| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,152.5 |
2,181.9 |
29.4 |
1.4% |
2,088.7 |
| High |
2,182.0 |
2,188.3 |
6.3 |
0.3% |
2,164.6 |
| Low |
2,150.3 |
2,154.9 |
4.6 |
0.2% |
2,062.4 |
| Close |
2,179.3 |
2,159.3 |
-20.0 |
-0.9% |
2,151.6 |
| Range |
31.7 |
33.4 |
1.7 |
5.4% |
102.2 |
| ATR |
53.1 |
51.7 |
-1.4 |
-2.6% |
0.0 |
| Volume |
129,993 |
126,201 |
-3,792 |
-2.9% |
827,570 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.7 |
2,246.9 |
2,177.7 |
|
| R3 |
2,234.3 |
2,213.5 |
2,168.5 |
|
| R2 |
2,200.9 |
2,200.9 |
2,165.4 |
|
| R1 |
2,180.1 |
2,180.1 |
2,162.4 |
2,173.8 |
| PP |
2,167.5 |
2,167.5 |
2,167.5 |
2,164.4 |
| S1 |
2,146.7 |
2,146.7 |
2,156.2 |
2,140.4 |
| S2 |
2,134.1 |
2,134.1 |
2,153.2 |
|
| S3 |
2,100.7 |
2,113.3 |
2,150.1 |
|
| S4 |
2,067.3 |
2,079.9 |
2,140.9 |
|
|
| 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 |
2,188.3 |
2,133.1 |
55.2 |
2.6% |
33.9 |
1.6% |
47% |
True |
False |
127,802 |
| 10 |
2,188.3 |
2,062.4 |
125.9 |
5.8% |
42.1 |
1.9% |
77% |
True |
False |
145,583 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
58.3 |
2.7% |
51% |
False |
False |
212,655 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
52.1 |
2.4% |
51% |
False |
False |
224,913 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
46.2 |
2.1% |
51% |
False |
False |
177,583 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
15.2% |
42.5 |
2.0% |
51% |
False |
False |
133,231 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
42.2 |
2.0% |
58% |
False |
False |
106,622 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.8% |
39.8 |
1.8% |
58% |
False |
False |
88,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.3 |
|
2.618 |
2,275.7 |
|
1.618 |
2,242.3 |
|
1.000 |
2,221.7 |
|
0.618 |
2,208.9 |
|
HIGH |
2,188.3 |
|
0.618 |
2,175.5 |
|
0.500 |
2,171.6 |
|
0.382 |
2,167.7 |
|
LOW |
2,154.9 |
|
0.618 |
2,134.3 |
|
1.000 |
2,121.5 |
|
1.618 |
2,100.9 |
|
2.618 |
2,067.5 |
|
4.250 |
2,013.0 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,171.6 |
2,166.5 |
| PP |
2,167.5 |
2,164.1 |
| S1 |
2,163.4 |
2,161.7 |
|