| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,170.0 |
2,178.1 |
8.1 |
0.4% |
2,109.8 |
| High |
2,185.1 |
2,198.4 |
13.3 |
0.6% |
2,185.1 |
| Low |
2,154.5 |
2,168.6 |
14.1 |
0.7% |
2,082.5 |
| Close |
2,172.4 |
2,197.7 |
25.3 |
1.2% |
2,172.4 |
| Range |
30.6 |
29.8 |
-0.8 |
-2.6% |
102.6 |
| ATR |
56.2 |
54.4 |
-1.9 |
-3.4% |
0.0 |
| Volume |
329 |
330 |
1 |
0.3% |
1,905 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,277.6 |
2,267.5 |
2,214.1 |
|
| R3 |
2,247.8 |
2,237.7 |
2,205.9 |
|
| R2 |
2,218.0 |
2,218.0 |
2,203.2 |
|
| R1 |
2,207.9 |
2,207.9 |
2,200.4 |
2,213.0 |
| PP |
2,188.2 |
2,188.2 |
2,188.2 |
2,190.8 |
| S1 |
2,178.1 |
2,178.1 |
2,195.0 |
2,183.2 |
| S2 |
2,158.4 |
2,158.4 |
2,192.2 |
|
| S3 |
2,128.6 |
2,148.3 |
2,189.5 |
|
| S4 |
2,098.8 |
2,118.5 |
2,181.3 |
|
|
| 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 |
2,198.4 |
2,082.5 |
115.9 |
5.3% |
47.9 |
2.2% |
99% |
True |
False |
391 |
| 10 |
2,198.4 |
2,045.4 |
153.0 |
7.0% |
51.9 |
2.4% |
100% |
True |
False |
511 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
61.2 |
2.8% |
56% |
False |
False |
623 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
50.1 |
2.3% |
56% |
False |
False |
409 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
35.5 |
1.6% |
56% |
False |
False |
277 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
26.6 |
1.2% |
56% |
False |
False |
208 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.8% |
21.3 |
1.0% |
58% |
False |
False |
166 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.8% |
17.7 |
0.8% |
58% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.1 |
|
2.618 |
2,276.4 |
|
1.618 |
2,246.6 |
|
1.000 |
2,228.2 |
|
0.618 |
2,216.8 |
|
HIGH |
2,198.4 |
|
0.618 |
2,187.0 |
|
0.500 |
2,183.5 |
|
0.382 |
2,180.0 |
|
LOW |
2,168.6 |
|
0.618 |
2,150.2 |
|
1.000 |
2,138.8 |
|
1.618 |
2,120.4 |
|
2.618 |
2,090.6 |
|
4.250 |
2,042.0 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,193.0 |
2,181.7 |
| PP |
2,188.2 |
2,165.7 |
| S1 |
2,183.5 |
2,149.7 |
|