| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,566.0 |
2,567.8 |
1.8 |
0.1% |
2,488.0 |
| High |
2,568.5 |
2,592.5 |
24.0 |
0.9% |
2,570.1 |
| Low |
2,546.5 |
2,559.6 |
13.1 |
0.5% |
2,486.4 |
| Close |
2,564.0 |
2,573.0 |
9.0 |
0.4% |
2,560.3 |
| Range |
22.0 |
32.9 |
10.9 |
49.5% |
83.7 |
| ATR |
39.0 |
38.6 |
-0.4 |
-1.1% |
0.0 |
| Volume |
1,530 |
1,222 |
-308 |
-20.1% |
12,782 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.7 |
2,656.3 |
2,591.1 |
|
| R3 |
2,640.8 |
2,623.4 |
2,582.0 |
|
| R2 |
2,607.9 |
2,607.9 |
2,579.0 |
|
| R1 |
2,590.5 |
2,590.5 |
2,576.0 |
2,599.2 |
| PP |
2,575.0 |
2,575.0 |
2,575.0 |
2,579.4 |
| S1 |
2,557.6 |
2,557.6 |
2,570.0 |
2,566.3 |
| S2 |
2,542.1 |
2,542.1 |
2,567.0 |
|
| S3 |
2,509.2 |
2,524.7 |
2,564.0 |
|
| S4 |
2,476.3 |
2,491.8 |
2,554.9 |
|
|
| 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 |
2,592.5 |
2,492.0 |
100.5 |
3.9% |
38.6 |
1.5% |
81% |
True |
False |
1,617 |
| 10 |
2,592.5 |
2,440.2 |
152.3 |
5.9% |
35.3 |
1.4% |
87% |
True |
False |
2,463 |
| 20 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
39.9 |
1.5% |
89% |
True |
False |
2,424 |
| 40 |
2,592.5 |
2,372.6 |
219.9 |
8.5% |
35.2 |
1.4% |
91% |
True |
False |
2,098 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.5% |
34.2 |
1.3% |
91% |
True |
False |
1,606 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.5% |
33.6 |
1.3% |
91% |
True |
False |
1,342 |
| 100 |
2,592.5 |
2,286.0 |
306.5 |
11.9% |
34.7 |
1.3% |
94% |
True |
False |
1,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.3 |
|
2.618 |
2,678.6 |
|
1.618 |
2,645.7 |
|
1.000 |
2,625.4 |
|
0.618 |
2,612.8 |
|
HIGH |
2,592.5 |
|
0.618 |
2,579.9 |
|
0.500 |
2,576.1 |
|
0.382 |
2,572.2 |
|
LOW |
2,559.6 |
|
0.618 |
2,539.3 |
|
1.000 |
2,526.7 |
|
1.618 |
2,506.4 |
|
2.618 |
2,473.5 |
|
4.250 |
2,419.8 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.1 |
2,565.9 |
| PP |
2,575.0 |
2,558.8 |
| S1 |
2,574.0 |
2,551.8 |
|