| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,574.5 |
2,572.2 |
-2.3 |
-0.1% |
2,488.0 |
| High |
2,580.0 |
2,573.2 |
-6.8 |
-0.3% |
2,570.1 |
| Low |
2,553.4 |
2,529.8 |
-23.6 |
-0.9% |
2,486.4 |
| Close |
2,569.7 |
2,538.8 |
-30.9 |
-1.2% |
2,560.3 |
| Range |
26.6 |
43.4 |
16.8 |
63.2% |
83.7 |
| ATR |
37.7 |
38.1 |
0.4 |
1.1% |
0.0 |
| Volume |
1,176 |
1,587 |
411 |
34.9% |
12,782 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.5 |
2,651.5 |
2,562.7 |
|
| R3 |
2,634.1 |
2,608.1 |
2,550.7 |
|
| R2 |
2,590.7 |
2,590.7 |
2,546.8 |
|
| R1 |
2,564.7 |
2,564.7 |
2,542.8 |
2,556.0 |
| PP |
2,547.3 |
2,547.3 |
2,547.3 |
2,542.9 |
| S1 |
2,521.3 |
2,521.3 |
2,534.8 |
2,512.6 |
| S2 |
2,503.9 |
2,503.9 |
2,530.8 |
|
| S3 |
2,460.5 |
2,477.9 |
2,526.9 |
|
| S4 |
2,417.1 |
2,434.5 |
2,514.9 |
|
|
| 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 |
2,511.0 |
81.5 |
3.2% |
36.8 |
1.4% |
34% |
False |
False |
1,605 |
| 10 |
2,592.5 |
2,479.1 |
113.4 |
4.5% |
34.8 |
1.4% |
53% |
False |
False |
2,124 |
| 20 |
2,592.5 |
2,424.7 |
167.8 |
6.6% |
39.8 |
1.6% |
68% |
False |
False |
2,306 |
| 40 |
2,592.5 |
2,374.9 |
217.6 |
8.6% |
35.7 |
1.4% |
75% |
False |
False |
2,138 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.7% |
34.6 |
1.4% |
76% |
False |
False |
1,642 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.7% |
34.2 |
1.3% |
76% |
False |
False |
1,370 |
| 100 |
2,592.5 |
2,349.8 |
242.7 |
9.6% |
34.7 |
1.4% |
78% |
False |
False |
1,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.7 |
|
2.618 |
2,686.8 |
|
1.618 |
2,643.4 |
|
1.000 |
2,616.6 |
|
0.618 |
2,600.0 |
|
HIGH |
2,573.2 |
|
0.618 |
2,556.6 |
|
0.500 |
2,551.5 |
|
0.382 |
2,546.4 |
|
LOW |
2,529.8 |
|
0.618 |
2,503.0 |
|
1.000 |
2,486.4 |
|
1.618 |
2,459.6 |
|
2.618 |
2,416.2 |
|
4.250 |
2,345.4 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.5 |
2,561.2 |
| PP |
2,547.3 |
2,553.7 |
| S1 |
2,543.0 |
2,546.3 |
|