| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,508.5 |
2,503.5 |
-5.0 |
-0.2% |
2,432.7 |
| High |
2,508.5 |
2,527.3 |
18.8 |
0.7% |
2,508.0 |
| Low |
2,487.2 |
2,500.7 |
13.5 |
0.5% |
2,424.5 |
| Close |
2,501.8 |
2,511.3 |
9.5 |
0.4% |
2,498.6 |
| Range |
21.3 |
26.6 |
5.3 |
24.9% |
83.5 |
| ATR |
36.9 |
36.1 |
-0.7 |
-2.0% |
0.0 |
| Volume |
88 |
187 |
99 |
112.5% |
1,832 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,592.9 |
2,578.7 |
2,525.9 |
|
| R3 |
2,566.3 |
2,552.1 |
2,518.6 |
|
| R2 |
2,539.7 |
2,539.7 |
2,516.2 |
|
| R1 |
2,525.5 |
2,525.5 |
2,513.7 |
2,532.6 |
| PP |
2,513.1 |
2,513.1 |
2,513.1 |
2,516.7 |
| S1 |
2,498.9 |
2,498.9 |
2,508.9 |
2,506.0 |
| S2 |
2,486.5 |
2,486.5 |
2,506.4 |
|
| S3 |
2,459.9 |
2,472.3 |
2,504.0 |
|
| S4 |
2,433.3 |
2,445.7 |
2,496.7 |
|
|
| 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 |
2,527.3 |
2,431.2 |
96.1 |
3.8% |
34.8 |
1.4% |
83% |
True |
False |
206 |
| 10 |
2,527.3 |
2,383.2 |
144.1 |
5.7% |
30.3 |
1.2% |
89% |
True |
False |
304 |
| 20 |
2,527.3 |
2,351.9 |
175.4 |
7.0% |
37.4 |
1.5% |
91% |
True |
False |
42,687 |
| 40 |
2,527.3 |
2,304.7 |
222.6 |
8.9% |
35.3 |
1.4% |
93% |
True |
False |
123,629 |
| 60 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
35.3 |
1.4% |
93% |
True |
False |
139,809 |
| 80 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
35.8 |
1.4% |
93% |
True |
False |
114,417 |
| 100 |
2,527.3 |
2,227.5 |
299.8 |
11.9% |
37.6 |
1.5% |
95% |
True |
False |
93,425 |
| 120 |
2,527.3 |
2,075.0 |
452.3 |
18.0% |
36.0 |
1.4% |
96% |
True |
False |
78,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,640.4 |
|
2.618 |
2,596.9 |
|
1.618 |
2,570.3 |
|
1.000 |
2,553.9 |
|
0.618 |
2,543.7 |
|
HIGH |
2,527.3 |
|
0.618 |
2,517.1 |
|
0.500 |
2,514.0 |
|
0.382 |
2,510.9 |
|
LOW |
2,500.7 |
|
0.618 |
2,484.3 |
|
1.000 |
2,474.1 |
|
1.618 |
2,457.7 |
|
2.618 |
2,431.1 |
|
4.250 |
2,387.7 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.0 |
2,504.0 |
| PP |
2,513.1 |
2,496.7 |
| S1 |
2,512.2 |
2,489.4 |
|