| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
39,556.01 |
39,445.27 |
-110.74 |
-0.3% |
39,056.19 |
| High |
39,587.06 |
39,792.80 |
205.74 |
0.5% |
39,628.66 |
| Low |
39,251.72 |
39,392.41 |
140.69 |
0.4% |
38,499.27 |
| Close |
39,357.01 |
39,765.64 |
408.63 |
1.0% |
39,497.54 |
| Range |
335.34 |
400.39 |
65.05 |
19.4% |
1,129.39 |
| ATR |
571.02 |
561.36 |
-9.66 |
-1.7% |
0.00 |
| Volume |
312,381,232 |
365,564,531 |
53,183,299 |
17.0% |
2,257,723,531 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,851.45 |
40,708.94 |
39,985.85 |
|
| R3 |
40,451.06 |
40,308.55 |
39,875.75 |
|
| R2 |
40,050.67 |
40,050.67 |
39,839.04 |
|
| R1 |
39,908.16 |
39,908.16 |
39,802.34 |
39,979.42 |
| PP |
39,650.28 |
39,650.28 |
39,650.28 |
39,685.91 |
| S1 |
39,507.77 |
39,507.77 |
39,728.94 |
39,579.03 |
| S2 |
39,249.89 |
39,249.89 |
39,692.24 |
|
| S3 |
38,849.50 |
39,107.38 |
39,655.53 |
|
| S4 |
38,449.11 |
38,706.99 |
39,545.43 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,596.66 |
42,176.49 |
40,118.70 |
|
| R3 |
41,467.27 |
41,047.10 |
39,808.12 |
|
| R2 |
40,337.88 |
40,337.88 |
39,704.59 |
|
| R1 |
39,917.71 |
39,917.71 |
39,601.07 |
40,127.80 |
| PP |
39,208.49 |
39,208.49 |
39,208.49 |
39,313.53 |
| S1 |
38,788.32 |
38,788.32 |
39,394.01 |
38,998.41 |
| S2 |
38,079.10 |
38,079.10 |
39,290.49 |
|
| S3 |
36,949.71 |
37,658.93 |
39,186.96 |
|
| S4 |
35,820.32 |
36,529.54 |
38,876.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39,792.80 |
38,731.51 |
1,061.29 |
2.7% |
493.20 |
1.2% |
97% |
True |
False |
359,792,403 |
| 10 |
41,198.63 |
38,499.27 |
2,699.36 |
6.8% |
609.17 |
1.5% |
47% |
False |
False |
466,977,501 |
| 20 |
41,376.00 |
38,499.27 |
2,876.73 |
7.2% |
521.97 |
1.3% |
44% |
False |
False |
413,528,887 |
| 40 |
41,376.00 |
38,431.95 |
2,944.05 |
7.4% |
436.47 |
1.1% |
45% |
False |
False |
397,835,604 |
| 60 |
41,376.00 |
38,000.96 |
3,375.04 |
8.5% |
407.06 |
1.0% |
52% |
False |
False |
376,181,310 |
| 80 |
41,376.00 |
37,754.38 |
3,621.62 |
9.1% |
382.15 |
1.0% |
56% |
False |
False |
374,125,491 |
| 100 |
41,376.00 |
37,611.56 |
3,764.44 |
9.5% |
377.12 |
0.9% |
57% |
False |
False |
367,838,461 |
| 120 |
41,376.00 |
37,611.56 |
3,764.44 |
9.5% |
362.68 |
0.9% |
57% |
False |
False |
367,348,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41,494.46 |
|
2.618 |
40,841.02 |
|
1.618 |
40,440.63 |
|
1.000 |
40,193.19 |
|
0.618 |
40,040.24 |
|
HIGH |
39,792.80 |
|
0.618 |
39,639.85 |
|
0.500 |
39,592.61 |
|
0.382 |
39,545.36 |
|
LOW |
39,392.41 |
|
0.618 |
39,144.97 |
|
1.000 |
38,992.02 |
|
1.618 |
38,744.58 |
|
2.618 |
38,344.19 |
|
4.250 |
37,690.75 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
39,707.96 |
39,680.97 |
| PP |
39,650.28 |
39,596.29 |
| S1 |
39,592.61 |
39,511.62 |
|