| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,522.1 |
2,530.5 |
8.4 |
0.3% |
2,526.1 |
| High |
2,538.9 |
2,537.7 |
-1.2 |
0.0% |
2,546.8 |
| Low |
2,520.7 |
2,515.4 |
-5.3 |
-0.2% |
2,483.2 |
| Close |
2,531.4 |
2,529.3 |
-2.1 |
-0.1% |
2,522.6 |
| Range |
18.2 |
22.3 |
4.1 |
22.5% |
63.6 |
| ATR |
37.7 |
36.6 |
-1.1 |
-2.9% |
0.0 |
| Volume |
6,079 |
7,267 |
1,188 |
19.5% |
38,964 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.4 |
2,584.1 |
2,541.6 |
|
| R3 |
2,572.1 |
2,561.8 |
2,535.4 |
|
| R2 |
2,549.8 |
2,549.8 |
2,533.4 |
|
| R1 |
2,539.5 |
2,539.5 |
2,531.3 |
2,533.5 |
| PP |
2,527.5 |
2,527.5 |
2,527.5 |
2,524.5 |
| S1 |
2,517.2 |
2,517.2 |
2,527.3 |
2,511.2 |
| S2 |
2,505.2 |
2,505.2 |
2,525.2 |
|
| S3 |
2,482.9 |
2,494.9 |
2,523.2 |
|
| S4 |
2,460.6 |
2,472.6 |
2,517.0 |
|
|
| 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 |
2,538.9 |
2,483.2 |
55.7 |
2.2% |
29.4 |
1.2% |
83% |
False |
False |
6,731 |
| 10 |
2,546.8 |
2,446.5 |
100.3 |
4.0% |
34.8 |
1.4% |
83% |
False |
False |
8,125 |
| 20 |
2,546.8 |
2,382.8 |
164.0 |
6.5% |
39.6 |
1.6% |
89% |
False |
False |
9,498 |
| 40 |
2,546.8 |
2,350.8 |
196.0 |
7.7% |
37.7 |
1.5% |
91% |
False |
False |
10,670 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.2 |
1.4% |
92% |
False |
False |
7,851 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.6 |
1.4% |
92% |
False |
False |
6,337 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
37.3 |
1.5% |
92% |
False |
False |
5,296 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.3% |
35.6 |
1.4% |
95% |
False |
False |
4,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.5 |
|
2.618 |
2,596.1 |
|
1.618 |
2,573.8 |
|
1.000 |
2,560.0 |
|
0.618 |
2,551.5 |
|
HIGH |
2,537.7 |
|
0.618 |
2,529.2 |
|
0.500 |
2,526.6 |
|
0.382 |
2,523.9 |
|
LOW |
2,515.4 |
|
0.618 |
2,501.6 |
|
1.000 |
2,493.1 |
|
1.618 |
2,479.3 |
|
2.618 |
2,457.0 |
|
4.250 |
2,420.6 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,528.4 |
2,525.5 |
| PP |
2,527.5 |
2,521.7 |
| S1 |
2,526.6 |
2,518.0 |
|