| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,154.2 |
2,177.3 |
23.1 |
1.1% |
2,088.7 |
| High |
2,178.1 |
2,187.1 |
9.0 |
0.4% |
2,164.6 |
| Low |
2,147.6 |
2,144.6 |
-3.0 |
-0.1% |
2,062.4 |
| Close |
2,176.6 |
2,151.7 |
-24.9 |
-1.1% |
2,151.6 |
| Range |
30.5 |
42.5 |
12.0 |
39.3% |
102.2 |
| ATR |
55.7 |
54.7 |
-0.9 |
-1.7% |
0.0 |
| Volume |
105,933 |
122,009 |
16,076 |
15.2% |
827,570 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.6 |
2,262.7 |
2,175.1 |
|
| R3 |
2,246.1 |
2,220.2 |
2,163.4 |
|
| R2 |
2,203.6 |
2,203.6 |
2,159.5 |
|
| R1 |
2,177.7 |
2,177.7 |
2,155.6 |
2,169.4 |
| PP |
2,161.1 |
2,161.1 |
2,161.1 |
2,157.0 |
| S1 |
2,135.2 |
2,135.2 |
2,147.8 |
2,126.9 |
| S2 |
2,118.6 |
2,118.6 |
2,143.9 |
|
| S3 |
2,076.1 |
2,092.7 |
2,140.0 |
|
| S4 |
2,033.6 |
2,050.2 |
2,128.3 |
|
|
| 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 |
2,187.1 |
2,080.7 |
106.4 |
4.9% |
47.7 |
2.2% |
67% |
True |
False |
155,645 |
| 10 |
2,187.1 |
2,025.9 |
161.2 |
7.5% |
50.7 |
2.4% |
78% |
True |
False |
163,312 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
61.8 |
2.9% |
48% |
False |
False |
228,147 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
51.5 |
2.4% |
48% |
False |
False |
224,844 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
46.0 |
2.1% |
48% |
False |
False |
173,324 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
42.3 |
2.0% |
48% |
False |
False |
130,033 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
42.3 |
2.0% |
56% |
False |
False |
104,062 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
39.2 |
1.8% |
56% |
False |
False |
86,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,367.7 |
|
2.618 |
2,298.4 |
|
1.618 |
2,255.9 |
|
1.000 |
2,229.6 |
|
0.618 |
2,213.4 |
|
HIGH |
2,187.1 |
|
0.618 |
2,170.9 |
|
0.500 |
2,165.9 |
|
0.382 |
2,160.8 |
|
LOW |
2,144.6 |
|
0.618 |
2,118.3 |
|
1.000 |
2,102.1 |
|
1.618 |
2,075.8 |
|
2.618 |
2,033.3 |
|
4.250 |
1,964.0 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.9 |
2,160.1 |
| PP |
2,161.1 |
2,157.3 |
| S1 |
2,156.4 |
2,154.5 |
|