| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
5,408.25 |
5,425.50 |
17.25 |
0.3% |
5,392.00 |
| High |
5,441.00 |
5,452.00 |
11.00 |
0.2% |
5,441.00 |
| Low |
5,375.50 |
5,403.75 |
28.25 |
0.5% |
5,168.50 |
| Close |
5,425.75 |
5,425.75 |
0.00 |
0.0% |
5,425.75 |
| Range |
65.50 |
48.25 |
-17.25 |
-26.3% |
272.50 |
| ATR |
105.74 |
101.64 |
-4.11 |
-3.9% |
0.00 |
| Volume |
5,347 |
2,692 |
-2,655 |
-49.7% |
43,397 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,572.00 |
5,547.00 |
5,452.25 |
|
| R3 |
5,523.75 |
5,498.75 |
5,439.00 |
|
| R2 |
5,475.50 |
5,475.50 |
5,434.50 |
|
| R1 |
5,450.50 |
5,450.50 |
5,430.25 |
5,463.00 |
| PP |
5,427.25 |
5,427.25 |
5,427.25 |
5,433.50 |
| S1 |
5,402.25 |
5,402.25 |
5,421.25 |
5,414.75 |
| S2 |
5,379.00 |
5,379.00 |
5,417.00 |
|
| S3 |
5,330.75 |
5,354.00 |
5,412.50 |
|
| S4 |
5,282.50 |
5,305.75 |
5,399.25 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,162.50 |
6,066.75 |
5,575.50 |
|
| R3 |
5,890.00 |
5,794.25 |
5,500.75 |
|
| R2 |
5,617.50 |
5,617.50 |
5,475.75 |
|
| R1 |
5,521.75 |
5,521.75 |
5,450.75 |
5,569.50 |
| PP |
5,345.00 |
5,345.00 |
5,345.00 |
5,369.00 |
| S1 |
5,249.25 |
5,249.25 |
5,400.75 |
5,297.00 |
| S2 |
5,072.50 |
5,072.50 |
5,375.75 |
|
| S3 |
4,800.00 |
4,976.75 |
5,350.75 |
|
| S4 |
4,527.50 |
4,704.25 |
5,276.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,452.00 |
5,234.50 |
217.50 |
4.0% |
116.00 |
2.1% |
88% |
True |
False |
5,939 |
| 10 |
5,662.75 |
5,168.50 |
494.25 |
9.1% |
134.50 |
2.5% |
52% |
False |
False |
6,930 |
| 20 |
5,785.00 |
5,168.50 |
616.50 |
11.4% |
105.00 |
1.9% |
42% |
False |
False |
4,738 |
| 40 |
5,785.00 |
5,168.50 |
616.50 |
11.4% |
76.25 |
1.4% |
42% |
False |
False |
2,993 |
| 60 |
5,785.00 |
5,168.50 |
616.50 |
11.4% |
66.50 |
1.2% |
42% |
False |
False |
2,065 |
| 80 |
5,785.00 |
5,075.00 |
710.00 |
13.1% |
64.25 |
1.2% |
49% |
False |
False |
1,588 |
| 100 |
5,785.00 |
5,075.00 |
710.00 |
13.1% |
63.00 |
1.2% |
49% |
False |
False |
1,296 |
| 120 |
5,785.00 |
5,075.00 |
710.00 |
13.1% |
59.25 |
1.1% |
49% |
False |
False |
1,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,657.00 |
|
2.618 |
5,578.25 |
|
1.618 |
5,530.00 |
|
1.000 |
5,500.25 |
|
0.618 |
5,481.75 |
|
HIGH |
5,452.00 |
|
0.618 |
5,433.50 |
|
0.500 |
5,428.00 |
|
0.382 |
5,422.25 |
|
LOW |
5,403.75 |
|
0.618 |
5,374.00 |
|
1.000 |
5,355.50 |
|
1.618 |
5,325.75 |
|
2.618 |
5,277.50 |
|
4.250 |
5,198.75 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,428.00 |
5,398.25 |
| PP |
5,427.25 |
5,370.75 |
| S1 |
5,426.50 |
5,343.25 |
|