| 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 |
2,631.2090 |
2,623.9040 |
-7.3050 |
-0.3% |
2,612.1460 |
| High |
2,644.8230 |
2,758.0200 |
113.1970 |
4.3% |
2,758.0200 |
| Low |
2,588.5780 |
2,617.8720 |
29.2940 |
1.1% |
2,541.2060 |
| Close |
2,624.0020 |
2,754.0410 |
130.0390 |
5.0% |
2,754.0410 |
| Range |
56.2450 |
140.1480 |
83.9030 |
149.2% |
216.8140 |
| ATR |
163.7650 |
162.0781 |
-1.6869 |
-1.0% |
0.0000 |
| Volume |
88,453 |
131,996 |
43,543 |
49.2% |
460,214 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.4217 |
3,082.3793 |
2,831.1224 |
|
| R3 |
2,990.2737 |
2,942.2313 |
2,792.5817 |
|
| R2 |
2,850.1257 |
2,850.1257 |
2,779.7348 |
|
| R1 |
2,802.0833 |
2,802.0833 |
2,766.8879 |
2,826.1045 |
| PP |
2,709.9777 |
2,709.9777 |
2,709.9777 |
2,721.9883 |
| S1 |
2,661.9353 |
2,661.9353 |
2,741.1941 |
2,685.9565 |
| S2 |
2,569.8297 |
2,569.8297 |
2,728.3472 |
|
| S3 |
2,429.6817 |
2,521.7873 |
2,715.5003 |
|
| S4 |
2,289.5337 |
2,381.6393 |
2,676.9596 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,334.8643 |
3,261.2667 |
2,873.2887 |
|
| R3 |
3,118.0503 |
3,044.4527 |
2,813.6649 |
|
| R2 |
2,901.2363 |
2,901.2363 |
2,793.7902 |
|
| R1 |
2,827.6387 |
2,827.6387 |
2,773.9156 |
2,864.4375 |
| PP |
2,684.4223 |
2,684.4223 |
2,684.4223 |
2,702.8218 |
| S1 |
2,610.8247 |
2,610.8247 |
2,734.1664 |
2,647.6235 |
| S2 |
2,467.6083 |
2,467.6083 |
2,714.2918 |
|
| S3 |
2,250.7943 |
2,394.0107 |
2,694.4172 |
|
| S4 |
2,033.9803 |
2,177.1967 |
2,634.7933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.0200 |
2,541.2060 |
216.8140 |
7.9% |
113.0068 |
4.1% |
98% |
True |
False |
92,042 |
| 10 |
2,758.0200 |
2,520.0000 |
238.0200 |
8.6% |
123.7863 |
4.5% |
98% |
True |
False |
107,822 |
| 20 |
3,395.7060 |
2,188.3390 |
1,207.3670 |
43.8% |
182.9589 |
6.6% |
47% |
False |
False |
141,014 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
49.6% |
172.8506 |
6.3% |
41% |
False |
False |
130,862 |
| 60 |
3,883.2880 |
2,188.3390 |
1,694.9490 |
61.5% |
162.3541 |
5.9% |
33% |
False |
False |
122,525 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
63.6% |
165.3616 |
6.0% |
32% |
False |
False |
133,376 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
63.6% |
173.4215 |
6.3% |
32% |
False |
False |
132,765 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
69.1% |
190.9959 |
6.9% |
30% |
False |
False |
147,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,353.6490 |
|
2.618 |
3,124.9275 |
|
1.618 |
2,984.7795 |
|
1.000 |
2,898.1680 |
|
0.618 |
2,844.6315 |
|
HIGH |
2,758.0200 |
|
0.618 |
2,704.4835 |
|
0.500 |
2,687.9460 |
|
0.382 |
2,671.4085 |
|
LOW |
2,617.8720 |
|
0.618 |
2,531.2605 |
|
1.000 |
2,477.7240 |
|
1.618 |
2,391.1125 |
|
2.618 |
2,250.9645 |
|
4.250 |
2,022.2430 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.0093 |
2,719.2317 |
| PP |
2,709.9777 |
2,684.4223 |
| S1 |
2,687.9460 |
2,649.6130 |
|