| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,539.2 |
2,553.6 |
14.4 |
0.6% |
2,545.1 |
| High |
2,562.2 |
2,560.1 |
-2.1 |
-0.1% |
2,564.3 |
| Low |
2,536.5 |
2,526.6 |
-9.9 |
-0.4% |
2,526.6 |
| Close |
2,560.3 |
2,527.6 |
-32.7 |
-1.3% |
2,527.6 |
| Range |
25.7 |
33.5 |
7.8 |
30.4% |
37.7 |
| ATR |
36.4 |
36.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
159,965 |
175,644 |
15,679 |
9.8% |
774,439 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.6 |
2,616.6 |
2,546.0 |
|
| R3 |
2,605.1 |
2,583.1 |
2,536.8 |
|
| R2 |
2,571.6 |
2,571.6 |
2,533.7 |
|
| R1 |
2,549.6 |
2,549.6 |
2,530.7 |
2,543.9 |
| PP |
2,538.1 |
2,538.1 |
2,538.1 |
2,535.2 |
| S1 |
2,516.1 |
2,516.1 |
2,524.5 |
2,510.4 |
| S2 |
2,504.6 |
2,504.6 |
2,521.5 |
|
| S3 |
2,471.1 |
2,482.6 |
2,518.4 |
|
| S4 |
2,437.6 |
2,449.1 |
2,509.2 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.6 |
2,627.8 |
2,548.3 |
|
| R3 |
2,614.9 |
2,590.1 |
2,538.0 |
|
| R2 |
2,577.2 |
2,577.2 |
2,534.5 |
|
| R1 |
2,552.4 |
2,552.4 |
2,531.1 |
2,546.0 |
| PP |
2,539.5 |
2,539.5 |
2,539.5 |
2,536.3 |
| S1 |
2,514.7 |
2,514.7 |
2,524.1 |
2,508.3 |
| S2 |
2,501.8 |
2,501.8 |
2,520.7 |
|
| S3 |
2,464.1 |
2,477.0 |
2,517.2 |
|
| S4 |
2,426.4 |
2,439.3 |
2,506.9 |
|
|
| 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 |
2,526.6 |
37.7 |
1.5% |
27.6 |
1.1% |
3% |
False |
True |
154,887 |
| 10 |
2,570.4 |
2,506.4 |
64.0 |
2.5% |
30.9 |
1.2% |
33% |
False |
False |
161,250 |
| 20 |
2,570.4 |
2,403.8 |
166.6 |
6.6% |
37.6 |
1.5% |
74% |
False |
False |
177,726 |
| 40 |
2,570.4 |
2,398.2 |
172.2 |
6.8% |
38.2 |
1.5% |
75% |
False |
False |
139,898 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.5 |
1.4% |
81% |
False |
False |
96,429 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.1 |
1.4% |
81% |
False |
False |
73,199 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
37.5 |
1.5% |
81% |
False |
False |
59,027 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.5% |
36.6 |
1.4% |
87% |
False |
False |
49,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,702.5 |
|
2.618 |
2,647.8 |
|
1.618 |
2,614.3 |
|
1.000 |
2,593.6 |
|
0.618 |
2,580.8 |
|
HIGH |
2,560.1 |
|
0.618 |
2,547.3 |
|
0.500 |
2,543.4 |
|
0.382 |
2,539.4 |
|
LOW |
2,526.6 |
|
0.618 |
2,505.9 |
|
1.000 |
2,493.1 |
|
1.618 |
2,472.4 |
|
2.618 |
2,438.9 |
|
4.250 |
2,384.2 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,543.4 |
2,545.5 |
| PP |
2,538.1 |
2,539.5 |
| S1 |
2,532.9 |
2,533.6 |
|