| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,514.18 |
2,511.99 |
-2.19 |
-0.1% |
2,431.10 |
| High |
2,519.40 |
2,514.16 |
-5.24 |
-0.2% |
2,509.25 |
| Low |
2,497.65 |
2,474.31 |
-23.34 |
-0.9% |
2,424.62 |
| Close |
2,511.94 |
2,484.57 |
-27.37 |
-1.1% |
2,507.47 |
| Range |
21.75 |
39.85 |
18.10 |
83.2% |
84.63 |
| ATR |
34.13 |
34.54 |
0.41 |
1.2% |
0.00 |
| Volume |
5,320 |
5,201 |
-119 |
-2.2% |
26,474 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.56 |
2,587.42 |
2,506.49 |
|
| R3 |
2,570.71 |
2,547.57 |
2,495.53 |
|
| R2 |
2,530.86 |
2,530.86 |
2,491.88 |
|
| R1 |
2,507.72 |
2,507.72 |
2,488.22 |
2,499.37 |
| PP |
2,491.01 |
2,491.01 |
2,491.01 |
2,486.84 |
| S1 |
2,467.87 |
2,467.87 |
2,480.92 |
2,459.52 |
| S2 |
2,451.16 |
2,451.16 |
2,477.26 |
|
| S3 |
2,411.31 |
2,428.02 |
2,473.61 |
|
| S4 |
2,371.46 |
2,388.17 |
2,462.65 |
|
|
| 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 |
2,451.50 |
78.07 |
3.1% |
34.11 |
1.4% |
42% |
False |
False |
5,234 |
| 10 |
2,529.57 |
2,417.83 |
111.74 |
4.5% |
31.96 |
1.3% |
60% |
False |
False |
5,265 |
| 20 |
2,529.57 |
2,358.18 |
171.39 |
6.9% |
36.23 |
1.5% |
74% |
False |
False |
5,119 |
| 40 |
2,529.57 |
2,297.52 |
232.05 |
9.3% |
33.76 |
1.4% |
81% |
False |
False |
5,179 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
33.05 |
1.3% |
81% |
False |
False |
5,204 |
| 80 |
2,529.57 |
2,281.97 |
247.60 |
10.0% |
32.94 |
1.3% |
82% |
False |
False |
5,192 |
| 100 |
2,529.57 |
2,248.01 |
281.56 |
11.3% |
34.06 |
1.4% |
84% |
False |
False |
5,138 |
| 120 |
2,529.57 |
2,079.74 |
449.83 |
18.1% |
32.72 |
1.3% |
90% |
False |
False |
5,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,683.52 |
|
2.618 |
2,618.49 |
|
1.618 |
2,578.64 |
|
1.000 |
2,554.01 |
|
0.618 |
2,538.79 |
|
HIGH |
2,514.16 |
|
0.618 |
2,498.94 |
|
0.500 |
2,494.24 |
|
0.382 |
2,489.53 |
|
LOW |
2,474.31 |
|
0.618 |
2,449.68 |
|
1.000 |
2,434.46 |
|
1.618 |
2,409.83 |
|
2.618 |
2,369.98 |
|
4.250 |
2,304.95 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,494.24 |
2,501.94 |
| PP |
2,491.01 |
2,496.15 |
| S1 |
2,487.79 |
2,490.36 |
|