| 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 |
2,071.5 |
2,102.7 |
31.2 |
1.5% |
2,097.5 |
| High |
2,109.6 |
2,140.5 |
30.9 |
1.5% |
2,113.1 |
| Low |
2,062.4 |
2,082.1 |
19.7 |
1.0% |
1,992.8 |
| Close |
2,105.0 |
2,091.8 |
-13.2 |
-0.6% |
2,089.9 |
| Range |
47.2 |
58.4 |
11.2 |
23.7% |
120.3 |
| ATR |
58.4 |
58.4 |
0.0 |
0.0% |
0.0 |
| Volume |
145,321 |
177,220 |
31,899 |
22.0% |
1,306,351 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.0 |
2,244.3 |
2,123.9 |
|
| R3 |
2,221.6 |
2,185.9 |
2,107.9 |
|
| R2 |
2,163.2 |
2,163.2 |
2,102.5 |
|
| R1 |
2,127.5 |
2,127.5 |
2,097.2 |
2,116.2 |
| PP |
2,104.8 |
2,104.8 |
2,104.8 |
2,099.1 |
| S1 |
2,069.1 |
2,069.1 |
2,086.4 |
2,057.8 |
| S2 |
2,046.4 |
2,046.4 |
2,081.1 |
|
| S3 |
1,988.0 |
2,010.7 |
2,075.7 |
|
| S4 |
1,929.6 |
1,952.3 |
2,059.7 |
|
|
| 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 |
2,140.5 |
2,025.9 |
114.6 |
5.5% |
49.9 |
2.4% |
58% |
True |
False |
158,930 |
| 10 |
2,282.5 |
1,992.8 |
289.7 |
13.8% |
70.9 |
3.4% |
34% |
False |
False |
250,311 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
63.5 |
3.0% |
30% |
False |
False |
248,043 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
49.6 |
2.4% |
30% |
False |
False |
228,464 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
45.0 |
2.2% |
30% |
False |
False |
163,319 |
| 80 |
2,320.5 |
1,980.1 |
340.4 |
16.3% |
42.1 |
2.0% |
33% |
False |
False |
122,530 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
41.8 |
2.0% |
40% |
False |
False |
98,055 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
37.7 |
1.8% |
40% |
False |
False |
81,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.7 |
|
2.618 |
2,293.4 |
|
1.618 |
2,235.0 |
|
1.000 |
2,198.9 |
|
0.618 |
2,176.6 |
|
HIGH |
2,140.5 |
|
0.618 |
2,118.2 |
|
0.500 |
2,111.3 |
|
0.382 |
2,104.4 |
|
LOW |
2,082.1 |
|
0.618 |
2,046.0 |
|
1.000 |
2,023.7 |
|
1.618 |
1,987.6 |
|
2.618 |
1,929.2 |
|
4.250 |
1,833.9 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,111.3 |
2,101.5 |
| PP |
2,104.8 |
2,098.2 |
| S1 |
2,098.3 |
2,095.0 |
|