| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,535.8 |
47.8 |
1.9% |
2,509.1 |
| High |
2,534.9 |
2,538.6 |
3.7 |
0.1% |
2,520.0 |
| Low |
2,486.4 |
2,520.6 |
34.2 |
1.4% |
2,424.7 |
| Close |
2,526.1 |
2,529.8 |
3.7 |
0.1% |
2,495.3 |
| Range |
48.5 |
18.0 |
-30.5 |
-62.9% |
95.3 |
| ATR |
40.4 |
38.8 |
-1.6 |
-4.0% |
0.0 |
| Volume |
3,432 |
4,013 |
581 |
16.9% |
15,792 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.7 |
2,574.7 |
2,539.7 |
|
| R3 |
2,565.7 |
2,556.7 |
2,534.8 |
|
| R2 |
2,547.7 |
2,547.7 |
2,533.1 |
|
| R1 |
2,538.7 |
2,538.7 |
2,531.5 |
2,534.2 |
| PP |
2,529.7 |
2,529.7 |
2,529.7 |
2,527.4 |
| S1 |
2,520.7 |
2,520.7 |
2,528.2 |
2,516.2 |
| S2 |
2,511.7 |
2,511.7 |
2,526.5 |
|
| S3 |
2,493.7 |
2,502.7 |
2,524.9 |
|
| S4 |
2,475.7 |
2,484.7 |
2,519.9 |
|
|
| 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 |
2,538.6 |
2,440.2 |
98.4 |
3.9% |
31.9 |
1.3% |
91% |
True |
False |
3,309 |
| 10 |
2,542.8 |
2,424.7 |
118.1 |
4.7% |
43.5 |
1.7% |
89% |
False |
False |
3,173 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.5% |
37.8 |
1.5% |
78% |
False |
False |
2,286 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.4% |
34.0 |
1.3% |
84% |
False |
False |
2,032 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.4% |
34.5 |
1.4% |
84% |
False |
False |
1,526 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.4% |
33.4 |
1.3% |
84% |
False |
False |
1,263 |
| 100 |
2,560.8 |
2,257.9 |
302.9 |
12.0% |
34.1 |
1.3% |
90% |
False |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.1 |
|
2.618 |
2,585.7 |
|
1.618 |
2,567.7 |
|
1.000 |
2,556.6 |
|
0.618 |
2,549.7 |
|
HIGH |
2,538.6 |
|
0.618 |
2,531.7 |
|
0.500 |
2,529.6 |
|
0.382 |
2,527.5 |
|
LOW |
2,520.6 |
|
0.618 |
2,509.5 |
|
1.000 |
2,502.6 |
|
1.618 |
2,491.5 |
|
2.618 |
2,473.5 |
|
4.250 |
2,444.1 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.7 |
2,522.8 |
| PP |
2,529.7 |
2,515.8 |
| S1 |
2,529.6 |
2,508.9 |
|