.80 |
2,510.92 |
| PP |
2,509.66 |
2,509.90 |
| S1 |
2,508.53 |
2,508.88 |
|