| 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 |
8,229.5 |
8,262.5 |
33.0 |
0.4% |
8,168.5 |
| High |
8,265.5 |
8,316.0 |
50.5 |
0.6% |
8,212.5 |
| Low |
8,190.5 |
8,247.0 |
56.5 |
0.7% |
7,908.0 |
| Close |
8,241.0 |
8,282.0 |
41.0 |
0.5% |
8,179.0 |
| Range |
75.0 |
69.0 |
-6.0 |
-8.0% |
304.5 |
| ATR |
109.3 |
106.9 |
-2.5 |
-2.2% |
0.0 |
| Volume |
59,205 |
76,268 |
17,063 |
28.8% |
581,381 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,488.5 |
8,454.5 |
8,320.0 |
|
| R3 |
8,419.5 |
8,385.5 |
8,301.0 |
|
| R2 |
8,350.5 |
8,350.5 |
8,294.5 |
|
| R1 |
8,316.5 |
8,316.5 |
8,288.5 |
8,333.5 |
| PP |
8,281.5 |
8,281.5 |
8,281.5 |
8,290.0 |
| S1 |
8,247.5 |
8,247.5 |
8,275.5 |
8,264.5 |
| S2 |
8,212.5 |
8,212.5 |
8,269.5 |
|
| S3 |
8,143.5 |
8,178.5 |
8,263.0 |
|
| S4 |
8,074.5 |
8,109.5 |
8,244.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,013.5 |
8,900.5 |
8,346.5 |
|
| R3 |
8,709.0 |
8,596.0 |
8,262.5 |
|
| R2 |
8,404.5 |
8,404.5 |
8,235.0 |
|
| R1 |
8,291.5 |
8,291.5 |
8,207.0 |
8,348.0 |
| PP |
8,100.0 |
8,100.0 |
8,100.0 |
8,128.0 |
| S1 |
7,987.0 |
7,987.0 |
8,151.0 |
8,043.5 |
| S2 |
7,795.5 |
7,795.5 |
8,123.0 |
|
| S3 |
7,491.0 |
7,682.5 |
8,095.5 |
|
| S4 |
7,186.5 |
7,378.0 |
8,011.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,316.0 |
8,069.0 |
247.0 |
3.0% |
74.5 |
0.9% |
86% |
True |
False |
67,567 |
| 10 |
8,409.0 |
7,908.0 |
501.0 |
6.0% |
127.5 |
1.5% |
75% |
False |
False |
96,469 |
| 20 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
113.5 |
1.4% |
75% |
False |
False |
89,178 |
| 40 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
97.5 |
1.2% |
75% |
False |
False |
86,234 |
| 60 |
8,428.5 |
7,908.0 |
520.5 |
6.3% |
88.0 |
1.1% |
72% |
False |
False |
69,715 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.1% |
70.5 |
0.8% |
64% |
False |
False |
52,288 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
66.5 |
0.8% |
70% |
False |
False |
41,833 |
| 120 |
8,492.0 |
7,655.0 |
837.0 |
10.1% |
57.5 |
0.7% |
75% |
False |
False |
34,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,609.0 |
|
2.618 |
8,496.5 |
|
1.618 |
8,427.5 |
|
1.000 |
8,385.0 |
|
0.618 |
8,358.5 |
|
HIGH |
8,316.0 |
|
0.618 |
8,289.5 |
|
0.500 |
8,281.5 |
|
0.382 |
8,273.5 |
|
LOW |
8,247.0 |
|
0.618 |
8,204.5 |
|
1.000 |
8,178.0 |
|
1.618 |
8,135.5 |
|
2.618 |
8,066.5 |
|
4.250 |
7,954.0 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,282.0 |
8,272.0 |
| PP |
8,281.5 |
8,262.5 |
| S1 |
8,281.5 |
8,253.0 |
|