| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,542.4 |
2,552.2 |
9.8 |
0.4% |
2,470.1 |
| High |
2,570.4 |
2,558.0 |
-12.4 |
-0.5% |
2,548.3 |
| Low |
2,535.1 |
2,528.2 |
-6.9 |
-0.3% |
2,462.7 |
| Close |
2,550.6 |
2,547.5 |
-3.1 |
-0.1% |
2,537.8 |
| Range |
35.3 |
29.8 |
-5.5 |
-15.6% |
85.6 |
| ATR |
40.4 |
39.6 |
-0.8 |
-1.9% |
0.0 |
| Volume |
191,196 |
148,894 |
-42,302 |
-22.1% |
906,922 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,634.0 |
2,620.5 |
2,563.9 |
|
| R3 |
2,604.2 |
2,590.7 |
2,555.7 |
|
| R2 |
2,574.4 |
2,574.4 |
2,553.0 |
|
| R1 |
2,560.9 |
2,560.9 |
2,550.2 |
2,552.8 |
| PP |
2,544.6 |
2,544.6 |
2,544.6 |
2,540.5 |
| S1 |
2,531.1 |
2,531.1 |
2,544.8 |
2,523.0 |
| S2 |
2,514.8 |
2,514.8 |
2,542.0 |
|
| S3 |
2,485.0 |
2,501.3 |
2,539.3 |
|
| S4 |
2,455.2 |
2,471.5 |
2,531.1 |
|
|
| 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% |
38.0 |
1.5% |
77% |
False |
False |
177,868 |
| 10 |
2,570.4 |
2,420.2 |
150.2 |
5.9% |
37.2 |
1.5% |
85% |
False |
False |
173,368 |
| 20 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
42.1 |
1.7% |
87% |
False |
False |
182,343 |
| 40 |
2,570.4 |
2,350.5 |
219.9 |
8.6% |
38.0 |
1.5% |
90% |
False |
False |
115,355 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.8 |
1.4% |
90% |
False |
False |
78,243 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.8 |
1.4% |
90% |
False |
False |
59,459 |
| 100 |
2,570.4 |
2,310.5 |
259.9 |
10.2% |
38.1 |
1.5% |
91% |
False |
False |
48,052 |
| 120 |
2,570.4 |
2,121.5 |
448.9 |
17.6% |
36.6 |
1.4% |
95% |
False |
False |
40,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,684.7 |
|
2.618 |
2,636.0 |
|
1.618 |
2,606.2 |
|
1.000 |
2,587.8 |
|
0.618 |
2,576.4 |
|
HIGH |
2,558.0 |
|
0.618 |
2,546.6 |
|
0.500 |
2,543.1 |
|
0.382 |
2,539.6 |
|
LOW |
2,528.2 |
|
0.618 |
2,509.8 |
|
1.000 |
2,498.4 |
|
1.618 |
2,480.0 |
|
2.618 |
2,450.2 |
|
4.250 |
2,401.6 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,546.0 |
2,547.4 |
| PP |
2,544.6 |
2,547.2 |
| S1 |
2,543.1 |
2,547.1 |
|