| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,181.9 |
2,161.4 |
-20.5 |
-0.9% |
2,154.2 |
| High |
2,188.3 |
2,235.0 |
46.7 |
2.1% |
2,235.0 |
| Low |
2,154.9 |
2,161.4 |
6.5 |
0.3% |
2,144.6 |
| Close |
2,159.3 |
2,227.2 |
67.9 |
3.1% |
2,227.2 |
| Range |
33.4 |
73.6 |
40.2 |
120.4% |
90.4 |
| ATR |
51.7 |
53.4 |
1.7 |
3.3% |
0.0 |
| Volume |
126,201 |
219,343 |
93,142 |
73.8% |
703,479 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,428.7 |
2,401.5 |
2,267.7 |
|
| R3 |
2,355.1 |
2,327.9 |
2,247.4 |
|
| R2 |
2,281.5 |
2,281.5 |
2,240.7 |
|
| R1 |
2,254.3 |
2,254.3 |
2,233.9 |
2,267.9 |
| PP |
2,207.9 |
2,207.9 |
2,207.9 |
2,214.7 |
| S1 |
2,180.7 |
2,180.7 |
2,220.5 |
2,194.3 |
| S2 |
2,134.3 |
2,134.3 |
2,213.7 |
|
| S3 |
2,060.7 |
2,107.1 |
2,207.0 |
|
| S4 |
1,987.1 |
2,033.5 |
2,186.7 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.5 |
2,440.7 |
2,276.9 |
|
| R3 |
2,383.1 |
2,350.3 |
2,252.1 |
|
| R2 |
2,292.7 |
2,292.7 |
2,243.8 |
|
| R1 |
2,259.9 |
2,259.9 |
2,235.5 |
2,276.3 |
| PP |
2,202.3 |
2,202.3 |
2,202.3 |
2,210.5 |
| S1 |
2,169.5 |
2,169.5 |
2,218.9 |
2,185.9 |
| S2 |
2,111.9 |
2,111.9 |
2,210.6 |
|
| S3 |
2,021.5 |
2,079.1 |
2,202.3 |
|
| S4 |
1,931.1 |
1,988.7 |
2,177.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,235.0 |
2,144.6 |
90.4 |
4.1% |
42.3 |
1.9% |
91% |
True |
False |
140,695 |
| 10 |
2,235.0 |
2,062.4 |
172.6 |
7.7% |
45.7 |
2.1% |
95% |
True |
False |
153,104 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
59.7 |
2.7% |
72% |
False |
False |
212,110 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
53.1 |
2.4% |
72% |
False |
False |
226,836 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
46.9 |
2.1% |
72% |
False |
False |
181,228 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
42.8 |
1.9% |
72% |
False |
False |
135,971 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.2% |
42.4 |
1.9% |
76% |
False |
False |
108,813 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.2% |
40.3 |
1.8% |
76% |
False |
False |
90,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.8 |
|
2.618 |
2,427.7 |
|
1.618 |
2,354.1 |
|
1.000 |
2,308.6 |
|
0.618 |
2,280.5 |
|
HIGH |
2,235.0 |
|
0.618 |
2,206.9 |
|
0.500 |
2,198.2 |
|
0.382 |
2,189.5 |
|
LOW |
2,161.4 |
|
0.618 |
2,115.9 |
|
1.000 |
2,087.8 |
|
1.618 |
2,042.3 |
|
2.618 |
1,968.7 |
|
4.250 |
1,848.6 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,217.5 |
2,215.7 |
| PP |
2,207.9 |
2,204.2 |
| S1 |
2,198.2 |
2,192.7 |
|