| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,249.9 |
2,233.6 |
-16.3 |
-0.7% |
2,178.1 |
| High |
2,255.3 |
2,235.0 |
-20.3 |
-0.9% |
2,256.7 |
| Low |
2,221.9 |
2,206.7 |
-15.2 |
-0.7% |
2,165.9 |
| Close |
2,232.1 |
2,217.3 |
-14.8 |
-0.7% |
2,249.0 |
| Range |
33.4 |
28.3 |
-5.1 |
-15.3% |
90.8 |
| ATR |
49.1 |
47.7 |
-1.5 |
-3.0% |
0.0 |
| Volume |
754 |
1,823 |
1,069 |
141.8% |
3,278 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.6 |
2,289.2 |
2,232.9 |
|
| R3 |
2,276.3 |
2,260.9 |
2,225.1 |
|
| R2 |
2,248.0 |
2,248.0 |
2,222.5 |
|
| R1 |
2,232.6 |
2,232.6 |
2,219.9 |
2,226.2 |
| PP |
2,219.7 |
2,219.7 |
2,219.7 |
2,216.4 |
| S1 |
2,204.3 |
2,204.3 |
2,214.7 |
2,197.9 |
| S2 |
2,191.4 |
2,191.4 |
2,212.1 |
|
| S3 |
2,163.1 |
2,176.0 |
2,209.5 |
|
| S4 |
2,134.8 |
2,147.7 |
2,201.7 |
|
|
| 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 |
2,176.3 |
93.7 |
4.2% |
37.7 |
1.7% |
44% |
False |
False |
885 |
| 10 |
2,270.0 |
2,101.0 |
169.0 |
7.6% |
40.1 |
1.8% |
69% |
False |
False |
707 |
| 20 |
2,306.2 |
2,010.8 |
295.4 |
13.3% |
55.3 |
2.5% |
70% |
False |
False |
772 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
51.8 |
2.3% |
62% |
False |
False |
544 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
39.9 |
1.8% |
62% |
False |
False |
377 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
29.9 |
1.3% |
62% |
False |
False |
283 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
23.9 |
1.1% |
64% |
False |
False |
226 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
19.9 |
0.9% |
64% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.3 |
|
2.618 |
2,309.1 |
|
1.618 |
2,280.8 |
|
1.000 |
2,263.3 |
|
0.618 |
2,252.5 |
|
HIGH |
2,235.0 |
|
0.618 |
2,224.2 |
|
0.500 |
2,220.9 |
|
0.382 |
2,217.5 |
|
LOW |
2,206.7 |
|
0.618 |
2,189.2 |
|
1.000 |
2,178.4 |
|
1.618 |
2,160.9 |
|
2.618 |
2,132.6 |
|
4.250 |
2,086.4 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.9 |
2,238.4 |
| PP |
2,219.7 |
2,231.3 |
| S1 |
2,218.5 |
2,224.3 |
|