| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,102.7 |
2,092.6 |
-10.1 |
-0.5% |
2,097.5 |
| High |
2,140.5 |
2,156.5 |
16.0 |
0.7% |
2,113.1 |
| Low |
2,082.1 |
2,080.7 |
-1.4 |
-0.1% |
1,992.8 |
| Close |
2,091.8 |
2,145.6 |
53.8 |
2.6% |
2,089.9 |
| Range |
58.4 |
75.8 |
17.4 |
29.8% |
120.3 |
| ATR |
58.4 |
59.6 |
1.2 |
2.1% |
0.0 |
| Volume |
177,220 |
218,191 |
40,971 |
23.1% |
1,306,351 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,355.0 |
2,326.1 |
2,187.3 |
|
| R3 |
2,279.2 |
2,250.3 |
2,166.4 |
|
| R2 |
2,203.4 |
2,203.4 |
2,159.5 |
|
| R1 |
2,174.5 |
2,174.5 |
2,152.5 |
2,189.0 |
| PP |
2,127.6 |
2,127.6 |
2,127.6 |
2,134.8 |
| S1 |
2,098.7 |
2,098.7 |
2,138.7 |
2,113.2 |
| S2 |
2,051.8 |
2,051.8 |
2,131.7 |
|
| S3 |
1,976.0 |
2,022.9 |
2,124.8 |
|
| S4 |
1,900.2 |
1,947.1 |
2,103.9 |
|
|
| 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 |
2,156.5 |
2,062.4 |
94.1 |
4.4% |
50.2 |
2.3% |
88% |
True |
False |
163,364 |
| 10 |
2,200.1 |
1,992.8 |
207.3 |
9.7% |
68.5 |
3.2% |
74% |
False |
False |
236,424 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.3% |
63.4 |
3.0% |
47% |
False |
False |
243,371 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.3% |
51.0 |
2.4% |
47% |
False |
False |
227,903 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.3% |
46.0 |
2.1% |
47% |
False |
False |
166,955 |
| 80 |
2,320.5 |
1,987.3 |
333.2 |
15.5% |
42.6 |
2.0% |
48% |
False |
False |
125,255 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.9% |
42.2 |
2.0% |
54% |
False |
False |
100,237 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.9% |
38.4 |
1.8% |
54% |
False |
False |
83,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.7 |
|
2.618 |
2,354.9 |
|
1.618 |
2,279.1 |
|
1.000 |
2,232.3 |
|
0.618 |
2,203.3 |
|
HIGH |
2,156.5 |
|
0.618 |
2,127.5 |
|
0.500 |
2,118.6 |
|
0.382 |
2,109.7 |
|
LOW |
2,080.7 |
|
0.618 |
2,033.9 |
|
1.000 |
2,004.9 |
|
1.618 |
1,958.1 |
|
2.618 |
1,882.3 |
|
4.250 |
1,758.6 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,136.6 |
2,133.6 |
| PP |
2,127.6 |
2,121.5 |
| S1 |
2,118.6 |
2,109.5 |
|