| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,483.3 |
2,463.0 |
-20.3 |
-0.8% |
2,467.7 |
| High |
2,496.6 |
2,484.4 |
-12.2 |
-0.5% |
2,478.0 |
| Low |
2,454.0 |
2,446.5 |
-7.5 |
-0.3% |
2,382.8 |
| Close |
2,457.1 |
2,469.4 |
12.3 |
0.5% |
2,450.4 |
| Range |
42.6 |
37.9 |
-4.7 |
-11.0% |
95.2 |
| ATR |
40.0 |
39.9 |
-0.2 |
-0.4% |
0.0 |
| Volume |
7,639 |
9,301 |
1,662 |
21.8% |
47,515 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,580.5 |
2,562.8 |
2,490.2 |
|
| R3 |
2,542.6 |
2,524.9 |
2,479.8 |
|
| R2 |
2,504.7 |
2,504.7 |
2,476.3 |
|
| R1 |
2,487.0 |
2,487.0 |
2,472.9 |
2,495.9 |
| PP |
2,466.8 |
2,466.8 |
2,466.8 |
2,471.2 |
| S1 |
2,449.1 |
2,449.1 |
2,465.9 |
2,458.0 |
| S2 |
2,428.9 |
2,428.9 |
2,462.5 |
|
| S3 |
2,391.0 |
2,411.2 |
2,459.0 |
|
| S4 |
2,353.1 |
2,373.3 |
2,448.6 |
|
|
| 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 |
2,433.9 |
62.7 |
2.5% |
33.8 |
1.4% |
57% |
False |
False |
8,324 |
| 10 |
2,499.1 |
2,382.8 |
116.3 |
4.7% |
44.5 |
1.8% |
74% |
False |
False |
9,936 |
| 20 |
2,499.1 |
2,375.1 |
124.0 |
5.0% |
41.0 |
1.7% |
76% |
False |
False |
13,266 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.5% |
36.9 |
1.5% |
77% |
False |
False |
9,568 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
36.4 |
1.5% |
77% |
False |
False |
7,095 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
35.9 |
1.5% |
77% |
False |
False |
5,619 |
| 100 |
2,512.8 |
2,225.9 |
286.9 |
11.6% |
37.0 |
1.5% |
85% |
False |
False |
4,734 |
| 120 |
2,512.8 |
2,090.6 |
422.2 |
17.1% |
35.0 |
1.4% |
90% |
False |
False |
4,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.5 |
|
2.618 |
2,583.6 |
|
1.618 |
2,545.7 |
|
1.000 |
2,522.3 |
|
0.618 |
2,507.8 |
|
HIGH |
2,484.4 |
|
0.618 |
2,469.9 |
|
0.500 |
2,465.5 |
|
0.382 |
2,461.0 |
|
LOW |
2,446.5 |
|
0.618 |
2,423.1 |
|
1.000 |
2,408.6 |
|
1.618 |
2,385.2 |
|
2.618 |
2,347.3 |
|
4.250 |
2,285.4 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,468.1 |
2,471.6 |
| PP |
2,466.8 |
2,470.8 |
| S1 |
2,465.5 |
2,470.1 |
|