| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,225.3 |
2,210.3 |
-15.0 |
-0.7% |
2,154.2 |
| High |
2,233.4 |
2,213.8 |
-19.6 |
-0.9% |
2,235.0 |
| Low |
2,199.6 |
2,184.7 |
-14.9 |
-0.7% |
2,144.6 |
| Close |
2,210.2 |
2,195.7 |
-14.5 |
-0.7% |
2,227.2 |
| Range |
33.8 |
29.1 |
-4.7 |
-13.9% |
90.4 |
| ATR |
50.1 |
48.6 |
-1.5 |
-3.0% |
0.0 |
| Volume |
123,286 |
126,309 |
3,023 |
2.5% |
703,479 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.4 |
2,269.6 |
2,211.7 |
|
| R3 |
2,256.3 |
2,240.5 |
2,203.7 |
|
| R2 |
2,227.2 |
2,227.2 |
2,201.0 |
|
| R1 |
2,211.4 |
2,211.4 |
2,198.4 |
2,204.8 |
| PP |
2,198.1 |
2,198.1 |
2,198.1 |
2,194.7 |
| S1 |
2,182.3 |
2,182.3 |
2,193.0 |
2,175.7 |
| S2 |
2,169.0 |
2,169.0 |
2,190.4 |
|
| S3 |
2,139.9 |
2,153.2 |
2,187.7 |
|
| S4 |
2,110.8 |
2,124.1 |
2,179.7 |
|
|
| 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 |
2,249.3 |
2,154.9 |
94.4 |
4.3% |
39.0 |
1.8% |
43% |
False |
False |
150,423 |
| 10 |
2,249.3 |
2,080.7 |
168.6 |
7.7% |
40.7 |
1.9% |
68% |
False |
False |
148,311 |
| 20 |
2,282.5 |
1,992.8 |
289.7 |
13.2% |
55.8 |
2.5% |
70% |
False |
False |
199,311 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.9% |
52.9 |
2.4% |
62% |
False |
False |
221,059 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.9% |
46.3 |
2.1% |
62% |
False |
False |
187,951 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.9% |
42.1 |
1.9% |
62% |
False |
False |
141,048 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.5% |
42.1 |
1.9% |
67% |
False |
False |
112,875 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.5% |
41.0 |
1.9% |
67% |
False |
False |
94,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.5 |
|
2.618 |
2,290.0 |
|
1.618 |
2,260.9 |
|
1.000 |
2,242.9 |
|
0.618 |
2,231.8 |
|
HIGH |
2,213.8 |
|
0.618 |
2,202.7 |
|
0.500 |
2,199.3 |
|
0.382 |
2,195.8 |
|
LOW |
2,184.7 |
|
0.618 |
2,166.7 |
|
1.000 |
2,155.6 |
|
1.618 |
2,137.6 |
|
2.618 |
2,108.5 |
|
4.250 |
2,061.0 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.3 |
2,217.0 |
| PP |
2,198.1 |
2,209.9 |
| S1 |
2,196.9 |
2,202.8 |
|