| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,467.3 |
2,470.1 |
2.8 |
0.1% |
2,490.3 |
| High |
2,476.5 |
2,513.4 |
36.9 |
1.5% |
2,500.8 |
| Low |
2,456.1 |
2,462.7 |
6.6 |
0.3% |
2,403.8 |
| Close |
2,473.4 |
2,504.0 |
30.6 |
1.2% |
2,473.4 |
| Range |
20.4 |
50.7 |
30.3 |
148.5% |
97.0 |
| ATR |
41.4 |
42.0 |
0.7 |
1.6% |
0.0 |
| Volume |
152,173 |
171,204 |
19,031 |
12.5% |
1,035,096 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.5 |
2,625.4 |
2,531.9 |
|
| R3 |
2,594.8 |
2,574.7 |
2,517.9 |
|
| R2 |
2,544.1 |
2,544.1 |
2,513.3 |
|
| R1 |
2,524.0 |
2,524.0 |
2,508.6 |
2,534.1 |
| PP |
2,493.4 |
2,493.4 |
2,493.4 |
2,498.4 |
| S1 |
2,473.3 |
2,473.3 |
2,499.4 |
2,483.4 |
| S2 |
2,442.7 |
2,442.7 |
2,494.7 |
|
| S3 |
2,392.0 |
2,422.6 |
2,490.1 |
|
| S4 |
2,341.3 |
2,371.9 |
2,476.1 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.3 |
2,708.9 |
2,526.8 |
|
| R3 |
2,653.3 |
2,611.9 |
2,500.1 |
|
| R2 |
2,556.3 |
2,556.3 |
2,491.2 |
|
| R1 |
2,514.9 |
2,514.9 |
2,482.3 |
2,487.1 |
| PP |
2,459.3 |
2,459.3 |
2,459.3 |
2,445.5 |
| S1 |
2,417.9 |
2,417.9 |
2,464.5 |
2,390.1 |
| S2 |
2,362.3 |
2,362.3 |
2,455.6 |
|
| S3 |
2,265.3 |
2,320.9 |
2,446.7 |
|
| S4 |
2,168.3 |
2,223.9 |
2,420.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,513.4 |
2,418.8 |
94.6 |
3.8% |
37.0 |
1.5% |
90% |
True |
False |
170,814 |
| 10 |
2,522.5 |
2,403.8 |
118.7 |
4.7% |
46.8 |
1.9% |
84% |
False |
False |
208,530 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.6% |
42.6 |
1.7% |
76% |
False |
False |
141,674 |
| 40 |
2,537.7 |
2,350.5 |
187.2 |
7.5% |
37.1 |
1.5% |
82% |
False |
False |
85,300 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
37.2 |
1.5% |
82% |
False |
False |
58,150 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
36.9 |
1.5% |
82% |
False |
False |
44,209 |
| 100 |
2,537.7 |
2,232.6 |
305.1 |
12.2% |
38.0 |
1.5% |
89% |
False |
False |
35,841 |
| 120 |
2,537.7 |
2,099.8 |
437.9 |
17.5% |
35.4 |
1.4% |
92% |
False |
False |
30,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.9 |
|
2.618 |
2,646.1 |
|
1.618 |
2,595.4 |
|
1.000 |
2,564.1 |
|
0.618 |
2,544.7 |
|
HIGH |
2,513.4 |
|
0.618 |
2,494.0 |
|
0.500 |
2,488.1 |
|
0.382 |
2,482.1 |
|
LOW |
2,462.7 |
|
0.618 |
2,431.4 |
|
1.000 |
2,412.0 |
|
1.618 |
2,380.7 |
|
2.618 |
2,330.0 |
|
4.250 |
2,247.2 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.7 |
2,491.6 |
| PP |
2,493.4 |
2,479.2 |
| S1 |
2,488.1 |
2,466.8 |
|