| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,468.0 |
2,451.8 |
-16.2 |
-0.7% |
2,442.0 |
| High |
2,472.4 |
2,467.7 |
-4.7 |
-0.2% |
2,449.8 |
| Low |
2,439.4 |
2,431.2 |
-8.2 |
-0.3% |
2,367.4 |
| Close |
2,439.4 |
2,453.1 |
13.7 |
0.6% |
2,432.1 |
| Range |
33.0 |
36.5 |
3.5 |
10.6% |
82.4 |
| ATR |
36.6 |
36.6 |
0.0 |
0.0% |
0.0 |
| Volume |
274 |
285 |
11 |
4.0% |
1,439 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.2 |
2,543.1 |
2,473.2 |
|
| R3 |
2,523.7 |
2,506.6 |
2,463.1 |
|
| R2 |
2,487.2 |
2,487.2 |
2,459.8 |
|
| R1 |
2,470.1 |
2,470.1 |
2,456.4 |
2,478.7 |
| PP |
2,450.7 |
2,450.7 |
2,450.7 |
2,454.9 |
| S1 |
2,433.6 |
2,433.6 |
2,449.8 |
2,442.2 |
| S2 |
2,414.2 |
2,414.2 |
2,446.4 |
|
| S3 |
2,377.7 |
2,397.1 |
2,443.1 |
|
| S4 |
2,341.2 |
2,360.6 |
2,433.0 |
|
|
| 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 |
2,472.4 |
2,418.5 |
53.9 |
2.2% |
28.4 |
1.2% |
64% |
False |
False |
449 |
| 10 |
2,477.0 |
2,367.4 |
109.6 |
4.5% |
38.3 |
1.6% |
78% |
False |
False |
362 |
| 20 |
2,477.0 |
2,351.9 |
125.1 |
5.1% |
37.5 |
1.5% |
81% |
False |
False |
73,822 |
| 40 |
2,488.4 |
2,304.7 |
183.7 |
7.5% |
35.5 |
1.4% |
81% |
False |
False |
137,746 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
35.9 |
1.5% |
81% |
False |
False |
142,431 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
35.8 |
1.5% |
81% |
False |
False |
114,755 |
| 100 |
2,488.4 |
2,205.8 |
282.6 |
11.5% |
37.3 |
1.5% |
88% |
False |
False |
93,547 |
| 120 |
2,488.4 |
2,072.9 |
415.5 |
16.9% |
35.5 |
1.4% |
92% |
False |
False |
78,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,622.8 |
|
2.618 |
2,563.3 |
|
1.618 |
2,526.8 |
|
1.000 |
2,504.2 |
|
0.618 |
2,490.3 |
|
HIGH |
2,467.7 |
|
0.618 |
2,453.8 |
|
0.500 |
2,449.5 |
|
0.382 |
2,445.1 |
|
LOW |
2,431.2 |
|
0.618 |
2,408.6 |
|
1.000 |
2,394.7 |
|
1.618 |
2,372.1 |
|
2.618 |
2,335.6 |
|
4.250 |
2,276.1 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,451.9 |
2,452.7 |
| PP |
2,450.7 |
2,452.2 |
| S1 |
2,449.5 |
2,451.8 |
|