| 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 |
2,096.5 |
2,088.7 |
-7.8 |
-0.4% |
2,097.5 |
| High |
2,112.3 |
2,095.4 |
-16.9 |
-0.8% |
2,113.1 |
| Low |
2,075.0 |
2,063.0 |
-12.0 |
-0.6% |
1,992.8 |
| Close |
2,089.9 |
2,071.5 |
-18.4 |
-0.9% |
2,089.9 |
| Range |
37.3 |
32.4 |
-4.9 |
-13.1% |
120.3 |
| ATR |
61.3 |
59.2 |
-2.1 |
-3.4% |
0.0 |
| Volume |
144,129 |
131,963 |
-12,166 |
-8.4% |
1,306,351 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.8 |
2,155.1 |
2,089.3 |
|
| R3 |
2,141.4 |
2,122.7 |
2,080.4 |
|
| R2 |
2,109.0 |
2,109.0 |
2,077.4 |
|
| R1 |
2,090.3 |
2,090.3 |
2,074.5 |
2,083.5 |
| PP |
2,076.6 |
2,076.6 |
2,076.6 |
2,073.2 |
| S1 |
2,057.9 |
2,057.9 |
2,068.5 |
2,051.1 |
| S2 |
2,044.2 |
2,044.2 |
2,065.6 |
|
| S3 |
2,011.8 |
2,025.5 |
2,062.6 |
|
| S4 |
1,979.4 |
1,993.1 |
2,053.7 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.2 |
2,378.3 |
2,156.1 |
|
| R3 |
2,305.9 |
2,258.0 |
2,123.0 |
|
| R2 |
2,185.6 |
2,185.6 |
2,112.0 |
|
| R1 |
2,137.7 |
2,137.7 |
2,100.9 |
2,101.5 |
| PP |
2,065.3 |
2,065.3 |
2,065.3 |
2,047.2 |
| S1 |
2,017.4 |
2,017.4 |
2,078.9 |
1,981.2 |
| S2 |
1,945.0 |
1,945.0 |
2,067.8 |
|
| S3 |
1,824.7 |
1,897.1 |
2,056.8 |
|
| S4 |
1,704.4 |
1,776.8 |
2,023.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.1 |
2,025.9 |
87.2 |
4.2% |
56.6 |
2.7% |
52% |
False |
False |
198,974 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
71.3 |
3.4% |
24% |
False |
False |
265,564 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
64.8 |
3.1% |
24% |
False |
False |
266,225 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
48.9 |
2.4% |
24% |
False |
False |
234,016 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
43.7 |
2.1% |
24% |
False |
False |
157,947 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.5% |
41.9 |
2.0% |
35% |
False |
False |
118,504 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.5% |
41.6 |
2.0% |
35% |
False |
False |
94,832 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.5% |
36.9 |
1.8% |
35% |
False |
False |
79,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,233.1 |
|
2.618 |
2,180.2 |
|
1.618 |
2,147.8 |
|
1.000 |
2,127.8 |
|
0.618 |
2,115.4 |
|
HIGH |
2,095.4 |
|
0.618 |
2,083.0 |
|
0.500 |
2,079.2 |
|
0.382 |
2,075.4 |
|
LOW |
2,063.0 |
|
0.618 |
2,043.0 |
|
1.000 |
2,030.6 |
|
1.618 |
2,010.6 |
|
2.618 |
1,978.2 |
|
4.250 |
1,925.3 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.2 |
2,070.7 |
| PP |
2,076.6 |
2,069.9 |
| S1 |
2,074.1 |
2,069.1 |
|