| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,422.3 |
2,432.7 |
10.4 |
0.4% |
2,442.0 |
| High |
2,432.1 |
2,469.8 |
37.7 |
1.6% |
2,449.8 |
| Low |
2,418.5 |
2,424.5 |
6.0 |
0.2% |
2,367.4 |
| Close |
2,432.1 |
2,462.4 |
30.3 |
1.2% |
2,432.1 |
| Range |
13.6 |
45.3 |
31.7 |
233.1% |
82.4 |
| ATR |
38.2 |
38.7 |
0.5 |
1.3% |
0.0 |
| Volume |
611 |
566 |
-45 |
-7.4% |
1,439 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,588.1 |
2,570.6 |
2,487.3 |
|
| R3 |
2,542.8 |
2,525.3 |
2,474.9 |
|
| R2 |
2,497.5 |
2,497.5 |
2,470.7 |
|
| R1 |
2,480.0 |
2,480.0 |
2,466.6 |
2,488.8 |
| PP |
2,452.2 |
2,452.2 |
2,452.2 |
2,456.6 |
| S1 |
2,434.7 |
2,434.7 |
2,458.2 |
2,443.5 |
| S2 |
2,406.9 |
2,406.9 |
2,454.1 |
|
| S3 |
2,361.6 |
2,389.4 |
2,449.9 |
|
| S4 |
2,316.3 |
2,344.1 |
2,437.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.6 |
2,630.3 |
2,477.4 |
|
| R3 |
2,581.2 |
2,547.9 |
2,454.8 |
|
| R2 |
2,498.8 |
2,498.8 |
2,447.2 |
|
| R1 |
2,465.5 |
2,465.5 |
2,439.7 |
2,441.0 |
| PP |
2,416.4 |
2,416.4 |
2,416.4 |
2,404.2 |
| S1 |
2,383.1 |
2,383.1 |
2,424.5 |
2,358.6 |
| S2 |
2,334.0 |
2,334.0 |
2,417.0 |
|
| S3 |
2,251.6 |
2,300.7 |
2,409.4 |
|
| S4 |
2,169.2 |
2,218.3 |
2,386.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,469.8 |
2,380.0 |
89.8 |
3.6% |
31.4 |
1.3% |
92% |
True |
False |
334 |
| 10 |
2,477.0 |
2,367.4 |
109.6 |
4.5% |
40.5 |
1.6% |
87% |
False |
False |
3,050 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.5% |
39.2 |
1.6% |
81% |
False |
False |
108,688 |
| 40 |
2,488.4 |
2,304.7 |
183.7 |
7.5% |
35.6 |
1.4% |
86% |
False |
False |
148,727 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
36.5 |
1.5% |
86% |
False |
False |
144,227 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
36.5 |
1.5% |
86% |
False |
False |
115,041 |
| 100 |
2,488.4 |
2,193.4 |
295.0 |
12.0% |
37.7 |
1.5% |
91% |
False |
False |
93,659 |
| 120 |
2,488.4 |
2,063.7 |
424.7 |
17.2% |
35.2 |
1.4% |
94% |
False |
False |
78,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.3 |
|
2.618 |
2,588.4 |
|
1.618 |
2,543.1 |
|
1.000 |
2,515.1 |
|
0.618 |
2,497.8 |
|
HIGH |
2,469.8 |
|
0.618 |
2,452.5 |
|
0.500 |
2,447.2 |
|
0.382 |
2,441.8 |
|
LOW |
2,424.5 |
|
0.618 |
2,396.5 |
|
1.000 |
2,379.2 |
|
1.618 |
2,351.2 |
|
2.618 |
2,305.9 |
|
4.250 |
2,232.0 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,457.3 |
2,450.6 |
| PP |
2,452.2 |
2,438.8 |
| S1 |
2,447.2 |
2,427.1 |
|