| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,521.1 |
2,545.1 |
24.0 |
1.0% |
2,549.7 |
| High |
2,554.5 |
2,563.2 |
8.7 |
0.3% |
2,570.4 |
| Low |
2,519.8 |
2,544.0 |
24.2 |
1.0% |
2,506.4 |
| Close |
2,546.3 |
2,555.2 |
8.9 |
0.3% |
2,546.3 |
| Range |
34.7 |
19.2 |
-15.5 |
-44.7% |
64.0 |
| ATR |
39.8 |
38.4 |
-1.5 |
-3.7% |
0.0 |
| Volume |
164,613 |
127,485 |
-37,128 |
-22.6% |
838,066 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.7 |
2,602.7 |
2,565.8 |
|
| R3 |
2,592.5 |
2,583.5 |
2,560.5 |
|
| R2 |
2,573.3 |
2,573.3 |
2,558.7 |
|
| R1 |
2,564.3 |
2,564.3 |
2,557.0 |
2,568.8 |
| PP |
2,554.1 |
2,554.1 |
2,554.1 |
2,556.4 |
| S1 |
2,545.1 |
2,545.1 |
2,553.4 |
2,549.6 |
| S2 |
2,534.9 |
2,534.9 |
2,551.7 |
|
| S3 |
2,515.7 |
2,525.9 |
2,549.9 |
|
| S4 |
2,496.5 |
2,506.7 |
2,544.6 |
|
|
| 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% |
32.8 |
1.3% |
76% |
False |
False |
161,911 |
| 10 |
2,570.4 |
2,469.2 |
101.2 |
4.0% |
35.2 |
1.4% |
85% |
False |
False |
170,126 |
| 20 |
2,570.4 |
2,403.8 |
166.6 |
6.5% |
41.0 |
1.6% |
91% |
False |
False |
189,328 |
| 40 |
2,570.4 |
2,374.0 |
196.4 |
7.7% |
38.3 |
1.5% |
92% |
False |
False |
126,544 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
37.0 |
1.4% |
93% |
False |
False |
85,859 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
36.5 |
1.4% |
93% |
False |
False |
65,257 |
| 100 |
2,570.4 |
2,349.3 |
221.1 |
8.7% |
38.0 |
1.5% |
93% |
False |
False |
52,674 |
| 120 |
2,570.4 |
2,209.6 |
360.8 |
14.1% |
36.4 |
1.4% |
96% |
False |
False |
44,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.8 |
|
2.618 |
2,613.5 |
|
1.618 |
2,594.3 |
|
1.000 |
2,582.4 |
|
0.618 |
2,575.1 |
|
HIGH |
2,563.2 |
|
0.618 |
2,555.9 |
|
0.500 |
2,553.6 |
|
0.382 |
2,551.3 |
|
LOW |
2,544.0 |
|
0.618 |
2,532.1 |
|
1.000 |
2,524.8 |
|
1.618 |
2,512.9 |
|
2.618 |
2,493.7 |
|
4.250 |
2,462.4 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,554.7 |
2,548.4 |
| PP |
2,554.1 |
2,541.6 |
| S1 |
2,553.6 |
2,534.8 |
|