| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,161.4 |
2,228.2 |
66.8 |
3.1% |
2,154.2 |
| High |
2,235.0 |
2,249.3 |
14.3 |
0.6% |
2,235.0 |
| Low |
2,161.4 |
2,224.2 |
62.8 |
2.9% |
2,144.6 |
| Close |
2,227.2 |
2,227.6 |
0.4 |
0.0% |
2,227.2 |
| Range |
73.6 |
25.1 |
-48.5 |
-65.9% |
90.4 |
| ATR |
53.4 |
51.4 |
-2.0 |
-3.8% |
0.0 |
| Volume |
219,343 |
156,977 |
-62,366 |
-28.4% |
703,479 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.0 |
2,293.4 |
2,241.4 |
|
| R3 |
2,283.9 |
2,268.3 |
2,234.5 |
|
| R2 |
2,258.8 |
2,258.8 |
2,232.2 |
|
| R1 |
2,243.2 |
2,243.2 |
2,229.9 |
2,238.5 |
| PP |
2,233.7 |
2,233.7 |
2,233.7 |
2,231.3 |
| S1 |
2,218.1 |
2,218.1 |
2,225.3 |
2,213.4 |
| S2 |
2,208.6 |
2,208.6 |
2,223.0 |
|
| S3 |
2,183.5 |
2,193.0 |
2,220.7 |
|
| S4 |
2,158.4 |
2,167.9 |
2,213.8 |
|
|
| 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 |
2,249.3 |
2,144.6 |
104.7 |
4.7% |
41.3 |
1.9% |
79% |
True |
False |
150,904 |
| 10 |
2,249.3 |
2,062.4 |
186.9 |
8.4% |
45.0 |
2.0% |
88% |
True |
False |
155,606 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
58.1 |
2.6% |
72% |
False |
False |
210,585 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
52.9 |
2.4% |
72% |
False |
False |
223,601 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
46.7 |
2.1% |
72% |
False |
False |
183,834 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.7% |
42.4 |
1.9% |
72% |
False |
False |
137,931 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.2% |
42.3 |
1.9% |
76% |
False |
False |
110,382 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.2% |
40.5 |
1.8% |
76% |
False |
False |
91,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.0 |
|
2.618 |
2,315.0 |
|
1.618 |
2,289.9 |
|
1.000 |
2,274.4 |
|
0.618 |
2,264.8 |
|
HIGH |
2,249.3 |
|
0.618 |
2,239.7 |
|
0.500 |
2,236.8 |
|
0.382 |
2,233.8 |
|
LOW |
2,224.2 |
|
0.618 |
2,208.7 |
|
1.000 |
2,199.1 |
|
1.618 |
2,183.6 |
|
2.618 |
2,158.5 |
|
4.250 |
2,117.5 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.8 |
2,219.1 |
| PP |
2,233.7 |
2,210.6 |
| S1 |
2,230.7 |
2,202.1 |
|