| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
8,345.5 |
8,360.0 |
14.5 |
0.2% |
8,327.5 |
| High |
8,422.5 |
8,397.0 |
-25.5 |
-0.3% |
8,401.0 |
| Low |
8,345.0 |
8,339.0 |
-6.0 |
-0.1% |
8,259.5 |
| Close |
8,373.5 |
8,362.0 |
-11.5 |
-0.1% |
8,352.5 |
| Range |
77.5 |
58.0 |
-19.5 |
-25.2% |
141.5 |
| ATR |
95.3 |
92.7 |
-2.7 |
-2.8% |
0.0 |
| Volume |
63,403 |
47,580 |
-15,823 |
-25.0% |
284,199 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,540.0 |
8,509.0 |
8,394.0 |
|
| R3 |
8,482.0 |
8,451.0 |
8,378.0 |
|
| R2 |
8,424.0 |
8,424.0 |
8,372.5 |
|
| R1 |
8,393.0 |
8,393.0 |
8,367.5 |
8,408.5 |
| PP |
8,366.0 |
8,366.0 |
8,366.0 |
8,374.0 |
| S1 |
8,335.0 |
8,335.0 |
8,356.5 |
8,350.5 |
| S2 |
8,308.0 |
8,308.0 |
8,351.5 |
|
| S3 |
8,250.0 |
8,277.0 |
8,346.0 |
|
| S4 |
8,192.0 |
8,219.0 |
8,330.0 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,762.0 |
8,699.0 |
8,430.5 |
|
| R3 |
8,620.5 |
8,557.5 |
8,391.5 |
|
| R2 |
8,479.0 |
8,479.0 |
8,378.5 |
|
| R1 |
8,416.0 |
8,416.0 |
8,365.5 |
8,447.5 |
| PP |
8,337.5 |
8,337.5 |
8,337.5 |
8,353.5 |
| S1 |
8,274.5 |
8,274.5 |
8,339.5 |
8,306.0 |
| S2 |
8,196.0 |
8,196.0 |
8,326.5 |
|
| S3 |
8,054.5 |
8,133.0 |
8,313.5 |
|
| S4 |
7,913.0 |
7,991.5 |
8,274.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,422.5 |
8,259.5 |
163.0 |
1.9% |
61.0 |
0.7% |
63% |
False |
False |
53,991 |
| 10 |
8,422.5 |
8,247.0 |
175.5 |
2.1% |
75.5 |
0.9% |
66% |
False |
False |
62,743 |
| 20 |
8,422.5 |
7,908.0 |
514.5 |
6.2% |
104.0 |
1.2% |
88% |
False |
False |
80,652 |
| 40 |
8,422.5 |
7,908.0 |
514.5 |
6.2% |
94.0 |
1.1% |
88% |
False |
False |
77,758 |
| 60 |
8,422.5 |
7,908.0 |
514.5 |
6.2% |
89.0 |
1.1% |
88% |
False |
False |
78,881 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.0% |
76.0 |
0.9% |
78% |
False |
False |
59,177 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
70.0 |
0.8% |
81% |
False |
False |
47,343 |
| 120 |
8,492.0 |
7,711.5 |
780.5 |
9.3% |
63.0 |
0.8% |
83% |
False |
False |
39,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,643.5 |
|
2.618 |
8,549.0 |
|
1.618 |
8,491.0 |
|
1.000 |
8,455.0 |
|
0.618 |
8,433.0 |
|
HIGH |
8,397.0 |
|
0.618 |
8,375.0 |
|
0.500 |
8,368.0 |
|
0.382 |
8,361.0 |
|
LOW |
8,339.0 |
|
0.618 |
8,303.0 |
|
1.000 |
8,281.0 |
|
1.618 |
8,245.0 |
|
2.618 |
8,187.0 |
|
4.250 |
8,092.5 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,368.0 |
8,365.0 |
| PP |
8,366.0 |
8,364.0 |
| S1 |
8,364.0 |
8,363.0 |
|