| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,581.6980 |
2,539.9260 |
-41.7720 |
-1.6% |
2,612.1460 |
| High |
2,585.3340 |
2,595.8950 |
10.5610 |
0.4% |
2,758.0200 |
| Low |
2,419.2770 |
2,513.7740 |
94.4970 |
3.9% |
2,541.2060 |
| Close |
2,539.9260 |
2,539.6600 |
-0.2660 |
0.0% |
2,754.0410 |
| Range |
166.0570 |
82.1210 |
-83.9360 |
-50.5% |
216.8140 |
| ATR |
159.0954 |
153.5973 |
-5.4982 |
-3.5% |
0.0000 |
| Volume |
243,947 |
112,549 |
-131,398 |
-53.9% |
460,214 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.1393 |
2,750.0207 |
2,584.8266 |
|
| R3 |
2,714.0183 |
2,667.8997 |
2,562.2433 |
|
| R2 |
2,631.8973 |
2,631.8973 |
2,554.7155 |
|
| R1 |
2,585.7787 |
2,585.7787 |
2,547.1878 |
2,567.7775 |
| PP |
2,549.7763 |
2,549.7763 |
2,549.7763 |
2,540.7758 |
| S1 |
2,503.6577 |
2,503.6577 |
2,532.1322 |
2,485.6565 |
| S2 |
2,467.6553 |
2,467.6553 |
2,524.6045 |
|
| S3 |
2,385.5343 |
2,421.5367 |
2,517.0767 |
|
| S4 |
2,303.4133 |
2,339.4157 |
2,494.4935 |
|
|
| 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 |
2,817.6970 |
2,419.2770 |
398.4200 |
15.7% |
132.3838 |
5.2% |
30% |
False |
False |
121,124 |
| 10 |
2,817.6970 |
2,419.2770 |
398.4200 |
15.7% |
117.8464 |
4.6% |
30% |
False |
False |
106,065 |
| 20 |
3,212.8250 |
2,188.3390 |
1,024.4860 |
40.3% |
179.0030 |
7.0% |
34% |
False |
False |
143,821 |
| 40 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
53.8% |
173.1069 |
6.8% |
26% |
False |
False |
134,170 |
| 60 |
3,883.2880 |
2,188.3390 |
1,694.9490 |
66.7% |
164.2609 |
6.5% |
21% |
False |
False |
124,101 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
69.0% |
164.0859 |
6.5% |
20% |
False |
False |
132,655 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
69.0% |
170.0901 |
6.7% |
20% |
False |
False |
132,673 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
74.9% |
183.8667 |
7.2% |
18% |
False |
False |
138,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,944.9093 |
|
2.618 |
2,810.8878 |
|
1.618 |
2,728.7668 |
|
1.000 |
2,678.0160 |
|
0.618 |
2,646.6458 |
|
HIGH |
2,595.8950 |
|
0.618 |
2,564.5248 |
|
0.500 |
2,554.8345 |
|
0.382 |
2,545.1442 |
|
LOW |
2,513.7740 |
|
0.618 |
2,463.0232 |
|
1.000 |
2,431.6530 |
|
1.618 |
2,380.9022 |
|
2.618 |
2,298.7812 |
|
4.250 |
2,164.7598 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,554.8345 |
2,557.2710 |
| PP |
2,549.7763 |
2,551.4007 |
| S1 |
2,544.7182 |
2,545.5303 |
|