| 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 |
2,113.2 |
2,109.8 |
-3.4 |
-0.2% |
2,120.5 |
| High |
2,131.7 |
2,114.3 |
-17.4 |
-0.8% |
2,132.0 |
| Low |
2,095.1 |
2,083.2 |
-11.9 |
-0.6% |
2,010.8 |
| Close |
2,109.5 |
2,090.9 |
-18.6 |
-0.9% |
2,109.5 |
| Range |
36.6 |
31.1 |
-5.5 |
-15.0% |
121.2 |
| ATR |
59.7 |
57.7 |
-2.0 |
-3.4% |
0.0 |
| Volume |
317 |
276 |
-41 |
-12.9% |
4,672 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.4 |
2,171.3 |
2,108.0 |
|
| R3 |
2,158.3 |
2,140.2 |
2,099.5 |
|
| R2 |
2,127.2 |
2,127.2 |
2,096.6 |
|
| R1 |
2,109.1 |
2,109.1 |
2,093.8 |
2,102.6 |
| PP |
2,096.1 |
2,096.1 |
2,096.1 |
2,092.9 |
| S1 |
2,078.0 |
2,078.0 |
2,088.0 |
2,071.5 |
| S2 |
2,065.0 |
2,065.0 |
2,085.2 |
|
| S3 |
2,033.9 |
2,046.9 |
2,082.3 |
|
| S4 |
2,002.8 |
2,015.8 |
2,073.8 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.7 |
2,399.8 |
2,176.2 |
|
| R3 |
2,326.5 |
2,278.6 |
2,142.8 |
|
| R2 |
2,205.3 |
2,205.3 |
2,131.7 |
|
| R1 |
2,157.4 |
2,157.4 |
2,120.6 |
2,120.8 |
| PP |
2,084.1 |
2,084.1 |
2,084.1 |
2,065.8 |
| S1 |
2,036.2 |
2,036.2 |
2,098.4 |
1,999.6 |
| S2 |
1,962.9 |
1,962.9 |
2,087.3 |
|
| S3 |
1,841.7 |
1,915.0 |
2,076.2 |
|
| S4 |
1,720.5 |
1,793.8 |
2,042.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,132.0 |
2,045.4 |
86.6 |
4.1% |
55.8 |
2.7% |
53% |
False |
False |
631 |
| 10 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
70.8 |
3.4% |
24% |
False |
False |
863 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
64.0 |
3.1% |
24% |
False |
False |
614 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
46.6 |
2.2% |
24% |
False |
False |
367 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
31.5 |
1.5% |
24% |
False |
False |
245 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
16.6% |
23.6 |
1.1% |
27% |
False |
False |
183 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.6% |
18.9 |
0.9% |
27% |
False |
False |
147 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.6% |
15.7 |
0.8% |
27% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.5 |
|
2.618 |
2,195.7 |
|
1.618 |
2,164.6 |
|
1.000 |
2,145.4 |
|
0.618 |
2,133.5 |
|
HIGH |
2,114.3 |
|
0.618 |
2,102.4 |
|
0.500 |
2,098.8 |
|
0.382 |
2,095.1 |
|
LOW |
2,083.2 |
|
0.618 |
2,064.0 |
|
1.000 |
2,052.1 |
|
1.618 |
2,032.9 |
|
2.618 |
2,001.8 |
|
4.250 |
1,951.0 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.8 |
2,090.1 |
| PP |
2,096.1 |
2,089.3 |
| S1 |
2,093.5 |
2,088.6 |
|