| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,528.9 |
2,525.3 |
-3.6 |
-0.1% |
2,447.5 |
| High |
2,534.0 |
2,528.0 |
-6.0 |
-0.2% |
2,524.8 |
| Low |
2,505.6 |
2,483.2 |
-22.4 |
-0.9% |
2,439.8 |
| Close |
2,524.1 |
2,493.5 |
-30.6 |
-1.2% |
2,514.5 |
| Range |
28.4 |
44.8 |
16.4 |
57.7% |
85.0 |
| ATR |
39.0 |
39.4 |
0.4 |
1.1% |
0.0 |
| Volume |
5,721 |
7,694 |
1,973 |
34.5% |
47,064 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,636.0 |
2,609.5 |
2,518.1 |
|
| R3 |
2,591.2 |
2,564.7 |
2,505.8 |
|
| R2 |
2,546.4 |
2,546.4 |
2,501.7 |
|
| R1 |
2,519.9 |
2,519.9 |
2,497.6 |
2,510.8 |
| PP |
2,501.6 |
2,501.6 |
2,501.6 |
2,497.0 |
| S1 |
2,475.1 |
2,475.1 |
2,489.4 |
2,466.0 |
| S2 |
2,456.8 |
2,456.8 |
2,485.3 |
|
| S3 |
2,412.0 |
2,430.3 |
2,481.2 |
|
| S4 |
2,367.2 |
2,385.5 |
2,468.9 |
|
|
| 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 |
2,465.6 |
81.2 |
3.3% |
38.6 |
1.5% |
34% |
False |
False |
8,814 |
| 10 |
2,546.8 |
2,433.9 |
112.9 |
4.5% |
36.2 |
1.5% |
53% |
False |
False |
8,569 |
| 20 |
2,546.8 |
2,378.0 |
168.8 |
6.8% |
41.1 |
1.6% |
68% |
False |
False |
11,612 |
| 40 |
2,546.8 |
2,330.0 |
216.8 |
8.7% |
37.7 |
1.5% |
75% |
False |
False |
10,384 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
36.6 |
1.5% |
76% |
False |
False |
7,630 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
36.3 |
1.5% |
76% |
False |
False |
6,120 |
| 100 |
2,546.8 |
2,309.4 |
237.4 |
9.5% |
37.5 |
1.5% |
78% |
False |
False |
5,128 |
| 120 |
2,546.8 |
2,146.4 |
400.4 |
16.1% |
35.8 |
1.4% |
87% |
False |
False |
4,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.4 |
|
2.618 |
2,645.3 |
|
1.618 |
2,600.5 |
|
1.000 |
2,572.8 |
|
0.618 |
2,555.7 |
|
HIGH |
2,528.0 |
|
0.618 |
2,510.9 |
|
0.500 |
2,505.6 |
|
0.382 |
2,500.3 |
|
LOW |
2,483.2 |
|
0.618 |
2,455.5 |
|
1.000 |
2,438.4 |
|
1.618 |
2,410.7 |
|
2.618 |
2,365.9 |
|
4.250 |
2,292.8 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,505.6 |
2,515.0 |
| PP |
2,501.6 |
2,507.8 |
| S1 |
2,497.5 |
2,500.7 |
|