| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,215.1 |
2,237.0 |
21.9 |
1.0% |
2,253.8 |
| High |
2,253.7 |
2,249.0 |
-4.7 |
-0.2% |
2,270.0 |
| Low |
2,208.7 |
2,216.5 |
7.8 |
0.4% |
2,206.7 |
| Close |
2,232.4 |
2,245.1 |
12.7 |
0.6% |
2,245.1 |
| Range |
45.0 |
32.5 |
-12.5 |
-27.8% |
63.3 |
| ATR |
47.5 |
46.4 |
-1.1 |
-2.3% |
0.0 |
| Volume |
3,215 |
1,791 |
-1,424 |
-44.3% |
8,043 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.4 |
2,322.2 |
2,263.0 |
|
| R3 |
2,301.9 |
2,289.7 |
2,254.0 |
|
| R2 |
2,269.4 |
2,269.4 |
2,251.1 |
|
| R1 |
2,257.2 |
2,257.2 |
2,248.1 |
2,263.3 |
| PP |
2,236.9 |
2,236.9 |
2,236.9 |
2,239.9 |
| S1 |
2,224.7 |
2,224.7 |
2,242.1 |
2,230.8 |
| S2 |
2,204.4 |
2,204.4 |
2,239.1 |
|
| S3 |
2,171.9 |
2,192.2 |
2,236.2 |
|
| S4 |
2,139.4 |
2,159.7 |
2,227.2 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.5 |
2,401.1 |
2,279.9 |
|
| R3 |
2,367.2 |
2,337.8 |
2,262.5 |
|
| R2 |
2,303.9 |
2,303.9 |
2,256.7 |
|
| R1 |
2,274.5 |
2,274.5 |
2,250.9 |
2,257.6 |
| PP |
2,240.6 |
2,240.6 |
2,240.6 |
2,232.1 |
| S1 |
2,211.2 |
2,211.2 |
2,239.3 |
2,194.3 |
| S2 |
2,177.3 |
2,177.3 |
2,233.5 |
|
| S3 |
2,114.0 |
2,147.9 |
2,227.7 |
|
| S4 |
2,050.7 |
2,084.6 |
2,210.3 |
|
|
| 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 |
2,206.7 |
63.3 |
2.8% |
32.5 |
1.4% |
61% |
False |
False |
1,608 |
| 10 |
2,270.0 |
2,165.9 |
104.1 |
4.6% |
37.2 |
1.7% |
76% |
False |
False |
1,132 |
| 20 |
2,270.0 |
2,010.8 |
259.2 |
11.5% |
49.0 |
2.2% |
90% |
False |
False |
894 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
52.7 |
2.3% |
70% |
False |
False |
664 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
41.2 |
1.8% |
70% |
False |
False |
460 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
30.9 |
1.4% |
70% |
False |
False |
345 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.5% |
24.7 |
1.1% |
72% |
False |
False |
276 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.5% |
20.6 |
0.9% |
72% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,387.1 |
|
2.618 |
2,334.1 |
|
1.618 |
2,301.6 |
|
1.000 |
2,281.5 |
|
0.618 |
2,269.1 |
|
HIGH |
2,249.0 |
|
0.618 |
2,236.6 |
|
0.500 |
2,232.8 |
|
0.382 |
2,228.9 |
|
LOW |
2,216.5 |
|
0.618 |
2,196.4 |
|
1.000 |
2,184.0 |
|
1.618 |
2,163.9 |
|
2.618 |
2,131.4 |
|
4.250 |
2,078.4 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.0 |
2,240.1 |
| PP |
2,236.9 |
2,235.2 |
| S1 |
2,232.8 |
2,230.2 |
|