| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,110.7 |
2,170.0 |
59.3 |
2.8% |
2,109.8 |
| High |
2,176.9 |
2,185.1 |
8.2 |
0.4% |
2,185.1 |
| Low |
2,101.0 |
2,154.5 |
53.5 |
2.5% |
2,082.5 |
| Close |
2,166.5 |
2,172.4 |
5.9 |
0.3% |
2,172.4 |
| Range |
75.9 |
30.6 |
-45.3 |
-59.7% |
102.6 |
| ATR |
58.2 |
56.2 |
-2.0 |
-3.4% |
0.0 |
| Volume |
433 |
329 |
-104 |
-24.0% |
1,905 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.5 |
2,248.0 |
2,189.2 |
|
| R3 |
2,231.9 |
2,217.4 |
2,180.8 |
|
| R2 |
2,201.3 |
2,201.3 |
2,178.0 |
|
| R1 |
2,186.8 |
2,186.8 |
2,175.2 |
2,194.1 |
| PP |
2,170.7 |
2,170.7 |
2,170.7 |
2,174.3 |
| S1 |
2,156.2 |
2,156.2 |
2,169.6 |
2,163.5 |
| S2 |
2,140.1 |
2,140.1 |
2,166.8 |
|
| S3 |
2,109.5 |
2,125.6 |
2,164.0 |
|
| S4 |
2,078.9 |
2,095.0 |
2,155.6 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,454.5 |
2,416.0 |
2,228.8 |
|
| R3 |
2,351.9 |
2,313.4 |
2,200.6 |
|
| R2 |
2,249.3 |
2,249.3 |
2,191.2 |
|
| R1 |
2,210.8 |
2,210.8 |
2,181.8 |
2,230.1 |
| PP |
2,146.7 |
2,146.7 |
2,146.7 |
2,156.3 |
| S1 |
2,108.2 |
2,108.2 |
2,163.0 |
2,127.5 |
| S2 |
2,044.1 |
2,044.1 |
2,153.6 |
|
| S3 |
1,941.5 |
2,005.6 |
2,144.2 |
|
| S4 |
1,838.9 |
1,903.0 |
2,116.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,185.1 |
2,082.5 |
102.6 |
4.7% |
48.1 |
2.2% |
88% |
True |
False |
381 |
| 10 |
2,185.1 |
2,010.8 |
174.3 |
8.0% |
60.7 |
2.8% |
93% |
True |
False |
657 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
62.4 |
2.9% |
49% |
False |
False |
628 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
49.9 |
2.3% |
49% |
False |
False |
401 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
35.0 |
1.6% |
49% |
False |
False |
272 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
26.2 |
1.2% |
49% |
False |
False |
204 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
21.0 |
1.0% |
51% |
False |
False |
163 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
17.5 |
0.8% |
51% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,315.2 |
|
2.618 |
2,265.2 |
|
1.618 |
2,234.6 |
|
1.000 |
2,215.7 |
|
0.618 |
2,204.0 |
|
HIGH |
2,185.1 |
|
0.618 |
2,173.4 |
|
0.500 |
2,169.8 |
|
0.382 |
2,166.2 |
|
LOW |
2,154.5 |
|
0.618 |
2,135.6 |
|
1.000 |
2,123.9 |
|
1.618 |
2,105.0 |
|
2.618 |
2,074.4 |
|
4.250 |
2,024.5 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,171.5 |
2,162.6 |
| PP |
2,170.7 |
2,152.8 |
| S1 |
2,169.8 |
2,143.1 |
|