| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,512.6 |
2,506.3 |
-6.3 |
-0.3% |
2,490.3 |
| High |
2,517.3 |
2,519.7 |
2.4 |
0.1% |
2,500.8 |
| Low |
2,498.2 |
2,476.2 |
-22.0 |
-0.9% |
2,403.8 |
| Close |
2,507.8 |
2,479.7 |
-28.1 |
-1.1% |
2,473.4 |
| Range |
19.1 |
43.5 |
24.4 |
127.7% |
97.0 |
| ATR |
40.4 |
40.6 |
0.2 |
0.5% |
0.0 |
| Volume |
155,078 |
187,384 |
32,306 |
20.8% |
1,035,096 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.4 |
2,594.5 |
2,503.6 |
|
| R3 |
2,578.9 |
2,551.0 |
2,491.7 |
|
| R2 |
2,535.4 |
2,535.4 |
2,487.7 |
|
| R1 |
2,507.5 |
2,507.5 |
2,483.7 |
2,499.7 |
| PP |
2,491.9 |
2,491.9 |
2,491.9 |
2,488.0 |
| S1 |
2,464.0 |
2,464.0 |
2,475.7 |
2,456.2 |
| S2 |
2,448.4 |
2,448.4 |
2,471.7 |
|
| S3 |
2,404.9 |
2,420.5 |
2,467.7 |
|
| S4 |
2,361.4 |
2,377.0 |
2,455.8 |
|
|
| 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 |
2,519.7 |
2,420.2 |
99.5 |
4.0% |
36.3 |
1.5% |
60% |
True |
False |
168,869 |
| 10 |
2,522.5 |
2,403.8 |
118.7 |
4.8% |
44.7 |
1.8% |
64% |
False |
False |
207,853 |
| 20 |
2,527.6 |
2,398.2 |
129.4 |
5.2% |
41.6 |
1.7% |
63% |
False |
False |
153,381 |
| 40 |
2,537.7 |
2,350.5 |
187.2 |
7.5% |
37.2 |
1.5% |
69% |
False |
False |
93,715 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
37.0 |
1.5% |
69% |
False |
False |
63,799 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
36.8 |
1.5% |
69% |
False |
False |
48,465 |
| 100 |
2,537.7 |
2,237.8 |
299.9 |
12.1% |
37.7 |
1.5% |
81% |
False |
False |
39,236 |
| 120 |
2,537.7 |
2,099.8 |
437.9 |
17.7% |
35.7 |
1.4% |
87% |
False |
False |
32,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.6 |
|
2.618 |
2,633.6 |
|
1.618 |
2,590.1 |
|
1.000 |
2,563.2 |
|
0.618 |
2,546.6 |
|
HIGH |
2,519.7 |
|
0.618 |
2,503.1 |
|
0.500 |
2,498.0 |
|
0.382 |
2,492.8 |
|
LOW |
2,476.2 |
|
0.618 |
2,449.3 |
|
1.000 |
2,432.7 |
|
1.618 |
2,405.8 |
|
2.618 |
2,362.3 |
|
4.250 |
2,291.3 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.0 |
2,491.2 |
| PP |
2,491.9 |
2,487.4 |
| S1 |
2,485.8 |
2,483.5 |
|