| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,185.0 |
2,253.8 |
68.8 |
3.1% |
2,178.1 |
| High |
2,256.7 |
2,270.0 |
13.3 |
0.6% |
2,256.7 |
| Low |
2,184.7 |
2,246.6 |
61.9 |
2.8% |
2,165.9 |
| Close |
2,249.0 |
2,249.5 |
0.5 |
0.0% |
2,249.0 |
| Range |
72.0 |
23.4 |
-48.6 |
-67.5% |
90.8 |
| ATR |
52.4 |
50.4 |
-2.1 |
-4.0% |
0.0 |
| Volume |
968 |
460 |
-508 |
-52.5% |
3,278 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.6 |
2,310.9 |
2,262.4 |
|
| R3 |
2,302.2 |
2,287.5 |
2,255.9 |
|
| R2 |
2,278.8 |
2,278.8 |
2,253.8 |
|
| R1 |
2,264.1 |
2,264.1 |
2,251.6 |
2,259.8 |
| PP |
2,255.4 |
2,255.4 |
2,255.4 |
2,253.2 |
| S1 |
2,240.7 |
2,240.7 |
2,247.4 |
2,236.4 |
| S2 |
2,232.0 |
2,232.0 |
2,245.2 |
|
| S3 |
2,208.6 |
2,217.3 |
2,243.1 |
|
| S4 |
2,185.2 |
2,193.9 |
2,236.6 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.3 |
2,463.4 |
2,298.9 |
|
| R3 |
2,405.5 |
2,372.6 |
2,274.0 |
|
| R2 |
2,314.7 |
2,314.7 |
2,265.6 |
|
| R1 |
2,281.8 |
2,281.8 |
2,257.3 |
2,298.3 |
| PP |
2,223.9 |
2,223.9 |
2,223.9 |
2,232.1 |
| S1 |
2,191.0 |
2,191.0 |
2,240.7 |
2,207.5 |
| S2 |
2,133.1 |
2,133.1 |
2,232.4 |
|
| S3 |
2,042.3 |
2,100.2 |
2,224.0 |
|
| S4 |
1,951.5 |
2,009.4 |
2,199.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,270.0 |
2,165.9 |
104.1 |
4.6% |
40.6 |
1.8% |
80% |
True |
False |
681 |
| 10 |
2,270.0 |
2,082.5 |
187.5 |
8.3% |
44.3 |
2.0% |
89% |
True |
False |
536 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
57.5 |
2.6% |
72% |
False |
False |
699 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
51.8 |
2.3% |
72% |
False |
False |
484 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
38.9 |
1.7% |
72% |
False |
False |
334 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
29.1 |
1.3% |
72% |
False |
False |
250 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.4% |
23.3 |
1.0% |
73% |
False |
False |
200 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.4% |
19.4 |
0.9% |
73% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,369.5 |
|
2.618 |
2,331.3 |
|
1.618 |
2,307.9 |
|
1.000 |
2,293.4 |
|
0.618 |
2,284.5 |
|
HIGH |
2,270.0 |
|
0.618 |
2,261.1 |
|
0.500 |
2,258.3 |
|
0.382 |
2,255.5 |
|
LOW |
2,246.6 |
|
0.618 |
2,232.1 |
|
1.000 |
2,223.2 |
|
1.618 |
2,208.7 |
|
2.618 |
2,185.3 |
|
4.250 |
2,147.2 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,258.3 |
2,240.7 |
| PP |
2,255.4 |
2,231.9 |
| S1 |
2,252.4 |
2,223.2 |
|