| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,096.0 |
2,124.0 |
28.0 |
1.3% |
2,120.5 |
| High |
2,129.0 |
2,159.1 |
30.1 |
1.4% |
2,132.0 |
| Low |
2,082.5 |
2,102.5 |
20.0 |
1.0% |
2,010.8 |
| Close |
2,124.6 |
2,111.6 |
-13.0 |
-0.6% |
2,109.5 |
| Range |
46.5 |
56.6 |
10.1 |
21.7% |
121.2 |
| ATR |
56.9 |
56.9 |
0.0 |
0.0% |
0.0 |
| Volume |
352 |
515 |
163 |
46.3% |
4,672 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,294.2 |
2,259.5 |
2,142.7 |
|
| R3 |
2,237.6 |
2,202.9 |
2,127.2 |
|
| R2 |
2,181.0 |
2,181.0 |
2,122.0 |
|
| R1 |
2,146.3 |
2,146.3 |
2,116.8 |
2,135.4 |
| PP |
2,124.4 |
2,124.4 |
2,124.4 |
2,118.9 |
| S1 |
2,089.7 |
2,089.7 |
2,106.4 |
2,078.8 |
| S2 |
2,067.8 |
2,067.8 |
2,101.2 |
|
| S3 |
2,011.2 |
2,033.1 |
2,096.0 |
|
| S4 |
1,954.6 |
1,976.5 |
2,080.5 |
|
|
| 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 |
2,159.1 |
2,045.4 |
113.7 |
5.4% |
48.9 |
2.3% |
58% |
True |
False |
436 |
| 10 |
2,306.2 |
2,010.8 |
295.4 |
14.0% |
70.4 |
3.3% |
34% |
False |
False |
836 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.8% |
62.6 |
3.0% |
30% |
False |
False |
624 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.8% |
48.3 |
2.3% |
30% |
False |
False |
389 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.8% |
33.2 |
1.6% |
30% |
False |
False |
259 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.8% |
24.9 |
1.2% |
30% |
False |
False |
194 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
19.9 |
0.9% |
33% |
False |
False |
155 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
16.6 |
0.8% |
33% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.7 |
|
2.618 |
2,307.3 |
|
1.618 |
2,250.7 |
|
1.000 |
2,215.7 |
|
0.618 |
2,194.1 |
|
HIGH |
2,159.1 |
|
0.618 |
2,137.5 |
|
0.500 |
2,130.8 |
|
0.382 |
2,124.1 |
|
LOW |
2,102.5 |
|
0.618 |
2,067.5 |
|
1.000 |
2,045.9 |
|
1.618 |
2,010.9 |
|
2.618 |
1,954.3 |
|
4.250 |
1,862.0 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.8 |
2,120.8 |
| PP |
2,124.4 |
2,117.7 |
| S1 |
2,118.0 |
2,114.7 |
|