| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,453.5 |
2,508.5 |
55.0 |
2.2% |
2,432.7 |
| High |
2,508.0 |
2,508.5 |
0.5 |
0.0% |
2,508.0 |
| Low |
2,451.4 |
2,487.2 |
35.8 |
1.5% |
2,424.5 |
| Close |
2,498.6 |
2,501.8 |
3.2 |
0.1% |
2,498.6 |
| Range |
56.6 |
21.3 |
-35.3 |
-62.4% |
83.5 |
| ATR |
38.1 |
36.9 |
-1.2 |
-3.1% |
0.0 |
| Volume |
197 |
88 |
-109 |
-55.3% |
1,832 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.1 |
2,553.7 |
2,513.5 |
|
| R3 |
2,541.8 |
2,532.4 |
2,507.7 |
|
| R2 |
2,520.5 |
2,520.5 |
2,505.7 |
|
| R1 |
2,511.1 |
2,511.1 |
2,503.8 |
2,505.2 |
| PP |
2,499.2 |
2,499.2 |
2,499.2 |
2,496.2 |
| S1 |
2,489.8 |
2,489.8 |
2,499.8 |
2,483.9 |
| S2 |
2,477.9 |
2,477.9 |
2,497.9 |
|
| S3 |
2,456.6 |
2,468.5 |
2,495.9 |
|
| S4 |
2,435.3 |
2,447.2 |
2,490.1 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.5 |
2,696.6 |
2,544.5 |
|
| R3 |
2,644.0 |
2,613.1 |
2,521.6 |
|
| R2 |
2,560.5 |
2,560.5 |
2,513.9 |
|
| R1 |
2,529.6 |
2,529.6 |
2,506.3 |
2,545.1 |
| PP |
2,477.0 |
2,477.0 |
2,477.0 |
2,484.8 |
| S1 |
2,446.1 |
2,446.1 |
2,490.9 |
2,461.6 |
| S2 |
2,393.5 |
2,393.5 |
2,483.3 |
|
| S3 |
2,310.0 |
2,362.6 |
2,475.6 |
|
| S4 |
2,226.5 |
2,279.1 |
2,452.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,508.5 |
2,431.2 |
77.3 |
3.1% |
32.2 |
1.3% |
91% |
True |
False |
270 |
| 10 |
2,508.5 |
2,380.0 |
128.5 |
5.1% |
31.8 |
1.3% |
95% |
True |
False |
302 |
| 20 |
2,508.5 |
2,351.9 |
156.6 |
6.3% |
37.3 |
1.5% |
96% |
True |
False |
51,238 |
| 40 |
2,508.5 |
2,304.7 |
203.8 |
8.1% |
35.1 |
1.4% |
97% |
True |
False |
126,565 |
| 60 |
2,508.5 |
2,304.2 |
204.3 |
8.2% |
35.8 |
1.4% |
97% |
True |
False |
140,885 |
| 80 |
2,508.5 |
2,304.2 |
204.3 |
8.2% |
35.9 |
1.4% |
97% |
True |
False |
114,543 |
| 100 |
2,508.5 |
2,213.7 |
294.8 |
11.8% |
37.6 |
1.5% |
98% |
True |
False |
93,466 |
| 120 |
2,508.5 |
2,072.9 |
435.6 |
17.4% |
35.9 |
1.4% |
98% |
True |
False |
78,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,599.0 |
|
2.618 |
2,564.3 |
|
1.618 |
2,543.0 |
|
1.000 |
2,529.8 |
|
0.618 |
2,521.7 |
|
HIGH |
2,508.5 |
|
0.618 |
2,500.4 |
|
0.500 |
2,497.9 |
|
0.382 |
2,495.3 |
|
LOW |
2,487.2 |
|
0.618 |
2,474.0 |
|
1.000 |
2,465.9 |
|
1.618 |
2,452.7 |
|
2.618 |
2,431.4 |
|
4.250 |
2,396.7 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,500.5 |
2,491.2 |
| PP |
2,499.2 |
2,480.5 |
| S1 |
2,497.9 |
2,469.9 |
|