| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,575.0 |
2,582.9 |
7.9 |
0.3% |
2,566.0 |
| High |
2,583.1 |
2,585.4 |
2.3 |
0.1% |
2,592.5 |
| Low |
2,562.2 |
2,550.2 |
-12.0 |
-0.5% |
2,529.8 |
| Close |
2,575.2 |
2,560.0 |
-15.2 |
-0.6% |
2,568.6 |
| Range |
20.9 |
35.2 |
14.3 |
68.4% |
62.7 |
| ATR |
35.5 |
35.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,249 |
2,316 |
1,067 |
85.4% |
6,939 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.8 |
2,650.6 |
2,579.4 |
|
| R3 |
2,635.6 |
2,615.4 |
2,569.7 |
|
| R2 |
2,600.4 |
2,600.4 |
2,566.5 |
|
| R1 |
2,580.2 |
2,580.2 |
2,563.2 |
2,572.7 |
| PP |
2,565.2 |
2,565.2 |
2,565.2 |
2,561.5 |
| S1 |
2,545.0 |
2,545.0 |
2,556.8 |
2,537.5 |
| S2 |
2,530.0 |
2,530.0 |
2,553.5 |
|
| S3 |
2,494.8 |
2,509.8 |
2,550.3 |
|
| S4 |
2,459.6 |
2,474.6 |
2,540.6 |
|
|
| 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 |
2,585.4 |
2,529.8 |
55.6 |
2.2% |
30.2 |
1.2% |
54% |
True |
False |
1,611 |
| 10 |
2,592.5 |
2,492.0 |
100.5 |
3.9% |
32.8 |
1.3% |
68% |
False |
False |
1,592 |
| 20 |
2,592.5 |
2,424.7 |
167.8 |
6.6% |
38.0 |
1.5% |
81% |
False |
False |
2,379 |
| 40 |
2,592.5 |
2,407.2 |
185.3 |
7.2% |
36.1 |
1.4% |
82% |
False |
False |
2,226 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.3 |
1.3% |
85% |
False |
False |
1,725 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.5 |
1.3% |
85% |
False |
False |
1,431 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.2 |
1.3% |
85% |
False |
False |
1,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,735.0 |
|
2.618 |
2,677.6 |
|
1.618 |
2,642.4 |
|
1.000 |
2,620.6 |
|
0.618 |
2,607.2 |
|
HIGH |
2,585.4 |
|
0.618 |
2,572.0 |
|
0.500 |
2,567.8 |
|
0.382 |
2,563.6 |
|
LOW |
2,550.2 |
|
0.618 |
2,528.4 |
|
1.000 |
2,515.0 |
|
1.618 |
2,493.2 |
|
2.618 |
2,458.0 |
|
4.250 |
2,400.6 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.8 |
2,567.8 |
| PP |
2,565.2 |
2,565.2 |
| S1 |
2,562.6 |
2,562.6 |
|