| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,572.2 |
2,542.6 |
-29.6 |
-1.2% |
2,566.0 |
| High |
2,573.2 |
2,576.4 |
3.2 |
0.1% |
2,592.5 |
| Low |
2,529.8 |
2,542.6 |
12.8 |
0.5% |
2,529.8 |
| Close |
2,538.8 |
2,568.6 |
29.8 |
1.2% |
2,568.6 |
| Range |
43.4 |
33.8 |
-9.6 |
-22.1% |
62.7 |
| ATR |
38.1 |
38.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,587 |
1,424 |
-163 |
-10.3% |
6,939 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.9 |
2,650.1 |
2,587.2 |
|
| R3 |
2,630.1 |
2,616.3 |
2,577.9 |
|
| R2 |
2,596.3 |
2,596.3 |
2,574.8 |
|
| R1 |
2,582.5 |
2,582.5 |
2,571.7 |
2,589.4 |
| PP |
2,562.5 |
2,562.5 |
2,562.5 |
2,566.0 |
| S1 |
2,548.7 |
2,548.7 |
2,565.5 |
2,555.6 |
| S2 |
2,528.7 |
2,528.7 |
2,562.4 |
|
| S3 |
2,494.9 |
2,514.9 |
2,559.3 |
|
| S4 |
2,461.1 |
2,481.1 |
2,550.0 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.7 |
2,722.9 |
2,603.1 |
|
| R3 |
2,689.0 |
2,660.2 |
2,585.8 |
|
| R2 |
2,626.3 |
2,626.3 |
2,580.1 |
|
| R1 |
2,597.5 |
2,597.5 |
2,574.3 |
2,611.9 |
| PP |
2,563.6 |
2,563.6 |
2,563.6 |
2,570.9 |
| S1 |
2,534.8 |
2,534.8 |
2,562.9 |
2,549.2 |
| S2 |
2,500.9 |
2,500.9 |
2,557.1 |
|
| S3 |
2,438.2 |
2,472.1 |
2,551.4 |
|
| S4 |
2,375.5 |
2,409.4 |
2,534.1 |
|
|
| 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 |
2,529.8 |
62.7 |
2.4% |
31.7 |
1.2% |
62% |
False |
False |
1,387 |
| 10 |
2,592.5 |
2,486.4 |
106.1 |
4.1% |
36.3 |
1.4% |
77% |
False |
False |
1,972 |
| 20 |
2,592.5 |
2,424.7 |
167.8 |
6.5% |
39.9 |
1.6% |
86% |
False |
False |
2,338 |
| 40 |
2,592.5 |
2,396.8 |
195.7 |
7.6% |
35.6 |
1.4% |
88% |
False |
False |
2,158 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.8 |
1.4% |
89% |
False |
False |
1,663 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.1 |
1.3% |
89% |
False |
False |
1,378 |
| 100 |
2,592.5 |
2,369.0 |
223.5 |
8.7% |
34.7 |
1.3% |
89% |
False |
False |
1,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.1 |
|
2.618 |
2,664.9 |
|
1.618 |
2,631.1 |
|
1.000 |
2,610.2 |
|
0.618 |
2,597.3 |
|
HIGH |
2,576.4 |
|
0.618 |
2,563.5 |
|
0.500 |
2,559.5 |
|
0.382 |
2,555.5 |
|
LOW |
2,542.6 |
|
0.618 |
2,521.7 |
|
1.000 |
2,508.8 |
|
1.618 |
2,487.9 |
|
2.618 |
2,454.1 |
|
4.250 |
2,399.0 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.6 |
2,564.0 |
| PP |
2,562.5 |
2,559.5 |
| S1 |
2,559.5 |
2,554.9 |
|