| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,109.8 |
2,096.0 |
-13.8 |
-0.7% |
2,120.5 |
| High |
2,114.3 |
2,129.0 |
14.7 |
0.7% |
2,132.0 |
| Low |
2,083.2 |
2,082.5 |
-0.7 |
0.0% |
2,010.8 |
| Close |
2,090.9 |
2,124.6 |
33.7 |
1.6% |
2,109.5 |
| Range |
31.1 |
46.5 |
15.4 |
49.5% |
121.2 |
| ATR |
57.7 |
56.9 |
-0.8 |
-1.4% |
0.0 |
| Volume |
276 |
352 |
76 |
27.5% |
4,672 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.5 |
2,234.6 |
2,150.2 |
|
| R3 |
2,205.0 |
2,188.1 |
2,137.4 |
|
| R2 |
2,158.5 |
2,158.5 |
2,133.1 |
|
| R1 |
2,141.6 |
2,141.6 |
2,128.9 |
2,150.1 |
| PP |
2,112.0 |
2,112.0 |
2,112.0 |
2,116.3 |
| S1 |
2,095.1 |
2,095.1 |
2,120.3 |
2,103.6 |
| S2 |
2,065.5 |
2,065.5 |
2,116.1 |
|
| S3 |
2,019.0 |
2,048.6 |
2,111.8 |
|
| S4 |
1,972.5 |
2,002.1 |
2,099.0 |
|
|
| 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% |
52.9 |
2.5% |
91% |
False |
False |
530 |
| 10 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
71.4 |
3.4% |
34% |
False |
False |
854 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
62.3 |
2.9% |
34% |
False |
False |
610 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
47.7 |
2.2% |
34% |
False |
False |
376 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
32.3 |
1.5% |
34% |
False |
False |
251 |
| 80 |
2,343.7 |
1,999.9 |
343.8 |
16.2% |
24.2 |
1.1% |
36% |
False |
False |
188 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.3% |
19.4 |
0.9% |
37% |
False |
False |
150 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.3% |
16.1 |
0.8% |
37% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,326.6 |
|
2.618 |
2,250.7 |
|
1.618 |
2,204.2 |
|
1.000 |
2,175.5 |
|
0.618 |
2,157.7 |
|
HIGH |
2,129.0 |
|
0.618 |
2,111.2 |
|
0.500 |
2,105.8 |
|
0.382 |
2,100.3 |
|
LOW |
2,082.5 |
|
0.618 |
2,053.8 |
|
1.000 |
2,036.0 |
|
1.618 |
2,007.3 |
|
2.618 |
1,960.8 |
|
4.250 |
1,884.9 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.3 |
2,118.8 |
| PP |
2,112.0 |
2,112.9 |
| S1 |
2,105.8 |
2,107.1 |
|