| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,681.8470 |
2,700.1870 |
18.3400 |
0.7% |
3,018.9590 |
| High |
2,736.8100 |
2,757.5440 |
20.7340 |
0.8% |
3,019.5260 |
| Low |
2,623.2460 |
2,640.2950 |
17.0490 |
0.6% |
2,188.3390 |
| Close |
2,701.0850 |
2,676.1960 |
-24.8890 |
-0.9% |
2,595.2150 |
| Range |
113.5640 |
117.2490 |
3.6850 |
3.2% |
831.1870 |
| ATR |
199.7178 |
193.8272 |
-5.8906 |
-2.9% |
0.0000 |
| Volume |
148,307 |
177,625 |
29,318 |
19.8% |
1,149,609 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.0920 |
2,976.8930 |
2,740.6830 |
|
| R3 |
2,925.8430 |
2,859.6440 |
2,708.4395 |
|
| R2 |
2,808.5940 |
2,808.5940 |
2,697.6917 |
|
| R1 |
2,742.3950 |
2,742.3950 |
2,686.9438 |
2,716.8700 |
| PP |
2,691.3450 |
2,691.3450 |
2,691.3450 |
2,678.5825 |
| S1 |
2,625.1460 |
2,625.1460 |
2,665.4482 |
2,599.6210 |
| S2 |
2,574.0960 |
2,574.0960 |
2,654.7004 |
|
| S3 |
2,456.8470 |
2,507.8970 |
2,643.9525 |
|
| S4 |
2,339.5980 |
2,390.6480 |
2,611.7091 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,094.5877 |
4,676.0883 |
3,052.3679 |
|
| R3 |
4,263.4007 |
3,844.9013 |
2,823.7914 |
|
| R2 |
3,432.2137 |
3,432.2137 |
2,747.5993 |
|
| R1 |
3,013.7143 |
3,013.7143 |
2,671.4071 |
2,807.3705 |
| PP |
2,601.0267 |
2,601.0267 |
2,601.0267 |
2,497.8548 |
| S1 |
2,182.5273 |
2,182.5273 |
2,519.0229 |
1,976.1835 |
| S2 |
1,769.8397 |
1,769.8397 |
2,442.8307 |
|
| S3 |
938.6527 |
1,351.3403 |
2,366.6386 |
|
| S4 |
107.4657 |
520.1533 |
2,138.0622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,757.5440 |
2,329.8620 |
427.6820 |
16.0% |
168.9906 |
6.3% |
81% |
True |
False |
165,048 |
| 10 |
3,243.8370 |
2,188.3390 |
1,055.4980 |
39.4% |
240.7087 |
9.0% |
46% |
False |
False |
181,579 |
| 20 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
51.1% |
197.5745 |
7.4% |
36% |
False |
False |
154,813 |
| 40 |
3,619.5530 |
2,188.3390 |
1,431.2140 |
53.5% |
176.5933 |
6.6% |
34% |
False |
False |
130,722 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.5% |
177.6300 |
6.6% |
28% |
False |
False |
140,775 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.5% |
170.9742 |
6.4% |
28% |
False |
False |
132,727 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
65.5% |
181.4605 |
6.8% |
28% |
False |
False |
135,188 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
71.1% |
194.9743 |
7.3% |
26% |
False |
False |
150,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,255.8523 |
|
2.618 |
3,064.5019 |
|
1.618 |
2,947.2529 |
|
1.000 |
2,874.7930 |
|
0.618 |
2,830.0039 |
|
HIGH |
2,757.5440 |
|
0.618 |
2,712.7549 |
|
0.500 |
2,698.9195 |
|
0.382 |
2,685.0841 |
|
LOW |
2,640.2950 |
|
0.618 |
2,567.8351 |
|
1.000 |
2,523.0460 |
|
1.618 |
2,450.5861 |
|
2.618 |
2,333.3371 |
|
4.250 |
2,141.9868 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.9195 |
2,663.7213 |
| PP |
2,691.3450 |
2,651.2467 |
| S1 |
2,683.7705 |
2,638.7720 |
|