| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,174.0 |
-26.0 |
-1.2% |
2,109.8 |
| High |
2,212.0 |
2,202.5 |
-9.5 |
-0.4% |
2,185.1 |
| Low |
2,165.9 |
2,172.3 |
6.4 |
0.3% |
2,082.5 |
| Close |
2,172.5 |
2,200.4 |
27.9 |
1.3% |
2,172.4 |
| Range |
46.1 |
30.2 |
-15.9 |
-34.5% |
102.6 |
| ATR |
53.8 |
52.1 |
-1.7 |
-3.1% |
0.0 |
| Volume |
1,093 |
464 |
-629 |
-57.5% |
1,905 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.3 |
2,271.6 |
2,217.0 |
|
| R3 |
2,252.1 |
2,241.4 |
2,208.7 |
|
| R2 |
2,221.9 |
2,221.9 |
2,205.9 |
|
| R1 |
2,211.2 |
2,211.2 |
2,203.2 |
2,216.6 |
| PP |
2,191.7 |
2,191.7 |
2,191.7 |
2,194.4 |
| S1 |
2,181.0 |
2,181.0 |
2,197.6 |
2,186.4 |
| S2 |
2,161.5 |
2,161.5 |
2,194.9 |
|
| S3 |
2,131.3 |
2,150.8 |
2,192.1 |
|
| S4 |
2,101.1 |
2,120.6 |
2,183.8 |
|
|
| 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 |
5.0% |
42.5 |
1.9% |
90% |
False |
False |
529 |
| 10 |
2,212.0 |
2,045.4 |
166.6 |
7.6% |
45.7 |
2.1% |
93% |
False |
False |
483 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
59.5 |
2.7% |
57% |
False |
False |
664 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
50.7 |
2.3% |
57% |
False |
False |
446 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
36.7 |
1.7% |
57% |
False |
False |
303 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
27.6 |
1.3% |
57% |
False |
False |
227 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.8% |
22.0 |
1.0% |
59% |
False |
False |
182 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.8% |
18.4 |
0.8% |
59% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.9 |
|
2.618 |
2,281.6 |
|
1.618 |
2,251.4 |
|
1.000 |
2,232.7 |
|
0.618 |
2,221.2 |
|
HIGH |
2,202.5 |
|
0.618 |
2,191.0 |
|
0.500 |
2,187.4 |
|
0.382 |
2,183.8 |
|
LOW |
2,172.3 |
|
0.618 |
2,153.6 |
|
1.000 |
2,142.1 |
|
1.618 |
2,123.4 |
|
2.618 |
2,093.2 |
|
4.250 |
2,044.0 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.1 |
2,196.6 |
| PP |
2,191.7 |
2,192.8 |
| S1 |
2,187.4 |
2,189.0 |
|