| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,511.55 |
2,518.17 |
6.62 |
0.3% |
2,507.65 |
| High |
2,526.36 |
2,525.52 |
-0.84 |
0.0% |
2,529.57 |
| Low |
2,509.25 |
2,506.22 |
-3.03 |
-0.1% |
2,474.31 |
| Close |
2,518.19 |
2,524.49 |
6.30 |
0.3% |
2,511.88 |
| Range |
17.11 |
19.30 |
2.19 |
12.8% |
55.26 |
| ATR |
33.12 |
32.13 |
-0.99 |
-3.0% |
0.00 |
| Volume |
5,323 |
5,393 |
70 |
1.3% |
26,183 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.64 |
2,569.87 |
2,535.11 |
|
| R3 |
2,557.34 |
2,550.57 |
2,529.80 |
|
| R2 |
2,538.04 |
2,538.04 |
2,528.03 |
|
| R1 |
2,531.27 |
2,531.27 |
2,526.26 |
2,534.66 |
| PP |
2,518.74 |
2,518.74 |
2,518.74 |
2,520.44 |
| S1 |
2,511.97 |
2,511.97 |
2,522.72 |
2,515.36 |
| S2 |
2,499.44 |
2,499.44 |
2,520.95 |
|
| S3 |
2,480.14 |
2,492.67 |
2,519.18 |
|
| S4 |
2,460.84 |
2,473.37 |
2,513.88 |
|
|
| 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 |
2,526.36 |
2,474.31 |
52.05 |
2.1% |
25.99 |
1.0% |
96% |
False |
False |
5,311 |
| 10 |
2,529.57 |
2,435.86 |
93.71 |
3.7% |
30.60 |
1.2% |
95% |
False |
False |
5,282 |
| 20 |
2,529.57 |
2,369.10 |
160.47 |
6.4% |
35.11 |
1.4% |
97% |
False |
False |
5,148 |
| 40 |
2,529.57 |
2,320.72 |
208.85 |
8.3% |
33.76 |
1.3% |
98% |
False |
False |
5,175 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.6% |
32.76 |
1.3% |
98% |
False |
False |
5,211 |
| 80 |
2,529.57 |
2,285.07 |
244.50 |
9.7% |
32.15 |
1.3% |
98% |
False |
False |
5,206 |
| 100 |
2,529.57 |
2,270.21 |
259.36 |
10.3% |
33.92 |
1.3% |
98% |
False |
False |
5,145 |
| 120 |
2,529.57 |
2,145.06 |
384.51 |
15.2% |
32.54 |
1.3% |
99% |
False |
False |
5,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.55 |
|
2.618 |
2,576.05 |
|
1.618 |
2,556.75 |
|
1.000 |
2,544.82 |
|
0.618 |
2,537.45 |
|
HIGH |
2,525.52 |
|
0.618 |
2,518.15 |
|
0.500 |
2,515.87 |
|
0.382 |
2,513.59 |
|
LOW |
2,506.22 |
|
0.618 |
2,494.29 |
|
1.000 |
2,486.92 |
|
1.618 |
2,474.99 |
|
2.618 |
2,455.69 |
|
4.250 |
2,424.20 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.62 |
2,518.14 |
| PP |
2,518.74 |
2,511.79 |
| S1 |
2,515.87 |
2,505.45 |
|