| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,178.1 |
2,200.0 |
21.9 |
1.0% |
2,109.8 |
| High |
2,198.4 |
2,212.0 |
13.6 |
0.6% |
2,185.1 |
| Low |
2,168.6 |
2,165.9 |
-2.7 |
-0.1% |
2,082.5 |
| Close |
2,197.7 |
2,172.5 |
-25.2 |
-1.1% |
2,172.4 |
| Range |
29.8 |
46.1 |
16.3 |
54.7% |
102.6 |
| ATR |
54.4 |
53.8 |
-0.6 |
-1.1% |
0.0 |
| Volume |
330 |
1,093 |
763 |
231.2% |
1,905 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.8 |
2,293.2 |
2,197.9 |
|
| R3 |
2,275.7 |
2,247.1 |
2,185.2 |
|
| R2 |
2,229.6 |
2,229.6 |
2,181.0 |
|
| R1 |
2,201.0 |
2,201.0 |
2,176.7 |
2,192.3 |
| PP |
2,183.5 |
2,183.5 |
2,183.5 |
2,179.1 |
| S1 |
2,154.9 |
2,154.9 |
2,168.3 |
2,146.2 |
| S2 |
2,137.4 |
2,137.4 |
2,164.0 |
|
| S3 |
2,091.3 |
2,108.8 |
2,159.8 |
|
| S4 |
2,045.2 |
2,062.7 |
2,147.1 |
|
|
| 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 |
2,212.0 |
2,101.0 |
111.0 |
5.1% |
47.8 |
2.2% |
64% |
True |
False |
540 |
| 10 |
2,212.0 |
2,045.4 |
166.6 |
7.7% |
50.3 |
2.3% |
76% |
True |
False |
535 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
61.1 |
2.8% |
49% |
False |
False |
654 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
50.5 |
2.3% |
49% |
False |
False |
435 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
36.2 |
1.7% |
49% |
False |
False |
296 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.3% |
27.2 |
1.3% |
49% |
False |
False |
222 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
21.7 |
1.0% |
51% |
False |
False |
177 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.0% |
18.1 |
0.8% |
51% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,407.9 |
|
2.618 |
2,332.7 |
|
1.618 |
2,286.6 |
|
1.000 |
2,258.1 |
|
0.618 |
2,240.5 |
|
HIGH |
2,212.0 |
|
0.618 |
2,194.4 |
|
0.500 |
2,189.0 |
|
0.382 |
2,183.5 |
|
LOW |
2,165.9 |
|
0.618 |
2,137.4 |
|
1.000 |
2,119.8 |
|
1.618 |
2,091.3 |
|
2.618 |
2,045.2 |
|
4.250 |
1,970.0 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.0 |
2,183.3 |
| PP |
2,183.5 |
2,179.7 |
| S1 |
2,178.0 |
2,176.1 |
|