| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,559.8 |
2,539.2 |
-20.6 |
-0.8% |
2,549.7 |
| High |
2,564.3 |
2,562.2 |
-2.1 |
-0.1% |
2,570.4 |
| Low |
2,527.8 |
2,536.5 |
8.7 |
0.3% |
2,506.4 |
| Close |
2,537.8 |
2,560.3 |
22.5 |
0.9% |
2,546.3 |
| Range |
36.5 |
25.7 |
-10.8 |
-29.6% |
64.0 |
| ATR |
37.2 |
36.4 |
-0.8 |
-2.2% |
0.0 |
| Volume |
165,123 |
159,965 |
-5,158 |
-3.1% |
838,066 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.1 |
2,620.9 |
2,574.4 |
|
| R3 |
2,604.4 |
2,595.2 |
2,567.4 |
|
| R2 |
2,578.7 |
2,578.7 |
2,565.0 |
|
| R1 |
2,569.5 |
2,569.5 |
2,562.7 |
2,574.1 |
| PP |
2,553.0 |
2,553.0 |
2,553.0 |
2,555.3 |
| S1 |
2,543.8 |
2,543.8 |
2,557.9 |
2,548.4 |
| S2 |
2,527.3 |
2,527.3 |
2,555.6 |
|
| S3 |
2,501.6 |
2,518.1 |
2,553.2 |
|
| S4 |
2,475.9 |
2,492.4 |
2,546.2 |
|
|
| 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 |
2,564.3 |
2,519.8 |
44.5 |
1.7% |
27.8 |
1.1% |
91% |
False |
False |
152,681 |
| 10 |
2,570.4 |
2,488.2 |
82.2 |
3.2% |
33.5 |
1.3% |
88% |
False |
False |
166,079 |
| 20 |
2,570.4 |
2,403.8 |
166.6 |
6.5% |
39.4 |
1.5% |
94% |
False |
False |
184,440 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.7% |
38.5 |
1.5% |
94% |
False |
False |
136,735 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
36.5 |
1.4% |
95% |
False |
False |
93,550 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
35.9 |
1.4% |
95% |
False |
False |
71,057 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.6% |
37.4 |
1.5% |
95% |
False |
False |
57,298 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.3% |
36.4 |
1.4% |
97% |
False |
False |
48,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.4 |
|
2.618 |
2,629.5 |
|
1.618 |
2,603.8 |
|
1.000 |
2,587.9 |
|
0.618 |
2,578.1 |
|
HIGH |
2,562.2 |
|
0.618 |
2,552.4 |
|
0.500 |
2,549.4 |
|
0.382 |
2,546.3 |
|
LOW |
2,536.5 |
|
0.618 |
2,520.6 |
|
1.000 |
2,510.8 |
|
1.618 |
2,494.9 |
|
2.618 |
2,469.2 |
|
4.250 |
2,427.3 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,556.7 |
2,555.6 |
| PP |
2,553.0 |
2,550.8 |
| S1 |
2,549.4 |
2,546.1 |
|