| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,228.2 |
2,225.3 |
-2.9 |
-0.1% |
2,154.2 |
| High |
2,249.3 |
2,233.4 |
-15.9 |
-0.7% |
2,235.0 |
| Low |
2,224.2 |
2,199.6 |
-24.6 |
-1.1% |
2,144.6 |
| Close |
2,227.6 |
2,210.2 |
-17.4 |
-0.8% |
2,227.2 |
| Range |
25.1 |
33.8 |
8.7 |
34.7% |
90.4 |
| ATR |
51.4 |
50.1 |
-1.3 |
-2.4% |
0.0 |
| Volume |
156,977 |
123,286 |
-33,691 |
-21.5% |
703,479 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.8 |
2,296.8 |
2,228.8 |
|
| R3 |
2,282.0 |
2,263.0 |
2,219.5 |
|
| R2 |
2,248.2 |
2,248.2 |
2,216.4 |
|
| R1 |
2,229.2 |
2,229.2 |
2,213.3 |
2,221.8 |
| PP |
2,214.4 |
2,214.4 |
2,214.4 |
2,210.7 |
| S1 |
2,195.4 |
2,195.4 |
2,207.1 |
2,188.0 |
| S2 |
2,180.6 |
2,180.6 |
2,204.0 |
|
| S3 |
2,146.8 |
2,161.6 |
2,200.9 |
|
| S4 |
2,113.0 |
2,127.8 |
2,191.6 |
|
|
| 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 |
2,150.3 |
99.0 |
4.5% |
39.5 |
1.8% |
61% |
False |
False |
151,160 |
| 10 |
2,249.3 |
2,080.7 |
168.6 |
7.6% |
43.6 |
2.0% |
77% |
False |
False |
153,402 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
57.7 |
2.6% |
66% |
False |
False |
207,519 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
52.8 |
2.4% |
66% |
False |
False |
221,417 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
46.7 |
2.1% |
66% |
False |
False |
185,872 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
42.4 |
1.9% |
66% |
False |
False |
139,471 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.3% |
42.1 |
1.9% |
71% |
False |
False |
111,614 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.3% |
40.8 |
1.8% |
71% |
False |
False |
93,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.1 |
|
2.618 |
2,321.9 |
|
1.618 |
2,288.1 |
|
1.000 |
2,267.2 |
|
0.618 |
2,254.3 |
|
HIGH |
2,233.4 |
|
0.618 |
2,220.5 |
|
0.500 |
2,216.5 |
|
0.382 |
2,212.5 |
|
LOW |
2,199.6 |
|
0.618 |
2,178.7 |
|
1.000 |
2,165.8 |
|
1.618 |
2,144.9 |
|
2.618 |
2,111.1 |
|
4.250 |
2,056.0 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,216.5 |
2,208.6 |
| PP |
2,214.4 |
2,207.0 |
| S1 |
2,212.3 |
2,205.4 |
|