| 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 |
2,461.0 |
2,468.0 |
7.0 |
0.3% |
2,442.0 |
| High |
2,470.0 |
2,472.4 |
2.4 |
0.1% |
2,449.8 |
| Low |
2,456.5 |
2,439.4 |
-17.1 |
-0.7% |
2,367.4 |
| Close |
2,466.7 |
2,439.4 |
-27.3 |
-1.1% |
2,432.1 |
| Range |
13.5 |
33.0 |
19.5 |
144.4% |
82.4 |
| ATR |
36.9 |
36.6 |
-0.3 |
-0.8% |
0.0 |
| Volume |
510 |
274 |
-236 |
-46.3% |
1,439 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.4 |
2,527.4 |
2,457.6 |
|
| R3 |
2,516.4 |
2,494.4 |
2,448.5 |
|
| R2 |
2,483.4 |
2,483.4 |
2,445.5 |
|
| R1 |
2,461.4 |
2,461.4 |
2,442.4 |
2,455.9 |
| PP |
2,450.4 |
2,450.4 |
2,450.4 |
2,447.7 |
| S1 |
2,428.4 |
2,428.4 |
2,436.4 |
2,422.9 |
| S2 |
2,417.4 |
2,417.4 |
2,433.4 |
|
| S3 |
2,384.4 |
2,395.4 |
2,430.3 |
|
| S4 |
2,351.4 |
2,362.4 |
2,421.3 |
|
|
| 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 |
2,472.4 |
2,384.3 |
88.1 |
3.6% |
28.8 |
1.2% |
63% |
True |
False |
432 |
| 10 |
2,477.0 |
2,367.4 |
109.6 |
4.5% |
37.2 |
1.5% |
66% |
False |
False |
402 |
| 20 |
2,478.5 |
2,351.9 |
126.6 |
5.2% |
37.4 |
1.5% |
69% |
False |
False |
83,446 |
| 40 |
2,488.4 |
2,304.7 |
183.7 |
7.5% |
35.3 |
1.4% |
73% |
False |
False |
141,595 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
36.0 |
1.5% |
73% |
False |
False |
143,208 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
36.2 |
1.5% |
73% |
False |
False |
114,891 |
| 100 |
2,488.4 |
2,199.7 |
288.7 |
11.8% |
37.2 |
1.5% |
83% |
False |
False |
93,576 |
| 120 |
2,488.4 |
2,063.7 |
424.7 |
17.4% |
35.4 |
1.5% |
88% |
False |
False |
78,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.7 |
|
2.618 |
2,558.8 |
|
1.618 |
2,525.8 |
|
1.000 |
2,505.4 |
|
0.618 |
2,492.8 |
|
HIGH |
2,472.4 |
|
0.618 |
2,459.8 |
|
0.500 |
2,455.9 |
|
0.382 |
2,452.0 |
|
LOW |
2,439.4 |
|
0.618 |
2,419.0 |
|
1.000 |
2,406.4 |
|
1.618 |
2,386.0 |
|
2.618 |
2,353.0 |
|
4.250 |
2,299.2 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.9 |
2,448.5 |
| PP |
2,450.4 |
2,445.4 |
| S1 |
2,444.9 |
2,442.4 |
|