| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,506.3 |
2,486.2 |
-20.1 |
-0.8% |
2,490.3 |
| High |
2,519.7 |
2,508.0 |
-11.7 |
-0.5% |
2,500.8 |
| Low |
2,476.2 |
2,469.2 |
-7.0 |
-0.3% |
2,403.8 |
| Close |
2,479.7 |
2,492.4 |
12.7 |
0.5% |
2,473.4 |
| Range |
43.5 |
38.8 |
-4.7 |
-10.8% |
97.0 |
| ATR |
40.6 |
40.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
187,384 |
169,322 |
-18,062 |
-9.6% |
1,035,096 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.3 |
2,588.1 |
2,513.7 |
|
| R3 |
2,567.5 |
2,549.3 |
2,503.1 |
|
| R2 |
2,528.7 |
2,528.7 |
2,499.5 |
|
| R1 |
2,510.5 |
2,510.5 |
2,496.0 |
2,519.6 |
| PP |
2,489.9 |
2,489.9 |
2,489.9 |
2,494.4 |
| S1 |
2,471.7 |
2,471.7 |
2,488.8 |
2,480.8 |
| S2 |
2,451.1 |
2,451.1 |
2,485.3 |
|
| S3 |
2,412.3 |
2,432.9 |
2,481.7 |
|
| S4 |
2,373.5 |
2,394.1 |
2,471.1 |
|
|
| 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 |
2,519.7 |
2,456.1 |
63.6 |
2.6% |
34.5 |
1.4% |
57% |
False |
False |
167,032 |
| 10 |
2,522.5 |
2,403.8 |
118.7 |
4.8% |
45.3 |
1.8% |
75% |
False |
False |
202,802 |
| 20 |
2,522.5 |
2,398.2 |
124.3 |
5.0% |
41.7 |
1.7% |
76% |
False |
False |
160,092 |
| 40 |
2,537.7 |
2,350.5 |
187.2 |
7.5% |
37.5 |
1.5% |
76% |
False |
False |
97,860 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
36.9 |
1.5% |
76% |
False |
False |
66,519 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
36.5 |
1.5% |
76% |
False |
False |
50,551 |
| 100 |
2,537.7 |
2,244.8 |
292.9 |
11.8% |
37.8 |
1.5% |
85% |
False |
False |
40,913 |
| 120 |
2,537.7 |
2,107.2 |
430.5 |
17.3% |
35.8 |
1.4% |
89% |
False |
False |
34,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.9 |
|
2.618 |
2,609.6 |
|
1.618 |
2,570.8 |
|
1.000 |
2,546.8 |
|
0.618 |
2,532.0 |
|
HIGH |
2,508.0 |
|
0.618 |
2,493.2 |
|
0.500 |
2,488.6 |
|
0.382 |
2,484.0 |
|
LOW |
2,469.2 |
|
0.618 |
2,445.2 |
|
1.000 |
2,430.4 |
|
1.618 |
2,406.4 |
|
2.618 |
2,367.6 |
|
4.250 |
2,304.3 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,491.1 |
2,494.5 |
| PP |
2,489.9 |
2,493.8 |
| S1 |
2,488.6 |
2,493.1 |
|