| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,484.55 |
2,511.55 |
27.00 |
1.1% |
2,507.65 |
| High |
2,516.48 |
2,526.36 |
9.88 |
0.4% |
2,529.57 |
| Low |
2,484.53 |
2,509.25 |
24.72 |
1.0% |
2,474.31 |
| Close |
2,511.88 |
2,518.19 |
6.31 |
0.3% |
2,511.88 |
| Range |
31.95 |
17.11 |
-14.84 |
-46.4% |
55.26 |
| ATR |
34.35 |
33.12 |
-1.23 |
-3.6% |
0.00 |
| Volume |
5,318 |
5,323 |
5 |
0.1% |
26,183 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.26 |
2,560.84 |
2,527.60 |
|
| R3 |
2,552.15 |
2,543.73 |
2,522.90 |
|
| R2 |
2,535.04 |
2,535.04 |
2,521.33 |
|
| R1 |
2,526.62 |
2,526.62 |
2,519.76 |
2,530.83 |
| PP |
2,517.93 |
2,517.93 |
2,517.93 |
2,520.04 |
| S1 |
2,509.51 |
2,509.51 |
2,516.62 |
2,513.72 |
| S2 |
2,500.82 |
2,500.82 |
2,515.05 |
|
| S3 |
2,483.71 |
2,492.40 |
2,513.48 |
|
| S4 |
2,466.60 |
2,475.29 |
2,508.78 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.03 |
2,646.72 |
2,542.27 |
|
| R3 |
2,615.77 |
2,591.46 |
2,527.08 |
|
| R2 |
2,560.51 |
2,560.51 |
2,522.01 |
|
| R1 |
2,536.20 |
2,536.20 |
2,516.95 |
2,548.36 |
| PP |
2,505.25 |
2,505.25 |
2,505.25 |
2,511.33 |
| S1 |
2,480.94 |
2,480.94 |
2,506.81 |
2,493.10 |
| S2 |
2,449.99 |
2,449.99 |
2,501.75 |
|
| S3 |
2,394.73 |
2,425.68 |
2,496.68 |
|
| S4 |
2,339.47 |
2,370.42 |
2,481.49 |
|
|
| 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 |
2,474.31 |
55.26 |
2.2% |
28.38 |
1.1% |
79% |
False |
False |
5,274 |
| 10 |
2,529.57 |
2,435.86 |
93.71 |
3.7% |
30.35 |
1.2% |
88% |
False |
False |
5,270 |
| 20 |
2,529.57 |
2,369.10 |
160.47 |
6.4% |
35.81 |
1.4% |
93% |
False |
False |
5,142 |
| 40 |
2,529.57 |
2,319.98 |
209.59 |
8.3% |
33.72 |
1.3% |
95% |
False |
False |
5,172 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
33.03 |
1.3% |
95% |
False |
False |
5,207 |
| 80 |
2,529.57 |
2,285.07 |
244.50 |
9.7% |
32.38 |
1.3% |
95% |
False |
False |
5,202 |
| 100 |
2,529.57 |
2,270.21 |
259.36 |
10.3% |
33.91 |
1.3% |
96% |
False |
False |
5,143 |
| 120 |
2,529.57 |
2,124.31 |
405.26 |
16.1% |
32.60 |
1.3% |
97% |
False |
False |
5,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,599.08 |
|
2.618 |
2,571.15 |
|
1.618 |
2,554.04 |
|
1.000 |
2,543.47 |
|
0.618 |
2,536.93 |
|
HIGH |
2,526.36 |
|
0.618 |
2,519.82 |
|
0.500 |
2,517.81 |
|
0.382 |
2,515.79 |
|
LOW |
2,509.25 |
|
0.618 |
2,498.68 |
|
1.000 |
2,492.14 |
|
1.618 |
2,481.57 |
|
2.618 |
2,464.46 |
|
4.250 |
2,436.53 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.06 |
2,512.24 |
| PP |
2,517.93 |
2,506.29 |
| S1 |
2,517.81 |
2,500.34 |
|