| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
5,372.50 |
5,457.50 |
85.00 |
1.6% |
5,330.00 |
| High |
5,461.25 |
5,487.75 |
26.50 |
0.5% |
5,385.25 |
| Low |
5,367.50 |
5,438.75 |
71.25 |
1.3% |
5,120.00 |
| Close |
5,459.00 |
5,477.00 |
18.00 |
0.3% |
5,370.25 |
| Range |
93.75 |
49.00 |
-44.75 |
-47.7% |
265.25 |
| ATR |
100.47 |
96.80 |
-3.68 |
-3.7% |
0.00 |
| Volume |
1,271,171 |
1,301,826 |
30,655 |
2.4% |
11,179,750 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,614.75 |
5,595.00 |
5,504.00 |
|
| R3 |
5,565.75 |
5,546.00 |
5,490.50 |
|
| R2 |
5,516.75 |
5,516.75 |
5,486.00 |
|
| R1 |
5,497.00 |
5,497.00 |
5,481.50 |
5,507.00 |
| PP |
5,467.75 |
5,467.75 |
5,467.75 |
5,472.75 |
| S1 |
5,448.00 |
5,448.00 |
5,472.50 |
5,458.00 |
| S2 |
5,418.75 |
5,418.75 |
5,468.00 |
|
| S3 |
5,369.75 |
5,399.00 |
5,463.50 |
|
| S4 |
5,320.75 |
5,350.00 |
5,450.00 |
|
|
| 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 |
5,487.75 |
5,182.00 |
305.75 |
5.6% |
87.25 |
1.6% |
96% |
True |
False |
1,423,471 |
| 10 |
5,600.75 |
5,120.00 |
480.75 |
8.8% |
124.25 |
2.3% |
74% |
False |
False |
2,096,417 |
| 20 |
5,664.00 |
5,120.00 |
544.00 |
9.9% |
105.00 |
1.9% |
66% |
False |
False |
2,080,464 |
| 40 |
5,721.25 |
5,120.00 |
601.25 |
11.0% |
77.00 |
1.4% |
59% |
False |
False |
1,754,315 |
| 60 |
5,721.25 |
5,120.00 |
601.25 |
11.0% |
69.00 |
1.3% |
59% |
False |
False |
1,238,826 |
| 80 |
5,721.25 |
5,062.50 |
658.75 |
12.0% |
65.75 |
1.2% |
63% |
False |
False |
929,707 |
| 100 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
65.25 |
1.2% |
65% |
False |
False |
744,165 |
| 120 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
62.50 |
1.1% |
65% |
False |
False |
620,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,696.00 |
|
2.618 |
5,616.00 |
|
1.618 |
5,567.00 |
|
1.000 |
5,536.75 |
|
0.618 |
5,518.00 |
|
HIGH |
5,487.75 |
|
0.618 |
5,469.00 |
|
0.500 |
5,463.25 |
|
0.382 |
5,457.50 |
|
LOW |
5,438.75 |
|
0.618 |
5,408.50 |
|
1.000 |
5,389.75 |
|
1.618 |
5,359.50 |
|
2.618 |
5,310.50 |
|
4.250 |
5,230.50 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,472.50 |
5,457.25 |
| PP |
5,467.75 |
5,437.50 |
| S1 |
5,463.25 |
5,417.75 |
|