| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,486.5 |
2,509.9 |
23.4 |
0.9% |
2,508.5 |
| High |
2,508.4 |
2,523.1 |
14.7 |
0.6% |
2,527.3 |
| Low |
2,486.5 |
2,509.1 |
22.6 |
0.9% |
2,471.1 |
| Close |
2,508.4 |
2,517.7 |
9.3 |
0.4% |
2,508.4 |
| Range |
21.9 |
14.0 |
-7.9 |
-36.1% |
56.2 |
| ATR |
34.2 |
32.8 |
-1.4 |
-4.1% |
0.0 |
| Volume |
94 |
290 |
196 |
208.5% |
675 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.6 |
2,552.2 |
2,525.4 |
|
| R3 |
2,544.6 |
2,538.2 |
2,521.6 |
|
| R2 |
2,530.6 |
2,530.6 |
2,520.3 |
|
| R1 |
2,524.2 |
2,524.2 |
2,519.0 |
2,527.4 |
| PP |
2,516.6 |
2,516.6 |
2,516.6 |
2,518.3 |
| S1 |
2,510.2 |
2,510.2 |
2,516.4 |
2,513.4 |
| S2 |
2,502.6 |
2,502.6 |
2,515.1 |
|
| S3 |
2,488.6 |
2,496.2 |
2,513.9 |
|
| S4 |
2,474.6 |
2,482.2 |
2,510.0 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.9 |
2,645.8 |
2,539.3 |
|
| R3 |
2,614.7 |
2,589.6 |
2,523.9 |
|
| R2 |
2,558.5 |
2,558.5 |
2,518.7 |
|
| R1 |
2,533.4 |
2,533.4 |
2,513.6 |
2,517.9 |
| PP |
2,502.3 |
2,502.3 |
2,502.3 |
2,494.5 |
| S1 |
2,477.2 |
2,477.2 |
2,503.2 |
2,461.7 |
| S2 |
2,446.1 |
2,446.1 |
2,498.1 |
|
| S3 |
2,389.9 |
2,421.0 |
2,492.9 |
|
| S4 |
2,333.7 |
2,364.8 |
2,477.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,527.3 |
2,471.1 |
56.2 |
2.2% |
21.4 |
0.8% |
83% |
False |
False |
175 |
| 10 |
2,527.3 |
2,431.2 |
96.1 |
3.8% |
26.8 |
1.1% |
90% |
False |
False |
223 |
| 20 |
2,527.3 |
2,367.4 |
159.9 |
6.4% |
33.7 |
1.3% |
94% |
False |
False |
1,636 |
| 40 |
2,527.3 |
2,327.4 |
199.9 |
7.9% |
34.6 |
1.4% |
95% |
False |
False |
108,359 |
| 60 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
34.8 |
1.4% |
96% |
False |
False |
130,846 |
| 80 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
34.9 |
1.4% |
96% |
False |
False |
113,828 |
| 100 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
36.9 |
1.5% |
96% |
False |
False |
93,136 |
| 120 |
2,527.3 |
2,172.4 |
354.9 |
14.1% |
35.5 |
1.4% |
97% |
False |
False |
78,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.6 |
|
2.618 |
2,559.8 |
|
1.618 |
2,545.8 |
|
1.000 |
2,537.1 |
|
0.618 |
2,531.8 |
|
HIGH |
2,523.1 |
|
0.618 |
2,517.8 |
|
0.500 |
2,516.1 |
|
0.382 |
2,514.4 |
|
LOW |
2,509.1 |
|
0.618 |
2,500.4 |
|
1.000 |
2,495.1 |
|
1.618 |
2,486.4 |
|
2.618 |
2,472.4 |
|
4.250 |
2,449.6 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,517.2 |
2,510.8 |
| PP |
2,516.6 |
2,504.0 |
| S1 |
2,516.1 |
2,497.1 |
|