| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,488.6 |
2,488.0 |
-0.6 |
0.0% |
2,509.1 |
| High |
2,497.6 |
2,534.9 |
37.3 |
1.5% |
2,520.0 |
| Low |
2,479.1 |
2,486.4 |
7.3 |
0.3% |
2,424.7 |
| Close |
2,495.3 |
2,526.1 |
30.8 |
1.2% |
2,495.3 |
| Range |
18.5 |
48.5 |
30.0 |
162.2% |
95.3 |
| ATR |
39.8 |
40.4 |
0.6 |
1.6% |
0.0 |
| Volume |
2,946 |
3,432 |
486 |
16.5% |
15,792 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.3 |
2,642.2 |
2,552.8 |
|
| R3 |
2,612.8 |
2,593.7 |
2,539.4 |
|
| R2 |
2,564.3 |
2,564.3 |
2,535.0 |
|
| R1 |
2,545.2 |
2,545.2 |
2,530.5 |
2,554.8 |
| PP |
2,515.8 |
2,515.8 |
2,515.8 |
2,520.6 |
| S1 |
2,496.7 |
2,496.7 |
2,521.7 |
2,506.3 |
| S2 |
2,467.3 |
2,467.3 |
2,517.2 |
|
| S3 |
2,418.8 |
2,448.2 |
2,512.8 |
|
| S4 |
2,370.3 |
2,399.7 |
2,499.4 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.9 |
2,725.9 |
2,547.7 |
|
| R3 |
2,670.6 |
2,630.6 |
2,521.5 |
|
| R2 |
2,575.3 |
2,575.3 |
2,512.8 |
|
| R1 |
2,535.3 |
2,535.3 |
2,504.0 |
2,507.7 |
| PP |
2,480.0 |
2,480.0 |
2,480.0 |
2,466.2 |
| S1 |
2,440.0 |
2,440.0 |
2,486.6 |
2,412.4 |
| S2 |
2,384.7 |
2,384.7 |
2,477.8 |
|
| S3 |
2,289.4 |
2,344.7 |
2,469.1 |
|
| S4 |
2,194.1 |
2,249.4 |
2,442.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,534.9 |
2,440.2 |
94.7 |
3.7% |
35.4 |
1.4% |
91% |
True |
False |
3,001 |
| 10 |
2,542.8 |
2,424.7 |
118.1 |
4.7% |
45.2 |
1.8% |
86% |
False |
False |
2,910 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.5% |
39.3 |
1.6% |
75% |
False |
False |
2,181 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
34.4 |
1.4% |
82% |
False |
False |
1,948 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
34.6 |
1.4% |
82% |
False |
False |
1,464 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
33.4 |
1.3% |
82% |
False |
False |
1,214 |
| 100 |
2,560.8 |
2,251.9 |
308.9 |
12.2% |
34.3 |
1.4% |
89% |
False |
False |
1,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.0 |
|
2.618 |
2,661.9 |
|
1.618 |
2,613.4 |
|
1.000 |
2,583.4 |
|
0.618 |
2,564.9 |
|
HIGH |
2,534.9 |
|
0.618 |
2,516.4 |
|
0.500 |
2,510.7 |
|
0.382 |
2,504.9 |
|
LOW |
2,486.4 |
|
0.618 |
2,456.4 |
|
1.000 |
2,437.9 |
|
1.618 |
2,407.9 |
|
2.618 |
2,359.4 |
|
4.250 |
2,280.3 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.0 |
2,513.6 |
| PP |
2,515.8 |
2,501.1 |
| S1 |
2,510.7 |
2,488.6 |
|