| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
5,348.25 |
5,364.25 |
16.00 |
0.3% |
5,330.00 |
| High |
5,385.25 |
5,396.75 |
11.50 |
0.2% |
5,385.25 |
| Low |
5,319.50 |
5,347.75 |
28.25 |
0.5% |
5,120.00 |
| Close |
5,370.25 |
5,369.75 |
-0.50 |
0.0% |
5,370.25 |
| Range |
65.75 |
49.00 |
-16.75 |
-25.5% |
265.25 |
| ATR |
104.99 |
100.99 |
-4.00 |
-3.8% |
0.00 |
| Volume |
1,412,017 |
1,219,995 |
-192,022 |
-13.6% |
11,179,750 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,518.50 |
5,493.00 |
5,396.75 |
|
| R3 |
5,469.50 |
5,444.00 |
5,383.25 |
|
| R2 |
5,420.50 |
5,420.50 |
5,378.75 |
|
| R1 |
5,395.00 |
5,395.00 |
5,374.25 |
5,407.75 |
| PP |
5,371.50 |
5,371.50 |
5,371.50 |
5,377.75 |
| S1 |
5,346.00 |
5,346.00 |
5,365.25 |
5,358.75 |
| S2 |
5,322.50 |
5,322.50 |
5,360.75 |
|
| S3 |
5,273.50 |
5,297.00 |
5,356.25 |
|
| S4 |
5,224.50 |
5,248.00 |
5,342.75 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,087.50 |
5,994.25 |
5,516.25 |
|
| R3 |
5,822.25 |
5,729.00 |
5,443.25 |
|
| R2 |
5,557.00 |
5,557.00 |
5,419.00 |
|
| R1 |
5,463.75 |
5,463.75 |
5,394.50 |
5,510.50 |
| PP |
5,291.75 |
5,291.75 |
5,291.75 |
5,315.25 |
| S1 |
5,198.50 |
5,198.50 |
5,346.00 |
5,245.00 |
| S2 |
5,026.50 |
5,026.50 |
5,321.50 |
|
| S3 |
4,761.25 |
4,933.25 |
5,297.25 |
|
| S4 |
4,496.00 |
4,668.00 |
5,224.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,396.75 |
5,182.00 |
214.75 |
4.0% |
115.25 |
2.1% |
87% |
True |
False |
1,792,731 |
| 10 |
5,600.75 |
5,120.00 |
480.75 |
9.0% |
133.00 |
2.5% |
52% |
False |
False |
2,260,163 |
| 20 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
104.50 |
1.9% |
42% |
False |
False |
2,129,063 |
| 40 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
76.25 |
1.4% |
42% |
False |
False |
1,769,765 |
| 60 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
67.50 |
1.3% |
42% |
False |
False |
1,196,021 |
| 80 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
65.75 |
1.2% |
50% |
False |
False |
897,623 |
| 100 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
64.75 |
1.2% |
50% |
False |
False |
718,484 |
| 120 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
62.75 |
1.2% |
50% |
False |
False |
598,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,605.00 |
|
2.618 |
5,525.00 |
|
1.618 |
5,476.00 |
|
1.000 |
5,445.75 |
|
0.618 |
5,427.00 |
|
HIGH |
5,396.75 |
|
0.618 |
5,378.00 |
|
0.500 |
5,372.25 |
|
0.382 |
5,366.50 |
|
LOW |
5,347.75 |
|
0.618 |
5,317.50 |
|
1.000 |
5,298.75 |
|
1.618 |
5,268.50 |
|
2.618 |
5,219.50 |
|
4.250 |
5,139.50 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,372.25 |
5,343.00 |
| PP |
5,371.50 |
5,316.25 |
| S1 |
5,370.50 |
5,289.50 |
|