| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,552.2 |
2,549.9 |
-2.3 |
-0.1% |
2,470.1 |
| High |
2,558.0 |
2,551.4 |
-6.6 |
-0.3% |
2,548.3 |
| Low |
2,528.2 |
2,506.4 |
-21.8 |
-0.9% |
2,462.7 |
| Close |
2,547.5 |
2,516.7 |
-30.8 |
-1.2% |
2,537.8 |
| Range |
29.8 |
45.0 |
15.2 |
51.0% |
85.6 |
| ATR |
39.6 |
40.0 |
0.4 |
1.0% |
0.0 |
| Volume |
148,894 |
177,369 |
28,475 |
19.1% |
906,922 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.8 |
2,633.3 |
2,541.5 |
|
| R3 |
2,614.8 |
2,588.3 |
2,529.1 |
|
| R2 |
2,569.8 |
2,569.8 |
2,525.0 |
|
| R1 |
2,543.3 |
2,543.3 |
2,520.8 |
2,534.1 |
| PP |
2,524.8 |
2,524.8 |
2,524.8 |
2,520.2 |
| S1 |
2,498.3 |
2,498.3 |
2,512.6 |
2,489.1 |
| S2 |
2,479.8 |
2,479.8 |
2,508.5 |
|
| S3 |
2,434.8 |
2,453.3 |
2,504.3 |
|
| S4 |
2,389.8 |
2,408.3 |
2,492.0 |
|
|
| 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 |
2,488.2 |
82.2 |
3.3% |
39.3 |
1.6% |
35% |
False |
False |
179,477 |
| 10 |
2,570.4 |
2,456.1 |
114.3 |
4.5% |
36.9 |
1.5% |
53% |
False |
False |
173,254 |
| 20 |
2,570.4 |
2,401.0 |
169.4 |
6.7% |
41.8 |
1.7% |
68% |
False |
False |
186,337 |
| 40 |
2,570.4 |
2,352.4 |
218.0 |
8.7% |
38.3 |
1.5% |
75% |
False |
False |
119,625 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.8% |
37.0 |
1.5% |
76% |
False |
False |
81,128 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.8% |
37.0 |
1.5% |
76% |
False |
False |
61,664 |
| 100 |
2,570.4 |
2,329.2 |
241.2 |
9.6% |
38.1 |
1.5% |
78% |
False |
False |
49,800 |
| 120 |
2,570.4 |
2,163.3 |
407.1 |
16.2% |
36.5 |
1.5% |
87% |
False |
False |
41,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,742.7 |
|
2.618 |
2,669.2 |
|
1.618 |
2,624.2 |
|
1.000 |
2,596.4 |
|
0.618 |
2,579.2 |
|
HIGH |
2,551.4 |
|
0.618 |
2,534.2 |
|
0.500 |
2,528.9 |
|
0.382 |
2,523.6 |
|
LOW |
2,506.4 |
|
0.618 |
2,478.6 |
|
1.000 |
2,461.4 |
|
1.618 |
2,433.6 |
|
2.618 |
2,388.6 |
|
4.250 |
2,315.2 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,528.9 |
2,538.4 |
| PP |
2,524.8 |
2,531.2 |
| S1 |
2,520.8 |
2,523.9 |
|