| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,124.0 |
2,110.7 |
-13.3 |
-0.6% |
2,120.5 |
| High |
2,159.1 |
2,176.9 |
17.8 |
0.8% |
2,132.0 |
| Low |
2,102.5 |
2,101.0 |
-1.5 |
-0.1% |
2,010.8 |
| Close |
2,111.6 |
2,166.5 |
54.9 |
2.6% |
2,109.5 |
| Range |
56.6 |
75.9 |
19.3 |
34.1% |
121.2 |
| ATR |
56.9 |
58.2 |
1.4 |
2.4% |
0.0 |
| Volume |
515 |
433 |
-82 |
-15.9% |
4,672 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.8 |
2,347.1 |
2,208.2 |
|
| R3 |
2,299.9 |
2,271.2 |
2,187.4 |
|
| R2 |
2,224.0 |
2,224.0 |
2,180.4 |
|
| R1 |
2,195.3 |
2,195.3 |
2,173.5 |
2,209.7 |
| PP |
2,148.1 |
2,148.1 |
2,148.1 |
2,155.3 |
| S1 |
2,119.4 |
2,119.4 |
2,159.5 |
2,133.8 |
| S2 |
2,072.2 |
2,072.2 |
2,152.6 |
|
| S3 |
1,996.3 |
2,043.5 |
2,145.6 |
|
| S4 |
1,920.4 |
1,967.6 |
2,124.8 |
|
|
| 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 |
2,176.9 |
2,082.5 |
94.4 |
4.4% |
49.3 |
2.3% |
89% |
True |
False |
378 |
| 10 |
2,222.3 |
2,010.8 |
211.5 |
9.8% |
68.0 |
3.1% |
74% |
False |
False |
765 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
62.5 |
2.9% |
47% |
False |
False |
620 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
49.6 |
2.3% |
47% |
False |
False |
399 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
34.5 |
1.6% |
47% |
False |
False |
266 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.4% |
25.8 |
1.2% |
47% |
False |
False |
200 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
20.7 |
1.0% |
49% |
False |
False |
160 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
17.2 |
0.8% |
49% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.5 |
|
2.618 |
2,375.6 |
|
1.618 |
2,299.7 |
|
1.000 |
2,252.8 |
|
0.618 |
2,223.8 |
|
HIGH |
2,176.9 |
|
0.618 |
2,147.9 |
|
0.500 |
2,139.0 |
|
0.382 |
2,130.0 |
|
LOW |
2,101.0 |
|
0.618 |
2,054.1 |
|
1.000 |
2,025.1 |
|
1.618 |
1,978.2 |
|
2.618 |
1,902.3 |
|
4.250 |
1,778.4 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.3 |
2,154.2 |
| PP |
2,148.1 |
2,142.0 |
| S1 |
2,139.0 |
2,129.7 |
|