| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
8,208.5 |
8,229.5 |
21.0 |
0.3% |
8,168.5 |
| High |
8,239.0 |
8,265.5 |
26.5 |
0.3% |
8,212.5 |
| Low |
8,189.5 |
8,190.5 |
1.0 |
0.0% |
7,908.0 |
| Close |
8,214.5 |
8,241.0 |
26.5 |
0.3% |
8,179.0 |
| Range |
49.5 |
75.0 |
25.5 |
51.5% |
304.5 |
| ATR |
112.0 |
109.3 |
-2.6 |
-2.4% |
0.0 |
| Volume |
57,695 |
59,205 |
1,510 |
2.6% |
581,381 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,457.5 |
8,424.0 |
8,282.0 |
|
| R3 |
8,382.5 |
8,349.0 |
8,261.5 |
|
| R2 |
8,307.5 |
8,307.5 |
8,255.0 |
|
| R1 |
8,274.0 |
8,274.0 |
8,248.0 |
8,291.0 |
| PP |
8,232.5 |
8,232.5 |
8,232.5 |
8,240.5 |
| S1 |
8,199.0 |
8,199.0 |
8,234.0 |
8,216.0 |
| S2 |
8,157.5 |
8,157.5 |
8,227.0 |
|
| S3 |
8,082.5 |
8,124.0 |
8,220.5 |
|
| S4 |
8,007.5 |
8,049.0 |
8,200.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,013.5 |
8,900.5 |
8,346.5 |
|
| R3 |
8,709.0 |
8,596.0 |
8,262.5 |
|
| R2 |
8,404.5 |
8,404.5 |
8,235.0 |
|
| R1 |
8,291.5 |
8,291.5 |
8,207.0 |
8,348.0 |
| PP |
8,100.0 |
8,100.0 |
8,100.0 |
8,128.0 |
| S1 |
7,987.0 |
7,987.0 |
8,151.0 |
8,043.5 |
| S2 |
7,795.5 |
7,795.5 |
8,123.0 |
|
| S3 |
7,491.0 |
7,682.5 |
8,095.5 |
|
| S4 |
7,186.5 |
7,378.0 |
8,011.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,265.5 |
8,029.5 |
236.0 |
2.9% |
89.0 |
1.1% |
90% |
True |
False |
74,802 |
| 10 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
132.5 |
1.6% |
66% |
False |
False |
98,560 |
| 20 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
114.0 |
1.4% |
66% |
False |
False |
89,525 |
| 40 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
97.0 |
1.2% |
66% |
False |
False |
86,955 |
| 60 |
8,475.5 |
7,908.0 |
567.5 |
6.9% |
87.0 |
1.1% |
59% |
False |
False |
68,444 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
70.0 |
0.8% |
57% |
False |
False |
51,334 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
66.5 |
0.8% |
64% |
False |
False |
41,070 |
| 120 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
57.0 |
0.7% |
70% |
False |
False |
34,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,584.0 |
|
2.618 |
8,462.0 |
|
1.618 |
8,387.0 |
|
1.000 |
8,340.5 |
|
0.618 |
8,312.0 |
|
HIGH |
8,265.5 |
|
0.618 |
8,237.0 |
|
0.500 |
8,228.0 |
|
0.382 |
8,219.0 |
|
LOW |
8,190.5 |
|
0.618 |
8,144.0 |
|
1.000 |
8,115.5 |
|
1.618 |
8,069.0 |
|
2.618 |
7,994.0 |
|
4.250 |
7,872.0 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,236.5 |
8,229.0 |
| PP |
8,232.5 |
8,217.0 |
| S1 |
8,228.0 |
8,205.0 |
|