| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,486.2 |
2,494.4 |
8.2 |
0.3% |
2,470.1 |
| High |
2,508.0 |
2,548.3 |
40.3 |
1.6% |
2,548.3 |
| Low |
2,469.2 |
2,488.2 |
19.0 |
0.8% |
2,462.7 |
| Close |
2,492.4 |
2,537.8 |
45.4 |
1.8% |
2,537.8 |
| Range |
38.8 |
60.1 |
21.3 |
54.9% |
85.6 |
| ATR |
40.5 |
41.9 |
1.4 |
3.5% |
0.0 |
| Volume |
169,322 |
223,934 |
54,612 |
32.3% |
906,922 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.1 |
2,681.5 |
2,570.9 |
|
| R3 |
2,645.0 |
2,621.4 |
2,554.3 |
|
| R2 |
2,584.9 |
2,584.9 |
2,548.8 |
|
| R1 |
2,561.3 |
2,561.3 |
2,543.3 |
2,573.1 |
| PP |
2,524.8 |
2,524.8 |
2,524.8 |
2,530.7 |
| S1 |
2,501.2 |
2,501.2 |
2,532.3 |
2,513.0 |
| S2 |
2,464.7 |
2,464.7 |
2,526.8 |
|
| S3 |
2,404.6 |
2,441.1 |
2,521.3 |
|
| S4 |
2,344.5 |
2,381.0 |
2,504.7 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.1 |
2,741.0 |
2,584.9 |
|
| R3 |
2,687.5 |
2,655.4 |
2,561.3 |
|
| R2 |
2,601.9 |
2,601.9 |
2,553.5 |
|
| R1 |
2,569.8 |
2,569.8 |
2,545.6 |
2,585.9 |
| PP |
2,516.3 |
2,516.3 |
2,516.3 |
2,524.3 |
| S1 |
2,484.2 |
2,484.2 |
2,530.0 |
2,500.3 |
| S2 |
2,430.7 |
2,430.7 |
2,522.1 |
|
| S3 |
2,345.1 |
2,398.6 |
2,514.3 |
|
| S4 |
2,259.5 |
2,313.0 |
2,490.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,548.3 |
2,462.7 |
85.6 |
3.4% |
42.4 |
1.7% |
88% |
True |
False |
181,384 |
| 10 |
2,548.3 |
2,403.8 |
144.5 |
5.7% |
44.4 |
1.7% |
93% |
True |
False |
194,201 |
| 20 |
2,548.3 |
2,398.2 |
150.1 |
5.9% |
42.0 |
1.7% |
93% |
True |
False |
168,673 |
| 40 |
2,548.3 |
2,350.5 |
197.8 |
7.8% |
38.0 |
1.5% |
95% |
True |
False |
103,323 |
| 60 |
2,548.3 |
2,349.8 |
198.5 |
7.8% |
37.4 |
1.5% |
95% |
True |
False |
70,193 |
| 80 |
2,548.3 |
2,349.8 |
198.5 |
7.8% |
36.7 |
1.4% |
95% |
True |
False |
53,314 |
| 100 |
2,548.3 |
2,248.9 |
299.4 |
11.8% |
38.2 |
1.5% |
96% |
True |
False |
43,139 |
| 120 |
2,548.3 |
2,107.2 |
441.1 |
17.4% |
36.2 |
1.4% |
98% |
True |
False |
36,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.7 |
|
2.618 |
2,705.6 |
|
1.618 |
2,645.5 |
|
1.000 |
2,608.4 |
|
0.618 |
2,585.4 |
|
HIGH |
2,548.3 |
|
0.618 |
2,525.3 |
|
0.500 |
2,518.3 |
|
0.382 |
2,511.2 |
|
LOW |
2,488.2 |
|
0.618 |
2,451.1 |
|
1.000 |
2,428.1 |
|
1.618 |
2,391.0 |
|
2.618 |
2,330.9 |
|
4.250 |
2,232.8 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.3 |
2,528.1 |
| PP |
2,524.8 |
2,518.4 |
| S1 |
2,518.3 |
2,508.8 |
|