| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,569.5 |
2,575.0 |
5.5 |
0.2% |
2,566.0 |
| High |
2,584.5 |
2,583.1 |
-1.4 |
-0.1% |
2,592.5 |
| Low |
2,566.7 |
2,562.2 |
-4.5 |
-0.2% |
2,529.8 |
| Close |
2,577.7 |
2,575.2 |
-2.5 |
-0.1% |
2,568.6 |
| Range |
17.8 |
20.9 |
3.1 |
17.4% |
62.7 |
| ATR |
36.7 |
35.5 |
-1.1 |
-3.1% |
0.0 |
| Volume |
1,479 |
1,249 |
-230 |
-15.6% |
6,939 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,636.2 |
2,626.6 |
2,586.7 |
|
| R3 |
2,615.3 |
2,605.7 |
2,580.9 |
|
| R2 |
2,594.4 |
2,594.4 |
2,579.0 |
|
| R1 |
2,584.8 |
2,584.8 |
2,577.1 |
2,589.6 |
| PP |
2,573.5 |
2,573.5 |
2,573.5 |
2,575.9 |
| S1 |
2,563.9 |
2,563.9 |
2,573.3 |
2,568.7 |
| S2 |
2,552.6 |
2,552.6 |
2,571.4 |
|
| S3 |
2,531.7 |
2,543.0 |
2,569.5 |
|
| S4 |
2,510.8 |
2,522.1 |
2,563.7 |
|
|
| 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 |
2,584.5 |
2,529.8 |
54.7 |
2.1% |
28.5 |
1.1% |
83% |
False |
False |
1,383 |
| 10 |
2,592.5 |
2,492.0 |
100.5 |
3.9% |
33.5 |
1.3% |
83% |
False |
False |
1,500 |
| 20 |
2,592.5 |
2,424.7 |
167.8 |
6.5% |
38.5 |
1.5% |
90% |
False |
False |
2,337 |
| 40 |
2,592.5 |
2,396.8 |
195.7 |
7.6% |
35.6 |
1.4% |
91% |
False |
False |
2,191 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.5% |
34.3 |
1.3% |
92% |
False |
False |
1,695 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.5% |
33.6 |
1.3% |
92% |
False |
False |
1,405 |
| 100 |
2,592.5 |
2,369.0 |
223.5 |
8.7% |
34.5 |
1.3% |
92% |
False |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.9 |
|
2.618 |
2,637.8 |
|
1.618 |
2,616.9 |
|
1.000 |
2,604.0 |
|
0.618 |
2,596.0 |
|
HIGH |
2,583.1 |
|
0.618 |
2,575.1 |
|
0.500 |
2,572.7 |
|
0.382 |
2,570.2 |
|
LOW |
2,562.2 |
|
0.618 |
2,549.3 |
|
1.000 |
2,541.3 |
|
1.618 |
2,528.4 |
|
2.618 |
2,507.5 |
|
4.250 |
2,473.4 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,574.4 |
2,571.3 |
| PP |
2,573.5 |
2,567.4 |
| S1 |
2,572.7 |
2,563.6 |
|