| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,549.9 |
2,521.1 |
-28.8 |
-1.1% |
2,549.7 |
| High |
2,551.4 |
2,554.5 |
3.1 |
0.1% |
2,570.4 |
| Low |
2,506.4 |
2,519.8 |
13.4 |
0.5% |
2,506.4 |
| Close |
2,516.7 |
2,546.3 |
29.6 |
1.2% |
2,546.3 |
| Range |
45.0 |
34.7 |
-10.3 |
-22.9% |
64.0 |
| ATR |
40.0 |
39.8 |
-0.2 |
-0.4% |
0.0 |
| Volume |
177,369 |
164,613 |
-12,756 |
-7.2% |
838,066 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.3 |
2,630.0 |
2,565.4 |
|
| R3 |
2,609.6 |
2,595.3 |
2,555.8 |
|
| R2 |
2,574.9 |
2,574.9 |
2,552.7 |
|
| R1 |
2,560.6 |
2,560.6 |
2,549.5 |
2,567.8 |
| PP |
2,540.2 |
2,540.2 |
2,540.2 |
2,543.8 |
| S1 |
2,525.9 |
2,525.9 |
2,543.1 |
2,533.1 |
| S2 |
2,505.5 |
2,505.5 |
2,539.9 |
|
| S3 |
2,470.8 |
2,491.2 |
2,536.8 |
|
| S4 |
2,436.1 |
2,456.5 |
2,527.2 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.0 |
2,703.7 |
2,581.5 |
|
| R3 |
2,669.0 |
2,639.7 |
2,563.9 |
|
| R2 |
2,605.0 |
2,605.0 |
2,558.0 |
|
| R1 |
2,575.7 |
2,575.7 |
2,552.2 |
2,558.4 |
| PP |
2,541.0 |
2,541.0 |
2,541.0 |
2,532.4 |
| S1 |
2,511.7 |
2,511.7 |
2,540.4 |
2,494.4 |
| S2 |
2,477.0 |
2,477.0 |
2,534.6 |
|
| S3 |
2,413.0 |
2,447.7 |
2,528.7 |
|
| S4 |
2,349.0 |
2,383.7 |
2,511.1 |
|
|
| 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 |
2,506.4 |
64.0 |
2.5% |
34.2 |
1.3% |
62% |
False |
False |
167,613 |
| 10 |
2,570.4 |
2,462.7 |
107.7 |
4.2% |
38.3 |
1.5% |
78% |
False |
False |
174,498 |
| 20 |
2,570.4 |
2,403.8 |
166.6 |
6.5% |
41.8 |
1.6% |
86% |
False |
False |
190,409 |
| 40 |
2,570.4 |
2,374.0 |
196.4 |
7.7% |
38.3 |
1.5% |
88% |
False |
False |
123,515 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
37.2 |
1.5% |
89% |
False |
False |
83,820 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.8 |
1.4% |
89% |
False |
False |
63,692 |
| 100 |
2,570.4 |
2,347.9 |
222.5 |
8.7% |
38.1 |
1.5% |
89% |
False |
False |
51,425 |
| 120 |
2,570.4 |
2,195.6 |
374.8 |
14.7% |
36.5 |
1.4% |
94% |
False |
False |
43,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,702.0 |
|
2.618 |
2,645.3 |
|
1.618 |
2,610.6 |
|
1.000 |
2,589.2 |
|
0.618 |
2,575.9 |
|
HIGH |
2,554.5 |
|
0.618 |
2,541.2 |
|
0.500 |
2,537.2 |
|
0.382 |
2,533.1 |
|
LOW |
2,519.8 |
|
0.618 |
2,498.4 |
|
1.000 |
2,485.1 |
|
1.618 |
2,463.7 |
|
2.618 |
2,429.0 |
|
4.250 |
2,372.3 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,543.3 |
2,541.6 |
| PP |
2,540.2 |
2,536.9 |
| S1 |
2,537.2 |
2,532.2 |
|