| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,470.1 |
2,512.6 |
42.5 |
1.7% |
2,490.3 |
| High |
2,513.4 |
2,517.3 |
3.9 |
0.2% |
2,500.8 |
| Low |
2,462.7 |
2,498.2 |
35.5 |
1.4% |
2,403.8 |
| Close |
2,504.0 |
2,507.8 |
3.8 |
0.2% |
2,473.4 |
| Range |
50.7 |
19.1 |
-31.6 |
-62.3% |
97.0 |
| ATR |
42.0 |
40.4 |
-1.6 |
-3.9% |
0.0 |
| Volume |
171,204 |
155,078 |
-16,126 |
-9.4% |
1,035,096 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.1 |
2,555.5 |
2,518.3 |
|
| R3 |
2,546.0 |
2,536.4 |
2,513.1 |
|
| R2 |
2,526.9 |
2,526.9 |
2,511.3 |
|
| R1 |
2,517.3 |
2,517.3 |
2,509.6 |
2,512.6 |
| PP |
2,507.8 |
2,507.8 |
2,507.8 |
2,505.4 |
| S1 |
2,498.2 |
2,498.2 |
2,506.0 |
2,493.5 |
| S2 |
2,488.7 |
2,488.7 |
2,504.3 |
|
| S3 |
2,469.6 |
2,479.1 |
2,502.5 |
|
| S4 |
2,450.5 |
2,460.0 |
2,497.3 |
|
|
| 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 |
2,517.3 |
2,418.8 |
98.5 |
3.9% |
33.3 |
1.3% |
90% |
True |
False |
164,608 |
| 10 |
2,522.5 |
2,403.8 |
118.7 |
4.7% |
45.1 |
1.8% |
88% |
False |
False |
206,741 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.6% |
41.0 |
1.6% |
79% |
False |
False |
146,824 |
| 40 |
2,537.7 |
2,350.5 |
187.2 |
7.5% |
36.7 |
1.5% |
84% |
False |
False |
89,102 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
37.1 |
1.5% |
84% |
False |
False |
60,709 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
36.8 |
1.5% |
84% |
False |
False |
46,137 |
| 100 |
2,537.7 |
2,237.8 |
299.9 |
12.0% |
37.8 |
1.5% |
90% |
False |
False |
37,381 |
| 120 |
2,537.7 |
2,099.8 |
437.9 |
17.5% |
35.4 |
1.4% |
93% |
False |
False |
31,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.5 |
|
2.618 |
2,567.3 |
|
1.618 |
2,548.2 |
|
1.000 |
2,536.4 |
|
0.618 |
2,529.1 |
|
HIGH |
2,517.3 |
|
0.618 |
2,510.0 |
|
0.500 |
2,507.8 |
|
0.382 |
2,505.5 |
|
LOW |
2,498.2 |
|
0.618 |
2,486.4 |
|
1.000 |
2,479.1 |
|
1.618 |
2,467.3 |
|
2.618 |
2,448.2 |
|
4.250 |
2,417.0 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,507.8 |
2,500.8 |
| PP |
2,507.8 |
2,493.7 |
| S1 |
2,507.8 |
2,486.7 |
|