| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,451.8 |
2,453.5 |
1.7 |
0.1% |
2,432.7 |
| High |
2,467.7 |
2,508.0 |
40.3 |
1.6% |
2,508.0 |
| Low |
2,431.2 |
2,451.4 |
20.2 |
0.8% |
2,424.5 |
| Close |
2,453.1 |
2,498.6 |
45.5 |
1.9% |
2,498.6 |
| Range |
36.5 |
56.6 |
20.1 |
55.1% |
83.5 |
| ATR |
36.6 |
38.1 |
1.4 |
3.9% |
0.0 |
| Volume |
285 |
197 |
-88 |
-30.9% |
1,832 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.8 |
2,633.8 |
2,529.7 |
|
| R3 |
2,599.2 |
2,577.2 |
2,514.2 |
|
| R2 |
2,542.6 |
2,542.6 |
2,509.0 |
|
| R1 |
2,520.6 |
2,520.6 |
2,503.8 |
2,531.6 |
| PP |
2,486.0 |
2,486.0 |
2,486.0 |
2,491.5 |
| S1 |
2,464.0 |
2,464.0 |
2,493.4 |
2,475.0 |
| S2 |
2,429.4 |
2,429.4 |
2,488.2 |
|
| S3 |
2,372.8 |
2,407.4 |
2,483.0 |
|
| S4 |
2,316.2 |
2,350.8 |
2,467.5 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.5 |
2,696.6 |
2,544.5 |
|
| R3 |
2,644.0 |
2,613.1 |
2,521.6 |
|
| R2 |
2,560.5 |
2,560.5 |
2,513.9 |
|
| R1 |
2,529.6 |
2,529.6 |
2,506.3 |
2,545.1 |
| PP |
2,477.0 |
2,477.0 |
2,477.0 |
2,484.8 |
| S1 |
2,446.1 |
2,446.1 |
2,490.9 |
2,461.6 |
| S2 |
2,393.5 |
2,393.5 |
2,483.3 |
|
| S3 |
2,310.0 |
2,362.6 |
2,475.6 |
|
| S4 |
2,226.5 |
2,279.1 |
2,452.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,508.0 |
2,424.5 |
83.5 |
3.3% |
37.0 |
1.5% |
89% |
True |
False |
366 |
| 10 |
2,508.0 |
2,367.4 |
140.6 |
5.6% |
37.9 |
1.5% |
93% |
True |
False |
327 |
| 20 |
2,508.0 |
2,351.9 |
156.1 |
6.2% |
37.7 |
1.5% |
94% |
True |
False |
61,111 |
| 40 |
2,508.0 |
2,304.7 |
203.3 |
8.1% |
35.9 |
1.4% |
95% |
True |
False |
131,434 |
| 60 |
2,508.0 |
2,304.2 |
203.8 |
8.2% |
36.3 |
1.5% |
95% |
True |
False |
141,726 |
| 80 |
2,508.0 |
2,304.2 |
203.8 |
8.2% |
36.0 |
1.4% |
95% |
True |
False |
114,627 |
| 100 |
2,508.0 |
2,210.1 |
297.9 |
11.9% |
37.7 |
1.5% |
97% |
True |
False |
93,512 |
| 120 |
2,508.0 |
2,072.9 |
435.1 |
17.4% |
35.8 |
1.4% |
98% |
True |
False |
78,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,748.6 |
|
2.618 |
2,656.2 |
|
1.618 |
2,599.6 |
|
1.000 |
2,564.6 |
|
0.618 |
2,543.0 |
|
HIGH |
2,508.0 |
|
0.618 |
2,486.4 |
|
0.500 |
2,479.7 |
|
0.382 |
2,473.0 |
|
LOW |
2,451.4 |
|
0.618 |
2,416.4 |
|
1.000 |
2,394.8 |
|
1.618 |
2,359.8 |
|
2.618 |
2,303.2 |
|
4.250 |
2,210.9 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,492.3 |
2,488.9 |
| PP |
2,486.0 |
2,479.3 |
| S1 |
2,479.7 |
2,469.6 |
|