| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,092.6 |
2,147.4 |
54.8 |
2.6% |
2,088.7 |
| High |
2,156.5 |
2,164.6 |
8.1 |
0.4% |
2,164.6 |
| Low |
2,080.7 |
2,133.1 |
52.4 |
2.5% |
2,062.4 |
| Close |
2,145.6 |
2,151.6 |
6.0 |
0.3% |
2,151.6 |
| Range |
75.8 |
31.5 |
-44.3 |
-58.4% |
102.2 |
| ATR |
59.6 |
57.6 |
-2.0 |
-3.4% |
0.0 |
| Volume |
218,191 |
154,875 |
-63,316 |
-29.0% |
827,570 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.3 |
2,229.4 |
2,168.9 |
|
| R3 |
2,212.8 |
2,197.9 |
2,160.3 |
|
| R2 |
2,181.3 |
2,181.3 |
2,157.4 |
|
| R1 |
2,166.4 |
2,166.4 |
2,154.5 |
2,173.9 |
| PP |
2,149.8 |
2,149.8 |
2,149.8 |
2,153.5 |
| S1 |
2,134.9 |
2,134.9 |
2,148.7 |
2,142.4 |
| S2 |
2,118.3 |
2,118.3 |
2,145.8 |
|
| S3 |
2,086.8 |
2,103.4 |
2,142.9 |
|
| S4 |
2,055.3 |
2,071.9 |
2,134.3 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,432.8 |
2,394.4 |
2,207.8 |
|
| R3 |
2,330.6 |
2,292.2 |
2,179.7 |
|
| R2 |
2,228.4 |
2,228.4 |
2,170.3 |
|
| R1 |
2,190.0 |
2,190.0 |
2,161.0 |
2,209.2 |
| PP |
2,126.2 |
2,126.2 |
2,126.2 |
2,135.8 |
| S1 |
2,087.8 |
2,087.8 |
2,142.2 |
2,107.0 |
| S2 |
2,024.0 |
2,024.0 |
2,132.9 |
|
| S3 |
1,921.8 |
1,985.6 |
2,123.5 |
|
| S4 |
1,819.6 |
1,883.4 |
2,095.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,164.6 |
2,062.4 |
102.2 |
4.7% |
49.1 |
2.3% |
87% |
True |
False |
165,514 |
| 10 |
2,164.6 |
1,992.8 |
171.8 |
8.0% |
61.3 |
2.8% |
92% |
True |
False |
213,392 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
63.4 |
2.9% |
48% |
False |
False |
239,633 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
51.1 |
2.4% |
48% |
False |
False |
226,910 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
46.2 |
2.1% |
48% |
False |
False |
169,533 |
| 80 |
2,320.5 |
1,987.3 |
333.2 |
15.5% |
42.4 |
2.0% |
49% |
False |
False |
127,191 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
42.2 |
2.0% |
56% |
False |
False |
101,784 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
38.6 |
1.8% |
56% |
False |
False |
84,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,298.5 |
|
2.618 |
2,247.1 |
|
1.618 |
2,215.6 |
|
1.000 |
2,196.1 |
|
0.618 |
2,184.1 |
|
HIGH |
2,164.6 |
|
0.618 |
2,152.6 |
|
0.500 |
2,148.9 |
|
0.382 |
2,145.1 |
|
LOW |
2,133.1 |
|
0.618 |
2,113.6 |
|
1.000 |
2,101.6 |
|
1.618 |
2,082.1 |
|
2.618 |
2,050.6 |
|
4.250 |
1,999.2 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,150.7 |
2,142.0 |
| PP |
2,149.8 |
2,132.3 |
| S1 |
2,148.9 |
2,122.7 |
|