| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,506.6 |
2,519.3 |
12.7 |
0.5% |
2,488.0 |
| High |
2,528.4 |
2,570.1 |
41.7 |
1.6% |
2,570.1 |
| Low |
2,492.0 |
2,511.0 |
19.0 |
0.8% |
2,486.4 |
| Close |
2,514.5 |
2,560.3 |
45.8 |
1.8% |
2,560.3 |
| Range |
36.4 |
59.1 |
22.7 |
62.4% |
83.7 |
| ATR |
38.9 |
40.3 |
1.4 |
3.7% |
0.0 |
| Volume |
1,435 |
2,510 |
1,075 |
74.9% |
12,782 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.4 |
2,701.5 |
2,592.8 |
|
| R3 |
2,665.3 |
2,642.4 |
2,576.6 |
|
| R2 |
2,606.2 |
2,606.2 |
2,571.1 |
|
| R1 |
2,583.3 |
2,583.3 |
2,565.7 |
2,594.8 |
| PP |
2,547.1 |
2,547.1 |
2,547.1 |
2,552.9 |
| S1 |
2,524.2 |
2,524.2 |
2,554.9 |
2,535.7 |
| S2 |
2,488.0 |
2,488.0 |
2,549.5 |
|
| S3 |
2,428.9 |
2,465.1 |
2,544.0 |
|
| S4 |
2,369.8 |
2,406.0 |
2,527.8 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.0 |
2,758.9 |
2,606.3 |
|
| R3 |
2,706.3 |
2,675.2 |
2,583.3 |
|
| R2 |
2,622.6 |
2,622.6 |
2,575.6 |
|
| R1 |
2,591.5 |
2,591.5 |
2,568.0 |
2,607.1 |
| PP |
2,538.9 |
2,538.9 |
2,538.9 |
2,546.7 |
| S1 |
2,507.8 |
2,507.8 |
2,552.6 |
2,523.4 |
| S2 |
2,455.2 |
2,455.2 |
2,545.0 |
|
| S3 |
2,371.5 |
2,424.1 |
2,537.3 |
|
| S4 |
2,287.8 |
2,340.4 |
2,514.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.1 |
2,486.4 |
83.7 |
3.3% |
40.9 |
1.6% |
88% |
True |
False |
2,556 |
| 10 |
2,570.1 |
2,424.7 |
145.4 |
5.7% |
42.8 |
1.7% |
93% |
True |
False |
2,857 |
| 20 |
2,570.1 |
2,421.2 |
148.9 |
5.8% |
39.5 |
1.5% |
93% |
True |
False |
2,366 |
| 40 |
2,570.1 |
2,372.6 |
197.5 |
7.7% |
35.4 |
1.4% |
95% |
True |
False |
2,073 |
| 60 |
2,570.1 |
2,372.6 |
197.5 |
7.7% |
35.0 |
1.4% |
95% |
True |
False |
1,585 |
| 80 |
2,570.1 |
2,372.6 |
197.5 |
7.7% |
33.5 |
1.3% |
95% |
True |
False |
1,314 |
| 100 |
2,570.1 |
2,267.8 |
302.3 |
11.8% |
34.6 |
1.4% |
97% |
True |
False |
1,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.3 |
|
2.618 |
2,724.8 |
|
1.618 |
2,665.7 |
|
1.000 |
2,629.2 |
|
0.618 |
2,606.6 |
|
HIGH |
2,570.1 |
|
0.618 |
2,547.5 |
|
0.500 |
2,540.6 |
|
0.382 |
2,533.6 |
|
LOW |
2,511.0 |
|
0.618 |
2,474.5 |
|
1.000 |
2,451.9 |
|
1.618 |
2,415.4 |
|
2.618 |
2,356.3 |
|
4.250 |
2,259.8 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,553.7 |
2,550.6 |
| PP |
2,547.1 |
2,540.8 |
| S1 |
2,540.6 |
2,531.1 |
|