| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,497.2 |
2,522.1 |
24.9 |
1.0% |
2,526.1 |
| High |
2,530.4 |
2,538.9 |
8.5 |
0.3% |
2,546.8 |
| Low |
2,497.0 |
2,520.7 |
23.7 |
0.9% |
2,483.2 |
| Close |
2,522.6 |
2,531.4 |
8.8 |
0.3% |
2,522.6 |
| Range |
33.4 |
18.2 |
-15.2 |
-45.5% |
63.6 |
| ATR |
39.2 |
37.7 |
-1.5 |
-3.8% |
0.0 |
| Volume |
6,898 |
6,079 |
-819 |
-11.9% |
38,964 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.9 |
2,576.4 |
2,541.4 |
|
| R3 |
2,566.7 |
2,558.2 |
2,536.4 |
|
| R2 |
2,548.5 |
2,548.5 |
2,534.7 |
|
| R1 |
2,540.0 |
2,540.0 |
2,533.1 |
2,544.3 |
| PP |
2,530.3 |
2,530.3 |
2,530.3 |
2,532.5 |
| S1 |
2,521.8 |
2,521.8 |
2,529.7 |
2,526.1 |
| S2 |
2,512.1 |
2,512.1 |
2,528.1 |
|
| S3 |
2,493.9 |
2,503.6 |
2,526.4 |
|
| S4 |
2,475.7 |
2,485.4 |
2,521.4 |
|
|
| 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% |
32.0 |
1.3% |
76% |
False |
False |
7,399 |
| 10 |
2,546.8 |
2,446.5 |
100.3 |
4.0% |
34.4 |
1.4% |
85% |
False |
False |
8,231 |
| 20 |
2,546.8 |
2,382.8 |
164.0 |
6.5% |
40.3 |
1.6% |
91% |
False |
False |
10,243 |
| 40 |
2,546.8 |
2,350.8 |
196.0 |
7.7% |
37.6 |
1.5% |
92% |
False |
False |
10,545 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.5 |
1.4% |
93% |
False |
False |
7,768 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.8 |
1.4% |
93% |
False |
False |
6,254 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
37.3 |
1.5% |
93% |
False |
False |
5,233 |
| 120 |
2,546.8 |
2,191.0 |
355.8 |
14.1% |
35.6 |
1.4% |
96% |
False |
False |
4,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.3 |
|
2.618 |
2,586.5 |
|
1.618 |
2,568.3 |
|
1.000 |
2,557.1 |
|
0.618 |
2,550.1 |
|
HIGH |
2,538.9 |
|
0.618 |
2,531.9 |
|
0.500 |
2,529.8 |
|
0.382 |
2,527.7 |
|
LOW |
2,520.7 |
|
0.618 |
2,509.5 |
|
1.000 |
2,502.5 |
|
1.618 |
2,491.3 |
|
2.618 |
2,473.1 |
|
4.250 |
2,443.4 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,530.9 |
2,524.6 |
| PP |
2,530.3 |
2,517.8 |
| S1 |
2,529.8 |
2,511.1 |
|