| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,432.7 |
2,461.0 |
28.3 |
1.2% |
2,442.0 |
| High |
2,469.8 |
2,470.0 |
0.2 |
0.0% |
2,449.8 |
| Low |
2,424.5 |
2,456.5 |
32.0 |
1.3% |
2,367.4 |
| Close |
2,462.4 |
2,466.7 |
4.3 |
0.2% |
2,432.1 |
| Range |
45.3 |
13.5 |
-31.8 |
-70.2% |
82.4 |
| ATR |
38.7 |
36.9 |
-1.8 |
-4.7% |
0.0 |
| Volume |
566 |
510 |
-56 |
-9.9% |
1,439 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.9 |
2,499.3 |
2,474.1 |
|
| R3 |
2,491.4 |
2,485.8 |
2,470.4 |
|
| R2 |
2,477.9 |
2,477.9 |
2,469.2 |
|
| R1 |
2,472.3 |
2,472.3 |
2,467.9 |
2,475.1 |
| PP |
2,464.4 |
2,464.4 |
2,464.4 |
2,465.8 |
| S1 |
2,458.8 |
2,458.8 |
2,465.5 |
2,461.6 |
| S2 |
2,450.9 |
2,450.9 |
2,464.2 |
|
| S3 |
2,437.4 |
2,445.3 |
2,463.0 |
|
| S4 |
2,423.9 |
2,431.8 |
2,459.3 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.6 |
2,630.3 |
2,477.4 |
|
| R3 |
2,581.2 |
2,547.9 |
2,454.8 |
|
| R2 |
2,498.8 |
2,498.8 |
2,447.2 |
|
| R1 |
2,465.5 |
2,465.5 |
2,439.7 |
2,441.0 |
| PP |
2,416.4 |
2,416.4 |
2,416.4 |
2,404.2 |
| S1 |
2,383.1 |
2,383.1 |
2,424.5 |
2,358.6 |
| S2 |
2,334.0 |
2,334.0 |
2,417.0 |
|
| S3 |
2,251.6 |
2,300.7 |
2,409.4 |
|
| S4 |
2,169.2 |
2,218.3 |
2,386.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,470.0 |
2,383.2 |
86.8 |
3.5% |
25.7 |
1.0% |
96% |
True |
False |
403 |
| 10 |
2,477.0 |
2,367.4 |
109.6 |
4.4% |
38.3 |
1.6% |
91% |
False |
False |
506 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.5% |
37.4 |
1.5% |
84% |
False |
False |
96,409 |
| 40 |
2,488.4 |
2,304.7 |
183.7 |
7.4% |
35.1 |
1.4% |
88% |
False |
False |
144,656 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
36.3 |
1.5% |
88% |
False |
False |
143,759 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
36.3 |
1.5% |
88% |
False |
False |
114,961 |
| 100 |
2,488.4 |
2,199.7 |
288.7 |
11.7% |
37.4 |
1.5% |
92% |
False |
False |
93,625 |
| 120 |
2,488.4 |
2,063.7 |
424.7 |
17.2% |
35.2 |
1.4% |
95% |
False |
False |
78,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.4 |
|
2.618 |
2,505.3 |
|
1.618 |
2,491.8 |
|
1.000 |
2,483.5 |
|
0.618 |
2,478.3 |
|
HIGH |
2,470.0 |
|
0.618 |
2,464.8 |
|
0.500 |
2,463.3 |
|
0.382 |
2,461.7 |
|
LOW |
2,456.5 |
|
0.618 |
2,448.2 |
|
1.000 |
2,443.0 |
|
1.618 |
2,434.7 |
|
2.618 |
2,421.2 |
|
4.250 |
2,399.1 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.6 |
2,459.2 |
| PP |
2,464.4 |
2,451.7 |
| S1 |
2,463.3 |
2,444.3 |
|