| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,536.7 |
2,516.6 |
-20.1 |
-0.8% |
2,526.1 |
| High |
2,540.7 |
2,538.7 |
-2.0 |
-0.1% |
2,546.8 |
| Low |
2,504.8 |
2,513.8 |
9.0 |
0.4% |
2,483.2 |
| Close |
2,514.3 |
2,536.7 |
22.4 |
0.9% |
2,522.6 |
| Range |
35.9 |
24.9 |
-11.0 |
-30.6% |
63.6 |
| ATR |
36.6 |
35.7 |
-0.8 |
-2.3% |
0.0 |
| Volume |
8,492 |
10,791 |
2,299 |
27.1% |
38,964 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.4 |
2,595.5 |
2,550.4 |
|
| R3 |
2,579.5 |
2,570.6 |
2,543.5 |
|
| R2 |
2,554.6 |
2,554.6 |
2,541.3 |
|
| R1 |
2,545.7 |
2,545.7 |
2,539.0 |
2,550.2 |
| PP |
2,529.7 |
2,529.7 |
2,529.7 |
2,532.0 |
| S1 |
2,520.8 |
2,520.8 |
2,534.4 |
2,525.3 |
| S2 |
2,504.8 |
2,504.8 |
2,532.1 |
|
| S3 |
2,479.9 |
2,495.9 |
2,529.9 |
|
| S4 |
2,455.0 |
2,471.0 |
2,523.0 |
|
|
| 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 |
2,540.7 |
2,497.0 |
43.7 |
1.7% |
26.9 |
1.1% |
91% |
False |
False |
7,905 |
| 10 |
2,546.8 |
2,465.6 |
81.2 |
3.2% |
32.8 |
1.3% |
88% |
False |
False |
8,359 |
| 20 |
2,546.8 |
2,382.8 |
164.0 |
6.5% |
38.7 |
1.5% |
94% |
False |
False |
9,148 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.8% |
37.8 |
1.5% |
94% |
False |
False |
10,845 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.9 |
1.4% |
95% |
False |
False |
8,105 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
35.3 |
1.4% |
95% |
False |
False |
6,546 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.7% |
36.8 |
1.5% |
95% |
False |
False |
5,458 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.3% |
35.6 |
1.4% |
97% |
False |
False |
4,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.5 |
|
2.618 |
2,603.9 |
|
1.618 |
2,579.0 |
|
1.000 |
2,563.6 |
|
0.618 |
2,554.1 |
|
HIGH |
2,538.7 |
|
0.618 |
2,529.2 |
|
0.500 |
2,526.3 |
|
0.382 |
2,523.3 |
|
LOW |
2,513.8 |
|
0.618 |
2,498.4 |
|
1.000 |
2,488.9 |
|
1.618 |
2,473.5 |
|
2.618 |
2,448.6 |
|
4.250 |
2,408.0 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,533.2 |
2,532.1 |
| PP |
2,529.7 |
2,527.4 |
| S1 |
2,526.3 |
2,522.8 |
|