| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,177.3 |
2,152.5 |
-24.8 |
-1.1% |
2,088.7 |
| High |
2,187.1 |
2,182.0 |
-5.1 |
-0.2% |
2,164.6 |
| Low |
2,144.6 |
2,150.3 |
5.7 |
0.3% |
2,062.4 |
| Close |
2,151.7 |
2,179.3 |
27.6 |
1.3% |
2,151.6 |
| Range |
42.5 |
31.7 |
-10.8 |
-25.4% |
102.2 |
| ATR |
54.7 |
53.1 |
-1.6 |
-3.0% |
0.0 |
| Volume |
122,009 |
129,993 |
7,984 |
6.5% |
827,570 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.6 |
2,254.2 |
2,196.7 |
|
| R3 |
2,233.9 |
2,222.5 |
2,188.0 |
|
| R2 |
2,202.2 |
2,202.2 |
2,185.1 |
|
| R1 |
2,190.8 |
2,190.8 |
2,182.2 |
2,196.5 |
| PP |
2,170.5 |
2,170.5 |
2,170.5 |
2,173.4 |
| S1 |
2,159.1 |
2,159.1 |
2,176.4 |
2,164.8 |
| S2 |
2,138.8 |
2,138.8 |
2,173.5 |
|
| S3 |
2,107.1 |
2,127.4 |
2,170.6 |
|
| S4 |
2,075.4 |
2,095.7 |
2,161.9 |
|
|
| 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% |
42.4 |
1.9% |
93% |
False |
False |
146,200 |
| 10 |
2,187.1 |
2,025.9 |
161.2 |
7.4% |
46.1 |
2.1% |
95% |
False |
False |
152,565 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
60.3 |
2.8% |
57% |
False |
False |
220,668 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
51.8 |
2.4% |
57% |
False |
False |
225,072 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
46.1 |
2.1% |
57% |
False |
False |
175,485 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.0% |
42.3 |
1.9% |
57% |
False |
False |
131,654 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.6% |
42.3 |
1.9% |
63% |
False |
False |
105,361 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.6% |
39.5 |
1.8% |
63% |
False |
False |
87,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.7 |
|
2.618 |
2,265.0 |
|
1.618 |
2,233.3 |
|
1.000 |
2,213.7 |
|
0.618 |
2,201.6 |
|
HIGH |
2,182.0 |
|
0.618 |
2,169.9 |
|
0.500 |
2,166.2 |
|
0.382 |
2,162.4 |
|
LOW |
2,150.3 |
|
0.618 |
2,130.7 |
|
1.000 |
2,118.6 |
|
1.618 |
2,099.0 |
|
2.618 |
2,067.3 |
|
4.250 |
2,015.6 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,174.9 |
2,174.8 |
| PP |
2,170.5 |
2,170.3 |
| S1 |
2,166.2 |
2,165.9 |
|