| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,488.6 |
2,483.3 |
-5.3 |
-0.2% |
2,467.7 |
| High |
2,494.0 |
2,496.6 |
2.6 |
0.1% |
2,478.0 |
| Low |
2,475.1 |
2,454.0 |
-21.1 |
-0.9% |
2,382.8 |
| Close |
2,484.9 |
2,457.1 |
-27.8 |
-1.1% |
2,450.4 |
| Range |
18.9 |
42.6 |
23.7 |
125.4% |
95.2 |
| ATR |
39.8 |
40.0 |
0.2 |
0.5% |
0.0 |
| Volume |
8,323 |
7,639 |
-684 |
-8.2% |
47,515 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.0 |
2,569.7 |
2,480.5 |
|
| R3 |
2,554.4 |
2,527.1 |
2,468.8 |
|
| R2 |
2,511.8 |
2,511.8 |
2,464.9 |
|
| R1 |
2,484.5 |
2,484.5 |
2,461.0 |
2,476.9 |
| PP |
2,469.2 |
2,469.2 |
2,469.2 |
2,465.4 |
| S1 |
2,441.9 |
2,441.9 |
2,453.2 |
2,434.3 |
| S2 |
2,426.6 |
2,426.6 |
2,449.3 |
|
| S3 |
2,384.0 |
2,399.3 |
2,445.4 |
|
| S4 |
2,341.4 |
2,356.7 |
2,433.7 |
|
|
| 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 |
2,496.6 |
2,398.1 |
98.5 |
4.0% |
35.6 |
1.4% |
60% |
True |
False |
7,913 |
| 10 |
2,499.1 |
2,382.8 |
116.3 |
4.7% |
44.0 |
1.8% |
64% |
False |
False |
10,388 |
| 20 |
2,502.6 |
2,375.1 |
127.5 |
5.2% |
40.8 |
1.7% |
64% |
False |
False |
13,193 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.5% |
36.6 |
1.5% |
70% |
False |
False |
9,357 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.4 |
1.5% |
70% |
False |
False |
6,984 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.2 |
1.5% |
70% |
False |
False |
5,517 |
| 100 |
2,512.8 |
2,219.2 |
293.6 |
11.9% |
36.9 |
1.5% |
81% |
False |
False |
4,649 |
| 120 |
2,512.8 |
2,083.2 |
429.6 |
17.5% |
34.9 |
1.4% |
87% |
False |
False |
3,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.7 |
|
2.618 |
2,608.1 |
|
1.618 |
2,565.5 |
|
1.000 |
2,539.2 |
|
0.618 |
2,522.9 |
|
HIGH |
2,496.6 |
|
0.618 |
2,480.3 |
|
0.500 |
2,475.3 |
|
0.382 |
2,470.3 |
|
LOW |
2,454.0 |
|
0.618 |
2,427.7 |
|
1.000 |
2,411.4 |
|
1.618 |
2,385.1 |
|
2.618 |
2,342.5 |
|
4.250 |
2,273.0 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.3 |
2,468.2 |
| PP |
2,469.2 |
2,464.5 |
| S1 |
2,463.2 |
2,460.8 |
|