| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,526.1 |
2,519.1 |
-7.0 |
-0.3% |
2,447.5 |
| High |
2,526.4 |
2,546.8 |
20.4 |
0.8% |
2,524.8 |
| Low |
2,500.8 |
2,511.7 |
10.9 |
0.4% |
2,439.8 |
| Close |
2,518.1 |
2,527.4 |
9.3 |
0.4% |
2,514.5 |
| Range |
25.6 |
35.1 |
9.5 |
37.1% |
85.0 |
| ATR |
40.1 |
39.8 |
-0.4 |
-0.9% |
0.0 |
| Volume |
8,048 |
10,603 |
2,555 |
31.7% |
47,064 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.9 |
2,615.8 |
2,546.7 |
|
| R3 |
2,598.8 |
2,580.7 |
2,537.1 |
|
| R2 |
2,563.7 |
2,563.7 |
2,533.8 |
|
| R1 |
2,545.6 |
2,545.6 |
2,530.6 |
2,554.7 |
| PP |
2,528.6 |
2,528.6 |
2,528.6 |
2,533.2 |
| S1 |
2,510.5 |
2,510.5 |
2,524.2 |
2,519.6 |
| S2 |
2,493.5 |
2,493.5 |
2,521.0 |
|
| S3 |
2,458.4 |
2,475.4 |
2,517.7 |
|
| S4 |
2,423.3 |
2,440.3 |
2,508.1 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.0 |
2,716.3 |
2,561.3 |
|
| R3 |
2,663.0 |
2,631.3 |
2,537.9 |
|
| R2 |
2,578.0 |
2,578.0 |
2,530.1 |
|
| R1 |
2,546.3 |
2,546.3 |
2,522.3 |
2,562.2 |
| PP |
2,493.0 |
2,493.0 |
2,493.0 |
2,501.0 |
| S1 |
2,461.3 |
2,461.3 |
2,506.7 |
2,477.2 |
| S2 |
2,408.0 |
2,408.0 |
2,498.9 |
|
| S3 |
2,323.0 |
2,376.3 |
2,491.1 |
|
| S4 |
2,238.0 |
2,291.3 |
2,467.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,546.8 |
2,446.5 |
100.3 |
4.0% |
40.1 |
1.6% |
81% |
True |
False |
9,519 |
| 10 |
2,546.8 |
2,397.0 |
149.8 |
5.9% |
36.4 |
1.4% |
87% |
True |
False |
8,564 |
| 20 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
41.7 |
1.7% |
89% |
True |
False |
13,029 |
| 40 |
2,546.8 |
2,327.5 |
219.3 |
8.7% |
37.2 |
1.5% |
91% |
True |
False |
10,189 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.1 |
1.4% |
91% |
True |
False |
7,482 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.0 |
1.4% |
91% |
True |
False |
5,966 |
| 100 |
2,546.8 |
2,248.8 |
298.0 |
11.8% |
37.6 |
1.5% |
93% |
True |
False |
5,023 |
| 120 |
2,546.8 |
2,094.6 |
452.2 |
17.9% |
35.7 |
1.4% |
96% |
True |
False |
4,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,696.0 |
|
2.618 |
2,638.7 |
|
1.618 |
2,603.6 |
|
1.000 |
2,581.9 |
|
0.618 |
2,568.5 |
|
HIGH |
2,546.8 |
|
0.618 |
2,533.4 |
|
0.500 |
2,529.3 |
|
0.382 |
2,525.1 |
|
LOW |
2,511.7 |
|
0.618 |
2,490.0 |
|
1.000 |
2,476.6 |
|
1.618 |
2,454.9 |
|
2.618 |
2,419.8 |
|
4.250 |
2,362.5 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.3 |
2,520.3 |
| PP |
2,528.6 |
2,513.3 |
| S1 |
2,528.0 |
2,506.2 |
|