| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,519.1 |
2,528.9 |
9.8 |
0.4% |
2,447.5 |
| High |
2,546.8 |
2,534.0 |
-12.8 |
-0.5% |
2,524.8 |
| Low |
2,511.7 |
2,505.6 |
-6.1 |
-0.2% |
2,439.8 |
| Close |
2,527.4 |
2,524.1 |
-3.3 |
-0.1% |
2,514.5 |
| Range |
35.1 |
28.4 |
-6.7 |
-19.1% |
85.0 |
| ATR |
39.8 |
39.0 |
-0.8 |
-2.0% |
0.0 |
| Volume |
10,603 |
5,721 |
-4,882 |
-46.0% |
47,064 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.4 |
2,593.7 |
2,539.7 |
|
| R3 |
2,578.0 |
2,565.3 |
2,531.9 |
|
| R2 |
2,549.6 |
2,549.6 |
2,529.3 |
|
| R1 |
2,536.9 |
2,536.9 |
2,526.7 |
2,529.1 |
| PP |
2,521.2 |
2,521.2 |
2,521.2 |
2,517.3 |
| S1 |
2,508.5 |
2,508.5 |
2,521.5 |
2,500.7 |
| S2 |
2,492.8 |
2,492.8 |
2,518.9 |
|
| S3 |
2,464.4 |
2,480.1 |
2,516.3 |
|
| S4 |
2,436.0 |
2,451.7 |
2,508.5 |
|
|
| 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% |
37.2 |
1.5% |
77% |
False |
False |
9,135 |
| 10 |
2,546.8 |
2,398.1 |
148.7 |
5.9% |
36.4 |
1.4% |
85% |
False |
False |
8,524 |
| 20 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
41.3 |
1.6% |
87% |
False |
False |
12,635 |
| 40 |
2,546.8 |
2,327.5 |
219.3 |
8.7% |
37.4 |
1.5% |
90% |
False |
False |
10,286 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.3 |
1.4% |
90% |
False |
False |
7,549 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.1 |
1.4% |
90% |
False |
False |
6,028 |
| 100 |
2,546.8 |
2,291.6 |
255.2 |
10.1% |
37.4 |
1.5% |
91% |
False |
False |
5,069 |
| 120 |
2,546.8 |
2,104.2 |
442.6 |
17.5% |
35.8 |
1.4% |
95% |
False |
False |
4,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.7 |
|
2.618 |
2,608.4 |
|
1.618 |
2,580.0 |
|
1.000 |
2,562.4 |
|
0.618 |
2,551.6 |
|
HIGH |
2,534.0 |
|
0.618 |
2,523.2 |
|
0.500 |
2,519.8 |
|
0.382 |
2,516.4 |
|
LOW |
2,505.6 |
|
0.618 |
2,488.0 |
|
1.000 |
2,477.2 |
|
1.618 |
2,459.6 |
|
2.618 |
2,431.2 |
|
4.250 |
2,384.9 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,522.7 |
2,524.0 |
| PP |
2,521.2 |
2,523.9 |
| S1 |
2,519.8 |
2,523.8 |
|