| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,210.3 |
2,193.4 |
-16.9 |
-0.8% |
2,154.2 |
| High |
2,213.8 |
2,232.2 |
18.4 |
0.8% |
2,235.0 |
| Low |
2,184.7 |
2,186.0 |
1.3 |
0.1% |
2,144.6 |
| Close |
2,195.7 |
2,210.5 |
14.8 |
0.7% |
2,227.2 |
| Range |
29.1 |
46.2 |
17.1 |
58.8% |
90.4 |
| ATR |
48.6 |
48.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
126,309 |
165,053 |
38,744 |
30.7% |
703,479 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,348.2 |
2,325.5 |
2,235.9 |
|
| R3 |
2,302.0 |
2,279.3 |
2,223.2 |
|
| R2 |
2,255.8 |
2,255.8 |
2,219.0 |
|
| R1 |
2,233.1 |
2,233.1 |
2,214.7 |
2,244.5 |
| PP |
2,209.6 |
2,209.6 |
2,209.6 |
2,215.2 |
| S1 |
2,186.9 |
2,186.9 |
2,206.3 |
2,198.3 |
| S2 |
2,163.4 |
2,163.4 |
2,202.0 |
|
| S3 |
2,117.2 |
2,140.7 |
2,197.8 |
|
| S4 |
2,071.0 |
2,094.5 |
2,185.1 |
|
|
| 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 |
2,161.4 |
87.9 |
4.0% |
41.6 |
1.9% |
56% |
False |
False |
158,193 |
| 10 |
2,249.3 |
2,133.1 |
116.2 |
5.3% |
37.7 |
1.7% |
67% |
False |
False |
142,997 |
| 20 |
2,249.3 |
1,992.8 |
256.5 |
11.6% |
53.1 |
2.4% |
85% |
False |
False |
189,711 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
53.6 |
2.4% |
66% |
False |
False |
222,433 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
46.5 |
2.1% |
66% |
False |
False |
190,691 |
| 80 |
2,320.5 |
1,992.8 |
327.7 |
14.8% |
42.4 |
1.9% |
66% |
False |
False |
143,109 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.3% |
42.3 |
1.9% |
71% |
False |
False |
114,524 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.3% |
41.1 |
1.9% |
71% |
False |
False |
95,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.6 |
|
2.618 |
2,353.2 |
|
1.618 |
2,307.0 |
|
1.000 |
2,278.4 |
|
0.618 |
2,260.8 |
|
HIGH |
2,232.2 |
|
0.618 |
2,214.6 |
|
0.500 |
2,209.1 |
|
0.382 |
2,203.6 |
|
LOW |
2,186.0 |
|
0.618 |
2,157.4 |
|
1.000 |
2,139.8 |
|
1.618 |
2,111.2 |
|
2.618 |
2,065.0 |
|
4.250 |
1,989.7 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.0 |
2,210.0 |
| PP |
2,209.6 |
2,209.5 |
| S1 |
2,209.1 |
2,209.1 |
|