| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,253.8 |
2,249.9 |
-3.9 |
-0.2% |
2,178.1 |
| High |
2,270.0 |
2,255.3 |
-14.7 |
-0.6% |
2,256.7 |
| Low |
2,246.6 |
2,221.9 |
-24.7 |
-1.1% |
2,165.9 |
| Close |
2,249.5 |
2,232.1 |
-17.4 |
-0.8% |
2,249.0 |
| Range |
23.4 |
33.4 |
10.0 |
42.7% |
90.8 |
| ATR |
50.4 |
49.1 |
-1.2 |
-2.4% |
0.0 |
| Volume |
460 |
754 |
294 |
63.9% |
3,278 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.6 |
2,317.8 |
2,250.5 |
|
| R3 |
2,303.2 |
2,284.4 |
2,241.3 |
|
| R2 |
2,269.8 |
2,269.8 |
2,238.2 |
|
| R1 |
2,251.0 |
2,251.0 |
2,235.2 |
2,243.7 |
| PP |
2,236.4 |
2,236.4 |
2,236.4 |
2,232.8 |
| S1 |
2,217.6 |
2,217.6 |
2,229.0 |
2,210.3 |
| S2 |
2,203.0 |
2,203.0 |
2,226.0 |
|
| S3 |
2,169.6 |
2,184.2 |
2,222.9 |
|
| S4 |
2,136.2 |
2,150.8 |
2,213.7 |
|
|
| 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 |
2,172.3 |
97.7 |
4.4% |
38.1 |
1.7% |
61% |
False |
False |
613 |
| 10 |
2,270.0 |
2,101.0 |
169.0 |
7.6% |
42.9 |
1.9% |
78% |
False |
False |
576 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
57.2 |
2.6% |
66% |
False |
False |
715 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
51.7 |
2.3% |
66% |
False |
False |
500 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
39.4 |
1.8% |
66% |
False |
False |
347 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
29.6 |
1.3% |
66% |
False |
False |
260 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
23.6 |
1.1% |
68% |
False |
False |
208 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
19.7 |
0.9% |
68% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.3 |
|
2.618 |
2,342.7 |
|
1.618 |
2,309.3 |
|
1.000 |
2,288.7 |
|
0.618 |
2,275.9 |
|
HIGH |
2,255.3 |
|
0.618 |
2,242.5 |
|
0.500 |
2,238.6 |
|
0.382 |
2,234.7 |
|
LOW |
2,221.9 |
|
0.618 |
2,201.3 |
|
1.000 |
2,188.5 |
|
1.618 |
2,167.9 |
|
2.618 |
2,134.5 |
|
4.250 |
2,080.0 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,238.6 |
2,230.5 |
| PP |
2,236.4 |
2,228.9 |
| S1 |
2,234.3 |
2,227.4 |
|