| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,549.7 |
2,542.4 |
-7.3 |
-0.3% |
2,470.1 |
| High |
2,549.9 |
2,570.4 |
20.5 |
0.8% |
2,548.3 |
| Low |
2,523.7 |
2,535.1 |
11.4 |
0.5% |
2,462.7 |
| Close |
2,541.3 |
2,550.6 |
9.3 |
0.4% |
2,537.8 |
| Range |
26.2 |
35.3 |
9.1 |
34.7% |
85.6 |
| ATR |
40.8 |
40.4 |
-0.4 |
-1.0% |
0.0 |
| Volume |
155,994 |
191,196 |
35,202 |
22.6% |
906,922 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.9 |
2,639.6 |
2,570.0 |
|
| R3 |
2,622.6 |
2,604.3 |
2,560.3 |
|
| R2 |
2,587.3 |
2,587.3 |
2,557.1 |
|
| R1 |
2,569.0 |
2,569.0 |
2,553.8 |
2,578.2 |
| PP |
2,552.0 |
2,552.0 |
2,552.0 |
2,556.6 |
| S1 |
2,533.7 |
2,533.7 |
2,547.4 |
2,542.9 |
| S2 |
2,516.7 |
2,516.7 |
2,544.1 |
|
| S3 |
2,481.4 |
2,498.4 |
2,540.9 |
|
| S4 |
2,446.1 |
2,463.1 |
2,531.2 |
|
|
| 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 |
2,570.4 |
2,469.2 |
101.2 |
4.0% |
40.8 |
1.6% |
80% |
True |
False |
185,566 |
| 10 |
2,570.4 |
2,418.8 |
151.6 |
5.9% |
37.0 |
1.5% |
87% |
True |
False |
175,087 |
| 20 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
42.4 |
1.7% |
89% |
True |
False |
180,207 |
| 40 |
2,570.4 |
2,350.5 |
219.9 |
8.6% |
37.8 |
1.5% |
91% |
True |
False |
111,812 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
36.7 |
1.4% |
91% |
True |
False |
75,847 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
36.7 |
1.4% |
91% |
True |
False |
57,617 |
| 100 |
2,570.4 |
2,266.8 |
303.6 |
11.9% |
38.2 |
1.5% |
93% |
True |
False |
46,584 |
| 120 |
2,570.4 |
2,110.4 |
460.0 |
18.0% |
36.5 |
1.4% |
96% |
True |
False |
39,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.4 |
|
2.618 |
2,662.8 |
|
1.618 |
2,627.5 |
|
1.000 |
2,605.7 |
|
0.618 |
2,592.2 |
|
HIGH |
2,570.4 |
|
0.618 |
2,556.9 |
|
0.500 |
2,552.8 |
|
0.382 |
2,548.6 |
|
LOW |
2,535.1 |
|
0.618 |
2,513.3 |
|
1.000 |
2,499.8 |
|
1.618 |
2,478.0 |
|
2.618 |
2,442.7 |
|
4.250 |
2,385.1 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,552.8 |
2,543.5 |
| PP |
2,552.0 |
2,536.4 |
| S1 |
2,551.3 |
2,529.3 |
|