| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,503.5 |
2,511.0 |
7.5 |
0.3% |
2,432.7 |
| High |
2,527.3 |
2,515.4 |
-11.9 |
-0.5% |
2,508.0 |
| Low |
2,500.7 |
2,503.9 |
3.2 |
0.1% |
2,424.5 |
| Close |
2,511.3 |
2,508.4 |
-2.9 |
-0.1% |
2,498.6 |
| Range |
26.6 |
11.5 |
-15.1 |
-56.8% |
83.5 |
| ATR |
36.1 |
34.4 |
-1.8 |
-4.9% |
0.0 |
| Volume |
187 |
96 |
-91 |
-48.7% |
1,832 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.7 |
2,537.6 |
2,514.7 |
|
| R3 |
2,532.2 |
2,526.1 |
2,511.6 |
|
| R2 |
2,520.7 |
2,520.7 |
2,510.5 |
|
| R1 |
2,514.6 |
2,514.6 |
2,509.5 |
2,511.9 |
| PP |
2,509.2 |
2,509.2 |
2,509.2 |
2,507.9 |
| S1 |
2,503.1 |
2,503.1 |
2,507.3 |
2,500.4 |
| S2 |
2,497.7 |
2,497.7 |
2,506.3 |
|
| S3 |
2,486.2 |
2,491.6 |
2,505.2 |
|
| S4 |
2,474.7 |
2,480.1 |
2,502.1 |
|
|
| 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 |
2,527.3 |
2,431.2 |
96.1 |
3.8% |
30.5 |
1.2% |
80% |
False |
False |
170 |
| 10 |
2,527.3 |
2,384.3 |
143.0 |
5.7% |
29.6 |
1.2% |
87% |
False |
False |
301 |
| 20 |
2,527.3 |
2,351.9 |
175.4 |
7.0% |
36.2 |
1.4% |
89% |
False |
False |
30,398 |
| 40 |
2,527.3 |
2,304.7 |
222.6 |
8.9% |
35.0 |
1.4% |
92% |
False |
False |
120,025 |
| 60 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
35.1 |
1.4% |
92% |
False |
False |
139,004 |
| 80 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
35.6 |
1.4% |
92% |
False |
False |
114,317 |
| 100 |
2,527.3 |
2,269.6 |
257.7 |
10.3% |
37.3 |
1.5% |
93% |
False |
False |
93,355 |
| 120 |
2,527.3 |
2,086.0 |
441.3 |
17.6% |
35.9 |
1.4% |
96% |
False |
False |
78,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.3 |
|
2.618 |
2,545.5 |
|
1.618 |
2,534.0 |
|
1.000 |
2,526.9 |
|
0.618 |
2,522.5 |
|
HIGH |
2,515.4 |
|
0.618 |
2,511.0 |
|
0.500 |
2,509.7 |
|
0.382 |
2,508.3 |
|
LOW |
2,503.9 |
|
0.618 |
2,496.8 |
|
1.000 |
2,492.4 |
|
1.618 |
2,485.3 |
|
2.618 |
2,473.8 |
|
4.250 |
2,455.0 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,509.7 |
2,508.0 |
| PP |
2,509.2 |
2,507.6 |
| S1 |
2,508.8 |
2,507.3 |
|