| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,528.0 |
2,506.6 |
-21.4 |
-0.8% |
2,509.1 |
| High |
2,541.4 |
2,528.4 |
-13.0 |
-0.5% |
2,520.0 |
| Low |
2,499.0 |
2,492.0 |
-7.0 |
-0.3% |
2,424.7 |
| Close |
2,501.3 |
2,514.5 |
13.2 |
0.5% |
2,495.3 |
| Range |
42.4 |
36.4 |
-6.0 |
-14.2% |
95.3 |
| ATR |
39.1 |
38.9 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,392 |
1,435 |
43 |
3.1% |
15,792 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.8 |
2,604.1 |
2,534.5 |
|
| R3 |
2,584.4 |
2,567.7 |
2,524.5 |
|
| R2 |
2,548.0 |
2,548.0 |
2,521.2 |
|
| R1 |
2,531.3 |
2,531.3 |
2,517.8 |
2,539.7 |
| PP |
2,511.6 |
2,511.6 |
2,511.6 |
2,515.8 |
| S1 |
2,494.9 |
2,494.9 |
2,511.2 |
2,503.3 |
| S2 |
2,475.2 |
2,475.2 |
2,507.8 |
|
| S3 |
2,438.8 |
2,458.5 |
2,504.5 |
|
| S4 |
2,402.4 |
2,422.1 |
2,494.5 |
|
|
| 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 |
2,479.1 |
62.3 |
2.5% |
32.8 |
1.3% |
57% |
False |
False |
2,643 |
| 10 |
2,542.8 |
2,424.7 |
118.1 |
4.7% |
43.7 |
1.7% |
76% |
False |
False |
3,078 |
| 20 |
2,542.8 |
2,421.2 |
121.6 |
4.8% |
38.4 |
1.5% |
77% |
False |
False |
2,308 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
34.9 |
1.4% |
75% |
False |
False |
2,058 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
34.4 |
1.4% |
75% |
False |
False |
1,554 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
33.2 |
1.3% |
75% |
False |
False |
1,286 |
| 100 |
2,560.8 |
2,267.8 |
293.0 |
11.7% |
34.2 |
1.4% |
84% |
False |
False |
1,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,683.1 |
|
2.618 |
2,623.7 |
|
1.618 |
2,587.3 |
|
1.000 |
2,564.8 |
|
0.618 |
2,550.9 |
|
HIGH |
2,528.4 |
|
0.618 |
2,514.5 |
|
0.500 |
2,510.2 |
|
0.382 |
2,505.9 |
|
LOW |
2,492.0 |
|
0.618 |
2,469.5 |
|
1.000 |
2,455.6 |
|
1.618 |
2,433.1 |
|
2.618 |
2,396.7 |
|
4.250 |
2,337.3 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,513.1 |
2,516.7 |
| PP |
2,511.6 |
2,516.0 |
| S1 |
2,510.2 |
2,515.2 |
|