| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,509.9 |
2,515.2 |
5.3 |
0.2% |
2,508.5 |
| High |
2,523.1 |
2,523.1 |
0.0 |
0.0% |
2,527.3 |
| Low |
2,509.1 |
2,506.9 |
-2.2 |
-0.1% |
2,471.1 |
| Close |
2,517.7 |
2,516.0 |
-1.7 |
-0.1% |
2,508.4 |
| Range |
14.0 |
16.2 |
2.2 |
15.7% |
56.2 |
| ATR |
32.8 |
31.6 |
-1.2 |
-3.6% |
0.0 |
| Volume |
290 |
100 |
-190 |
-65.5% |
675 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.9 |
2,556.2 |
2,524.9 |
|
| R3 |
2,547.7 |
2,540.0 |
2,520.5 |
|
| R2 |
2,531.5 |
2,531.5 |
2,519.0 |
|
| R1 |
2,523.8 |
2,523.8 |
2,517.5 |
2,527.7 |
| PP |
2,515.3 |
2,515.3 |
2,515.3 |
2,517.3 |
| S1 |
2,507.6 |
2,507.6 |
2,514.5 |
2,511.5 |
| S2 |
2,499.1 |
2,499.1 |
2,513.0 |
|
| S3 |
2,482.9 |
2,491.4 |
2,511.5 |
|
| S4 |
2,466.7 |
2,475.2 |
2,507.1 |
|
|
| 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 |
2,523.1 |
2,471.1 |
52.0 |
2.1% |
19.3 |
0.8% |
86% |
True |
False |
158 |
| 10 |
2,527.3 |
2,431.2 |
96.1 |
3.8% |
27.1 |
1.1% |
88% |
False |
False |
182 |
| 20 |
2,527.3 |
2,367.4 |
159.9 |
6.4% |
32.7 |
1.3% |
93% |
False |
False |
344 |
| 40 |
2,527.3 |
2,327.4 |
199.9 |
7.9% |
34.5 |
1.4% |
94% |
False |
False |
104,796 |
| 60 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
34.4 |
1.4% |
95% |
False |
False |
127,790 |
| 80 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
34.6 |
1.4% |
95% |
False |
False |
113,562 |
| 100 |
2,527.3 |
2,304.2 |
223.1 |
8.9% |
36.8 |
1.5% |
95% |
False |
False |
93,085 |
| 120 |
2,527.3 |
2,190.7 |
336.6 |
13.4% |
35.4 |
1.4% |
97% |
False |
False |
78,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.0 |
|
2.618 |
2,565.5 |
|
1.618 |
2,549.3 |
|
1.000 |
2,539.3 |
|
0.618 |
2,533.1 |
|
HIGH |
2,523.1 |
|
0.618 |
2,516.9 |
|
0.500 |
2,515.0 |
|
0.382 |
2,513.1 |
|
LOW |
2,506.9 |
|
0.618 |
2,496.9 |
|
1.000 |
2,490.7 |
|
1.618 |
2,480.7 |
|
2.618 |
2,464.5 |
|
4.250 |
2,438.1 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,515.7 |
2,512.3 |
| PP |
2,515.3 |
2,508.5 |
| S1 |
2,515.0 |
2,504.8 |
|