| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,518.17 |
2,524.53 |
6.36 |
0.3% |
2,507.65 |
| High |
2,525.52 |
2,527.97 |
2.45 |
0.1% |
2,529.57 |
| Low |
2,506.22 |
2,494.93 |
-11.29 |
-0.5% |
2,474.31 |
| Close |
2,524.49 |
2,504.66 |
-19.83 |
-0.8% |
2,511.88 |
| Range |
19.30 |
33.04 |
13.74 |
71.2% |
55.26 |
| ATR |
32.13 |
32.20 |
0.06 |
0.2% |
0.00 |
| Volume |
5,393 |
5,385 |
-8 |
-0.1% |
26,183 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,608.31 |
2,589.52 |
2,522.83 |
|
| R3 |
2,575.27 |
2,556.48 |
2,513.75 |
|
| R2 |
2,542.23 |
2,542.23 |
2,510.72 |
|
| R1 |
2,523.44 |
2,523.44 |
2,507.69 |
2,516.32 |
| PP |
2,509.19 |
2,509.19 |
2,509.19 |
2,505.62 |
| S1 |
2,490.40 |
2,490.40 |
2,501.63 |
2,483.28 |
| S2 |
2,476.15 |
2,476.15 |
2,498.60 |
|
| S3 |
2,443.11 |
2,457.36 |
2,495.57 |
|
| S4 |
2,410.07 |
2,424.32 |
2,486.49 |
|
|
| 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 |
2,527.97 |
2,474.31 |
53.66 |
2.1% |
28.25 |
1.1% |
57% |
True |
False |
5,324 |
| 10 |
2,529.57 |
2,435.86 |
93.71 |
3.7% |
30.38 |
1.2% |
73% |
False |
False |
5,288 |
| 20 |
2,529.57 |
2,369.10 |
160.47 |
6.4% |
34.52 |
1.4% |
84% |
False |
False |
5,163 |
| 40 |
2,529.57 |
2,327.87 |
201.70 |
8.1% |
34.24 |
1.4% |
88% |
False |
False |
5,172 |
| 60 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.71 |
1.3% |
90% |
False |
False |
5,216 |
| 80 |
2,529.57 |
2,287.64 |
241.93 |
9.7% |
32.25 |
1.3% |
90% |
False |
False |
5,208 |
| 100 |
2,529.57 |
2,281.97 |
247.60 |
9.9% |
33.66 |
1.3% |
90% |
False |
False |
5,149 |
| 120 |
2,529.57 |
2,146.66 |
382.91 |
15.3% |
32.68 |
1.3% |
93% |
False |
False |
5,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,668.39 |
|
2.618 |
2,614.47 |
|
1.618 |
2,581.43 |
|
1.000 |
2,561.01 |
|
0.618 |
2,548.39 |
|
HIGH |
2,527.97 |
|
0.618 |
2,515.35 |
|
0.500 |
2,511.45 |
|
0.382 |
2,507.55 |
|
LOW |
2,494.93 |
|
0.618 |
2,474.51 |
|
1.000 |
2,461.89 |
|
1.618 |
2,441.47 |
|
2.618 |
2,408.43 |
|
4.250 |
2,354.51 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,511.45 |
2,511.45 |
| PP |
2,509.19 |
2,509.19 |
| S1 |
2,506.92 |
2,506.92 |
|