| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,504.1 |
2,486.5 |
-17.6 |
-0.7% |
2,508.5 |
| High |
2,504.1 |
2,508.4 |
4.3 |
0.2% |
2,527.3 |
| Low |
2,471.1 |
2,486.5 |
15.4 |
0.6% |
2,471.1 |
| Close |
2,478.9 |
2,508.4 |
29.5 |
1.2% |
2,508.4 |
| Range |
33.0 |
21.9 |
-11.1 |
-33.6% |
56.2 |
| ATR |
34.6 |
34.2 |
-0.4 |
-1.0% |
0.0 |
| Volume |
210 |
94 |
-116 |
-55.2% |
675 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.8 |
2,559.5 |
2,520.4 |
|
| R3 |
2,544.9 |
2,537.6 |
2,514.4 |
|
| R2 |
2,523.0 |
2,523.0 |
2,512.4 |
|
| R1 |
2,515.7 |
2,515.7 |
2,510.4 |
2,519.4 |
| PP |
2,501.1 |
2,501.1 |
2,501.1 |
2,502.9 |
| S1 |
2,493.8 |
2,493.8 |
2,506.4 |
2,497.5 |
| S2 |
2,479.2 |
2,479.2 |
2,504.4 |
|
| S3 |
2,457.3 |
2,471.9 |
2,502.4 |
|
| S4 |
2,435.4 |
2,450.0 |
2,496.4 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.9 |
2,645.8 |
2,539.3 |
|
| R3 |
2,614.7 |
2,589.6 |
2,523.9 |
|
| R2 |
2,558.5 |
2,558.5 |
2,518.7 |
|
| R1 |
2,533.4 |
2,533.4 |
2,513.6 |
2,517.9 |
| PP |
2,502.3 |
2,502.3 |
2,502.3 |
2,494.5 |
| S1 |
2,477.2 |
2,477.2 |
2,503.2 |
2,461.7 |
| S2 |
2,446.1 |
2,446.1 |
2,498.1 |
|
| S3 |
2,389.9 |
2,421.0 |
2,492.9 |
|
| S4 |
2,333.7 |
2,364.8 |
2,477.5 |
|
|
| 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 |
2,471.1 |
56.2 |
2.2% |
22.9 |
0.9% |
66% |
False |
False |
135 |
| 10 |
2,527.3 |
2,424.5 |
102.8 |
4.1% |
29.9 |
1.2% |
82% |
False |
False |
250 |
| 20 |
2,527.3 |
2,367.3 |
160.0 |
6.4% |
34.7 |
1.4% |
88% |
False |
False |
7,942 |
| 40 |
2,527.3 |
2,327.4 |
199.9 |
8.0% |
34.7 |
1.4% |
91% |
False |
False |
111,736 |
| 60 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
35.0 |
1.4% |
92% |
False |
False |
133,989 |
| 80 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
35.3 |
1.4% |
92% |
False |
False |
114,038 |
| 100 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
37.1 |
1.5% |
92% |
False |
False |
93,198 |
| 120 |
2,527.3 |
2,158.1 |
369.2 |
14.7% |
35.7 |
1.4% |
95% |
False |
False |
78,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,601.5 |
|
2.618 |
2,565.7 |
|
1.618 |
2,543.8 |
|
1.000 |
2,530.3 |
|
0.618 |
2,521.9 |
|
HIGH |
2,508.4 |
|
0.618 |
2,500.0 |
|
0.500 |
2,497.5 |
|
0.382 |
2,494.9 |
|
LOW |
2,486.5 |
|
0.618 |
2,473.0 |
|
1.000 |
2,464.6 |
|
1.618 |
2,451.1 |
|
2.618 |
2,429.2 |
|
4.250 |
2,393.4 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.8 |
2,503.4 |
| PP |
2,501.1 |
2,498.3 |
| S1 |
2,497.5 |
2,493.3 |
|