| 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 |
2,088.7 |
2,071.5 |
-17.2 |
-0.8% |
2,097.5 |
| High |
2,095.4 |
2,109.6 |
14.2 |
0.7% |
2,113.1 |
| Low |
2,063.0 |
2,062.4 |
-0.6 |
0.0% |
1,992.8 |
| Close |
2,071.5 |
2,105.0 |
33.5 |
1.6% |
2,089.9 |
| Range |
32.4 |
47.2 |
14.8 |
45.7% |
120.3 |
| ATR |
59.2 |
58.4 |
-0.9 |
-1.4% |
0.0 |
| Volume |
131,963 |
145,321 |
13,358 |
10.1% |
1,306,351 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.9 |
2,216.7 |
2,131.0 |
|
| R3 |
2,186.7 |
2,169.5 |
2,118.0 |
|
| R2 |
2,139.5 |
2,139.5 |
2,113.7 |
|
| R1 |
2,122.3 |
2,122.3 |
2,109.3 |
2,130.9 |
| PP |
2,092.3 |
2,092.3 |
2,092.3 |
2,096.7 |
| S1 |
2,075.1 |
2,075.1 |
2,100.7 |
2,083.7 |
| S2 |
2,045.1 |
2,045.1 |
2,096.3 |
|
| S3 |
1,997.9 |
2,027.9 |
2,092.0 |
|
| S4 |
1,950.7 |
1,980.7 |
2,079.0 |
|
|
| 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 |
4.1% |
53.7 |
2.6% |
91% |
False |
False |
170,979 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
71.8 |
3.4% |
34% |
False |
False |
261,636 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
63.2 |
3.0% |
34% |
False |
False |
257,385 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
49.1 |
2.3% |
34% |
False |
False |
232,982 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
44.2 |
2.1% |
34% |
False |
False |
160,366 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
42.0 |
2.0% |
44% |
False |
False |
120,319 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
41.5 |
2.0% |
44% |
False |
False |
96,284 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.2% |
37.2 |
1.8% |
44% |
False |
False |
80,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.2 |
|
2.618 |
2,233.2 |
|
1.618 |
2,186.0 |
|
1.000 |
2,156.8 |
|
0.618 |
2,138.8 |
|
HIGH |
2,109.6 |
|
0.618 |
2,091.6 |
|
0.500 |
2,086.0 |
|
0.382 |
2,080.4 |
|
LOW |
2,062.4 |
|
0.618 |
2,033.2 |
|
1.000 |
2,015.2 |
|
1.618 |
1,986.0 |
|
2.618 |
1,938.8 |
|
4.250 |
1,861.8 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.7 |
2,099.1 |
| PP |
2,092.3 |
2,093.2 |
| S1 |
2,086.0 |
2,087.4 |
|