| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,545.1 |
2,553.8 |
8.7 |
0.3% |
2,549.7 |
| High |
2,563.2 |
2,561.4 |
-1.8 |
-0.1% |
2,570.4 |
| Low |
2,544.0 |
2,538.5 |
-5.5 |
-0.2% |
2,506.4 |
| Close |
2,555.2 |
2,552.9 |
-2.3 |
-0.1% |
2,546.3 |
| Range |
19.2 |
22.9 |
3.7 |
19.3% |
64.0 |
| ATR |
38.4 |
37.3 |
-1.1 |
-2.9% |
0.0 |
| Volume |
127,485 |
146,222 |
18,737 |
14.7% |
838,066 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.6 |
2,609.2 |
2,565.5 |
|
| R3 |
2,596.7 |
2,586.3 |
2,559.2 |
|
| R2 |
2,573.8 |
2,573.8 |
2,557.1 |
|
| R1 |
2,563.4 |
2,563.4 |
2,555.0 |
2,557.2 |
| PP |
2,550.9 |
2,550.9 |
2,550.9 |
2,547.8 |
| S1 |
2,540.5 |
2,540.5 |
2,550.8 |
2,534.3 |
| S2 |
2,528.0 |
2,528.0 |
2,548.7 |
|
| S3 |
2,505.1 |
2,517.6 |
2,546.6 |
|
| S4 |
2,482.2 |
2,494.7 |
2,540.3 |
|
|
| 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 |
2,563.2 |
2,506.4 |
56.8 |
2.2% |
30.3 |
1.2% |
82% |
False |
False |
152,916 |
| 10 |
2,570.4 |
2,469.2 |
101.2 |
4.0% |
35.6 |
1.4% |
83% |
False |
False |
169,241 |
| 20 |
2,570.4 |
2,403.8 |
166.6 |
6.5% |
40.3 |
1.6% |
89% |
False |
False |
187,991 |
| 40 |
2,570.4 |
2,374.0 |
196.4 |
7.7% |
38.3 |
1.5% |
91% |
False |
False |
129,941 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
36.7 |
1.4% |
92% |
False |
False |
88,253 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
36.2 |
1.4% |
92% |
False |
False |
67,054 |
| 100 |
2,570.4 |
2,349.3 |
221.1 |
8.7% |
37.9 |
1.5% |
92% |
False |
False |
54,118 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.4% |
36.4 |
1.4% |
95% |
False |
False |
45,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.7 |
|
2.618 |
2,621.4 |
|
1.618 |
2,598.5 |
|
1.000 |
2,584.3 |
|
0.618 |
2,575.6 |
|
HIGH |
2,561.4 |
|
0.618 |
2,552.7 |
|
0.500 |
2,550.0 |
|
0.382 |
2,547.2 |
|
LOW |
2,538.5 |
|
0.618 |
2,524.3 |
|
1.000 |
2,515.6 |
|
1.618 |
2,501.4 |
|
2.618 |
2,478.5 |
|
4.250 |
2,441.2 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.9 |
2,549.1 |
| PP |
2,550.9 |
2,545.3 |
| S1 |
2,550.0 |
2,541.5 |
|