| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,447.5 |
2,488.6 |
41.1 |
1.7% |
2,467.7 |
| High |
2,490.0 |
2,494.0 |
4.0 |
0.2% |
2,478.0 |
| Low |
2,439.8 |
2,475.1 |
35.3 |
1.4% |
2,382.8 |
| Close |
2,480.8 |
2,484.9 |
4.1 |
0.2% |
2,450.4 |
| Range |
50.2 |
18.9 |
-31.3 |
-62.4% |
95.2 |
| ATR |
41.4 |
39.8 |
-1.6 |
-3.9% |
0.0 |
| Volume |
9,796 |
8,323 |
-1,473 |
-15.0% |
47,515 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,541.4 |
2,532.0 |
2,495.3 |
|
| R3 |
2,522.5 |
2,513.1 |
2,490.1 |
|
| R2 |
2,503.6 |
2,503.6 |
2,488.4 |
|
| R1 |
2,494.2 |
2,494.2 |
2,486.6 |
2,489.5 |
| PP |
2,484.7 |
2,484.7 |
2,484.7 |
2,482.3 |
| S1 |
2,475.3 |
2,475.3 |
2,483.2 |
2,470.6 |
| S2 |
2,465.8 |
2,465.8 |
2,481.4 |
|
| S3 |
2,446.9 |
2,456.4 |
2,479.7 |
|
| S4 |
2,428.0 |
2,437.5 |
2,474.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.7 |
2,681.7 |
2,502.8 |
|
| R3 |
2,627.5 |
2,586.5 |
2,476.6 |
|
| R2 |
2,532.3 |
2,532.3 |
2,467.9 |
|
| R1 |
2,491.3 |
2,491.3 |
2,459.1 |
2,464.2 |
| PP |
2,437.1 |
2,437.1 |
2,437.1 |
2,423.5 |
| S1 |
2,396.1 |
2,396.1 |
2,441.7 |
2,369.0 |
| S2 |
2,341.9 |
2,341.9 |
2,432.9 |
|
| S3 |
2,246.7 |
2,300.9 |
2,424.2 |
|
| S4 |
2,151.5 |
2,205.7 |
2,398.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,494.0 |
2,397.0 |
97.0 |
3.9% |
32.7 |
1.3% |
91% |
True |
False |
7,610 |
| 10 |
2,499.1 |
2,382.8 |
116.3 |
4.7% |
44.4 |
1.8% |
88% |
False |
False |
10,871 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.5% |
40.3 |
1.6% |
80% |
False |
False |
13,427 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.5% |
36.1 |
1.5% |
85% |
False |
False |
9,195 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
36.5 |
1.5% |
85% |
False |
False |
6,881 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
36.3 |
1.5% |
85% |
False |
False |
5,427 |
| 100 |
2,512.8 |
2,219.2 |
293.6 |
11.8% |
37.0 |
1.5% |
90% |
False |
False |
4,581 |
| 120 |
2,512.8 |
2,083.2 |
429.6 |
17.3% |
34.7 |
1.4% |
94% |
False |
False |
3,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.3 |
|
2.618 |
2,543.5 |
|
1.618 |
2,524.6 |
|
1.000 |
2,512.9 |
|
0.618 |
2,505.7 |
|
HIGH |
2,494.0 |
|
0.618 |
2,486.8 |
|
0.500 |
2,484.6 |
|
0.382 |
2,482.3 |
|
LOW |
2,475.1 |
|
0.618 |
2,463.4 |
|
1.000 |
2,456.2 |
|
1.618 |
2,444.5 |
|
2.618 |
2,425.6 |
|
4.250 |
2,394.8 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.8 |
2,477.9 |
| PP |
2,484.7 |
2,470.9 |
| S1 |
2,484.6 |
2,464.0 |
|