| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,525.3 |
2,497.2 |
-28.1 |
-1.1% |
2,526.1 |
| High |
2,528.0 |
2,530.4 |
2.4 |
0.1% |
2,546.8 |
| Low |
2,483.2 |
2,497.0 |
13.8 |
0.6% |
2,483.2 |
| Close |
2,493.5 |
2,522.6 |
29.1 |
1.2% |
2,522.6 |
| Range |
44.8 |
33.4 |
-11.4 |
-25.4% |
63.6 |
| ATR |
39.4 |
39.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
7,694 |
6,898 |
-796 |
-10.3% |
38,964 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.9 |
2,603.1 |
2,541.0 |
|
| R3 |
2,583.5 |
2,569.7 |
2,531.8 |
|
| R2 |
2,550.1 |
2,550.1 |
2,528.7 |
|
| R1 |
2,536.3 |
2,536.3 |
2,525.7 |
2,543.2 |
| PP |
2,516.7 |
2,516.7 |
2,516.7 |
2,520.1 |
| S1 |
2,502.9 |
2,502.9 |
2,519.5 |
2,509.8 |
| S2 |
2,483.3 |
2,483.3 |
2,516.5 |
|
| S3 |
2,449.9 |
2,469.5 |
2,513.4 |
|
| S4 |
2,416.5 |
2,436.1 |
2,504.2 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.3 |
2,679.1 |
2,557.6 |
|
| R3 |
2,644.7 |
2,615.5 |
2,540.1 |
|
| R2 |
2,581.1 |
2,581.1 |
2,534.3 |
|
| R1 |
2,551.9 |
2,551.9 |
2,528.4 |
2,534.7 |
| PP |
2,517.5 |
2,517.5 |
2,517.5 |
2,509.0 |
| S1 |
2,488.3 |
2,488.3 |
2,516.8 |
2,471.1 |
| S2 |
2,453.9 |
2,453.9 |
2,510.9 |
|
| S3 |
2,390.3 |
2,424.7 |
2,505.1 |
|
| S4 |
2,326.7 |
2,361.1 |
2,487.6 |
|
|
| 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 |
2,483.2 |
63.6 |
2.5% |
33.5 |
1.3% |
62% |
False |
False |
7,792 |
| 10 |
2,546.8 |
2,439.8 |
107.0 |
4.2% |
37.6 |
1.5% |
77% |
False |
False |
8,602 |
| 20 |
2,546.8 |
2,382.8 |
164.0 |
6.5% |
41.0 |
1.6% |
85% |
False |
False |
11,245 |
| 40 |
2,546.8 |
2,350.8 |
196.0 |
7.8% |
37.7 |
1.5% |
88% |
False |
False |
10,468 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.6 |
1.5% |
89% |
False |
False |
7,722 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.1 |
1.4% |
89% |
False |
False |
6,188 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
37.5 |
1.5% |
89% |
False |
False |
5,187 |
| 120 |
2,546.8 |
2,178.6 |
368.2 |
14.6% |
35.7 |
1.4% |
93% |
False |
False |
4,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.4 |
|
2.618 |
2,617.8 |
|
1.618 |
2,584.4 |
|
1.000 |
2,563.8 |
|
0.618 |
2,551.0 |
|
HIGH |
2,530.4 |
|
0.618 |
2,517.6 |
|
0.500 |
2,513.7 |
|
0.382 |
2,509.8 |
|
LOW |
2,497.0 |
|
0.618 |
2,476.4 |
|
1.000 |
2,463.6 |
|
1.618 |
2,443.0 |
|
2.618 |
2,409.6 |
|
4.250 |
2,355.1 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,519.6 |
2,517.9 |
| PP |
2,516.7 |
2,513.3 |
| S1 |
2,513.7 |
2,508.6 |
|