| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,530.5 |
2,536.7 |
6.2 |
0.2% |
2,526.1 |
| High |
2,537.7 |
2,540.7 |
3.0 |
0.1% |
2,546.8 |
| Low |
2,515.4 |
2,504.8 |
-10.6 |
-0.4% |
2,483.2 |
| Close |
2,529.3 |
2,514.3 |
-15.0 |
-0.6% |
2,522.6 |
| Range |
22.3 |
35.9 |
13.6 |
61.0% |
63.6 |
| ATR |
36.6 |
36.6 |
-0.1 |
-0.1% |
0.0 |
| Volume |
7,267 |
8,492 |
1,225 |
16.9% |
38,964 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.6 |
2,606.9 |
2,534.0 |
|
| R3 |
2,591.7 |
2,571.0 |
2,524.2 |
|
| R2 |
2,555.8 |
2,555.8 |
2,520.9 |
|
| R1 |
2,535.1 |
2,535.1 |
2,517.6 |
2,527.5 |
| PP |
2,519.9 |
2,519.9 |
2,519.9 |
2,516.2 |
| S1 |
2,499.2 |
2,499.2 |
2,511.0 |
2,491.6 |
| S2 |
2,484.0 |
2,484.0 |
2,507.7 |
|
| S3 |
2,448.1 |
2,463.3 |
2,504.4 |
|
| S4 |
2,412.2 |
2,427.4 |
2,494.6 |
|
|
| 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 |
2,540.7 |
2,483.2 |
57.5 |
2.3% |
30.9 |
1.2% |
54% |
True |
False |
7,286 |
| 10 |
2,546.8 |
2,446.5 |
100.3 |
4.0% |
34.1 |
1.4% |
68% |
False |
False |
8,210 |
| 20 |
2,546.8 |
2,382.8 |
164.0 |
6.5% |
39.0 |
1.6% |
80% |
False |
False |
9,299 |
| 40 |
2,546.8 |
2,360.0 |
186.8 |
7.4% |
38.1 |
1.5% |
83% |
False |
False |
10,737 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.1 |
1.4% |
85% |
False |
False |
7,964 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.5 |
1.4% |
85% |
False |
False |
6,431 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
37.0 |
1.5% |
85% |
False |
False |
5,366 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.4% |
35.8 |
1.4% |
90% |
False |
False |
4,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,693.3 |
|
2.618 |
2,634.7 |
|
1.618 |
2,598.8 |
|
1.000 |
2,576.6 |
|
0.618 |
2,562.9 |
|
HIGH |
2,540.7 |
|
0.618 |
2,527.0 |
|
0.500 |
2,522.8 |
|
0.382 |
2,518.5 |
|
LOW |
2,504.8 |
|
0.618 |
2,482.6 |
|
1.000 |
2,468.9 |
|
1.618 |
2,446.7 |
|
2.618 |
2,410.8 |
|
4.250 |
2,352.2 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,522.8 |
2,522.8 |
| PP |
2,519.9 |
2,519.9 |
| S1 |
2,517.1 |
2,517.1 |
|