| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,535.8 |
2,528.0 |
-7.8 |
-0.3% |
2,509.1 |
| High |
2,538.6 |
2,541.4 |
2.8 |
0.1% |
2,520.0 |
| Low |
2,520.6 |
2,499.0 |
-21.6 |
-0.9% |
2,424.7 |
| Close |
2,529.8 |
2,501.3 |
-28.5 |
-1.1% |
2,495.3 |
| Range |
18.0 |
42.4 |
24.4 |
135.6% |
95.3 |
| ATR |
38.8 |
39.1 |
0.3 |
0.7% |
0.0 |
| Volume |
4,013 |
1,392 |
-2,621 |
-65.3% |
15,792 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,641.1 |
2,613.6 |
2,524.6 |
|
| R3 |
2,598.7 |
2,571.2 |
2,513.0 |
|
| R2 |
2,556.3 |
2,556.3 |
2,509.1 |
|
| R1 |
2,528.8 |
2,528.8 |
2,505.2 |
2,521.4 |
| PP |
2,513.9 |
2,513.9 |
2,513.9 |
2,510.2 |
| S1 |
2,486.4 |
2,486.4 |
2,497.4 |
2,479.0 |
| S2 |
2,471.5 |
2,471.5 |
2,493.5 |
|
| S3 |
2,429.1 |
2,444.0 |
2,489.6 |
|
| S4 |
2,386.7 |
2,401.6 |
2,478.0 |
|
|
| 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 |
2,541.4 |
2,442.3 |
99.1 |
4.0% |
34.9 |
1.4% |
60% |
True |
False |
3,082 |
| 10 |
2,542.8 |
2,424.7 |
118.1 |
4.7% |
43.2 |
1.7% |
65% |
False |
False |
3,165 |
| 20 |
2,549.5 |
2,421.2 |
128.3 |
5.1% |
38.3 |
1.5% |
62% |
False |
False |
2,303 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
34.7 |
1.4% |
68% |
False |
False |
2,049 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
34.5 |
1.4% |
68% |
False |
False |
1,543 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
33.4 |
1.3% |
68% |
False |
False |
1,276 |
| 100 |
2,560.8 |
2,257.9 |
302.9 |
12.1% |
34.1 |
1.4% |
80% |
False |
False |
1,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.6 |
|
2.618 |
2,652.4 |
|
1.618 |
2,610.0 |
|
1.000 |
2,583.8 |
|
0.618 |
2,567.6 |
|
HIGH |
2,541.4 |
|
0.618 |
2,525.2 |
|
0.500 |
2,520.2 |
|
0.382 |
2,515.2 |
|
LOW |
2,499.0 |
|
0.618 |
2,472.8 |
|
1.000 |
2,456.6 |
|
1.618 |
2,430.4 |
|
2.618 |
2,388.0 |
|
4.250 |
2,318.8 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,520.2 |
2,513.9 |
| PP |
2,513.9 |
2,509.7 |
| S1 |
2,507.6 |
2,505.5 |
|