| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,511.0 |
2,504.1 |
-6.9 |
-0.3% |
2,432.7 |
| High |
2,515.4 |
2,504.1 |
-11.3 |
-0.4% |
2,508.0 |
| Low |
2,503.9 |
2,471.1 |
-32.8 |
-1.3% |
2,424.5 |
| Close |
2,508.4 |
2,478.9 |
-29.5 |
-1.2% |
2,498.6 |
| Range |
11.5 |
33.0 |
21.5 |
187.0% |
83.5 |
| ATR |
34.4 |
34.6 |
0.2 |
0.6% |
0.0 |
| Volume |
96 |
210 |
114 |
118.8% |
1,832 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.7 |
2,564.3 |
2,497.1 |
|
| R3 |
2,550.7 |
2,531.3 |
2,488.0 |
|
| R2 |
2,517.7 |
2,517.7 |
2,485.0 |
|
| R1 |
2,498.3 |
2,498.3 |
2,481.9 |
2,491.5 |
| PP |
2,484.7 |
2,484.7 |
2,484.7 |
2,481.3 |
| S1 |
2,465.3 |
2,465.3 |
2,475.9 |
2,458.5 |
| S2 |
2,451.7 |
2,451.7 |
2,472.9 |
|
| S3 |
2,418.7 |
2,432.3 |
2,469.8 |
|
| S4 |
2,385.7 |
2,399.3 |
2,460.8 |
|
|
| 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 |
2,451.4 |
75.9 |
3.1% |
29.8 |
1.2% |
36% |
False |
False |
155 |
| 10 |
2,527.3 |
2,418.5 |
108.8 |
4.4% |
29.1 |
1.2% |
56% |
False |
False |
302 |
| 20 |
2,527.3 |
2,354.6 |
172.7 |
7.0% |
35.4 |
1.4% |
72% |
False |
False |
15,664 |
| 40 |
2,527.3 |
2,306.8 |
220.5 |
8.9% |
35.1 |
1.4% |
78% |
False |
False |
115,239 |
| 60 |
2,527.3 |
2,304.2 |
223.1 |
9.0% |
35.2 |
1.4% |
78% |
False |
False |
136,855 |
| 80 |
2,527.3 |
2,304.2 |
223.1 |
9.0% |
35.7 |
1.4% |
78% |
False |
False |
114,205 |
| 100 |
2,527.3 |
2,288.0 |
239.3 |
9.7% |
37.2 |
1.5% |
80% |
False |
False |
93,279 |
| 120 |
2,527.3 |
2,127.0 |
400.3 |
16.1% |
35.8 |
1.4% |
88% |
False |
False |
78,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.4 |
|
2.618 |
2,590.5 |
|
1.618 |
2,557.5 |
|
1.000 |
2,537.1 |
|
0.618 |
2,524.5 |
|
HIGH |
2,504.1 |
|
0.618 |
2,491.5 |
|
0.500 |
2,487.6 |
|
0.382 |
2,483.7 |
|
LOW |
2,471.1 |
|
0.618 |
2,450.7 |
|
1.000 |
2,438.1 |
|
1.618 |
2,417.7 |
|
2.618 |
2,384.7 |
|
4.250 |
2,330.9 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,487.6 |
2,499.2 |
| PP |
2,484.7 |
2,492.4 |
| S1 |
2,481.8 |
2,485.7 |
|