| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,147.4 |
2,154.2 |
6.8 |
0.3% |
2,088.7 |
| High |
2,164.6 |
2,178.1 |
13.5 |
0.6% |
2,164.6 |
| Low |
2,133.1 |
2,147.6 |
14.5 |
0.7% |
2,062.4 |
| Close |
2,151.6 |
2,176.6 |
25.0 |
1.2% |
2,151.6 |
| Range |
31.5 |
30.5 |
-1.0 |
-3.2% |
102.2 |
| ATR |
57.6 |
55.7 |
-1.9 |
-3.4% |
0.0 |
| Volume |
154,875 |
105,933 |
-48,942 |
-31.6% |
827,570 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.9 |
2,248.3 |
2,193.4 |
|
| R3 |
2,228.4 |
2,217.8 |
2,185.0 |
|
| R2 |
2,197.9 |
2,197.9 |
2,182.2 |
|
| R1 |
2,187.3 |
2,187.3 |
2,179.4 |
2,192.6 |
| PP |
2,167.4 |
2,167.4 |
2,167.4 |
2,170.1 |
| S1 |
2,156.8 |
2,156.8 |
2,173.8 |
2,162.1 |
| S2 |
2,136.9 |
2,136.9 |
2,171.0 |
|
| S3 |
2,106.4 |
2,126.3 |
2,168.2 |
|
| S4 |
2,075.9 |
2,095.8 |
2,159.8 |
|
|
| 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 |
2,178.1 |
2,062.4 |
115.7 |
5.3% |
48.7 |
2.2% |
99% |
True |
False |
160,308 |
| 10 |
2,178.1 |
2,025.9 |
152.2 |
7.0% |
52.7 |
2.4% |
99% |
True |
False |
179,641 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.1% |
62.2 |
2.9% |
56% |
False |
False |
233,702 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.1% |
51.3 |
2.4% |
56% |
False |
False |
225,697 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.1% |
46.2 |
2.1% |
56% |
False |
False |
171,295 |
| 80 |
2,320.5 |
1,987.3 |
333.2 |
15.3% |
42.5 |
2.0% |
57% |
False |
False |
128,514 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.6% |
42.3 |
1.9% |
62% |
False |
False |
102,843 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.6% |
38.9 |
1.8% |
62% |
False |
False |
85,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,307.7 |
|
2.618 |
2,257.9 |
|
1.618 |
2,227.4 |
|
1.000 |
2,208.6 |
|
0.618 |
2,196.9 |
|
HIGH |
2,178.1 |
|
0.618 |
2,166.4 |
|
0.500 |
2,162.9 |
|
0.382 |
2,159.3 |
|
LOW |
2,147.6 |
|
0.618 |
2,128.8 |
|
1.000 |
2,117.1 |
|
1.618 |
2,098.3 |
|
2.618 |
2,067.8 |
|
4.250 |
2,018.0 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.0 |
2,160.9 |
| PP |
2,167.4 |
2,145.1 |
| S1 |
2,162.9 |
2,129.4 |
|