| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,443.4 |
2,447.5 |
4.1 |
0.2% |
2,467.7 |
| High |
2,453.4 |
2,490.0 |
36.6 |
1.5% |
2,478.0 |
| Low |
2,433.9 |
2,439.8 |
5.9 |
0.2% |
2,382.8 |
| Close |
2,450.4 |
2,480.8 |
30.4 |
1.2% |
2,450.4 |
| Range |
19.5 |
50.2 |
30.7 |
157.4% |
95.2 |
| ATR |
40.8 |
41.4 |
0.7 |
1.7% |
0.0 |
| Volume |
6,565 |
9,796 |
3,231 |
49.2% |
47,515 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.8 |
2,601.0 |
2,508.4 |
|
| R3 |
2,570.6 |
2,550.8 |
2,494.6 |
|
| R2 |
2,520.4 |
2,520.4 |
2,490.0 |
|
| R1 |
2,500.6 |
2,500.6 |
2,485.4 |
2,510.5 |
| PP |
2,470.2 |
2,470.2 |
2,470.2 |
2,475.2 |
| S1 |
2,450.4 |
2,450.4 |
2,476.2 |
2,460.3 |
| S2 |
2,420.0 |
2,420.0 |
2,471.6 |
|
| S3 |
2,369.8 |
2,400.2 |
2,467.0 |
|
| S4 |
2,319.6 |
2,350.0 |
2,453.2 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.7 |
2,681.7 |
2,502.8 |
|
| R3 |
2,627.5 |
2,586.5 |
2,476.6 |
|
| R2 |
2,532.3 |
2,532.3 |
2,467.9 |
|
| R1 |
2,491.3 |
2,491.3 |
2,459.1 |
2,464.2 |
| PP |
2,437.1 |
2,437.1 |
2,437.1 |
2,423.5 |
| S1 |
2,396.1 |
2,396.1 |
2,441.7 |
2,369.0 |
| S2 |
2,341.9 |
2,341.9 |
2,432.9 |
|
| S3 |
2,246.7 |
2,300.9 |
2,424.2 |
|
| S4 |
2,151.5 |
2,205.7 |
2,398.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,490.0 |
2,397.0 |
93.0 |
3.7% |
36.5 |
1.5% |
90% |
True |
False |
7,702 |
| 10 |
2,499.1 |
2,382.8 |
116.3 |
4.7% |
46.1 |
1.9% |
84% |
False |
False |
12,256 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.6% |
41.9 |
1.7% |
77% |
False |
False |
13,648 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.5% |
36.5 |
1.5% |
83% |
False |
False |
9,027 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
36.6 |
1.5% |
83% |
False |
False |
6,773 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
36.4 |
1.5% |
83% |
False |
False |
5,334 |
| 100 |
2,512.8 |
2,214.0 |
298.8 |
12.0% |
37.2 |
1.5% |
89% |
False |
False |
4,503 |
| 120 |
2,512.8 |
2,083.2 |
429.6 |
17.3% |
34.6 |
1.4% |
93% |
False |
False |
3,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,703.4 |
|
2.618 |
2,621.4 |
|
1.618 |
2,571.2 |
|
1.000 |
2,540.2 |
|
0.618 |
2,521.0 |
|
HIGH |
2,490.0 |
|
0.618 |
2,470.8 |
|
0.500 |
2,464.9 |
|
0.382 |
2,459.0 |
|
LOW |
2,439.8 |
|
0.618 |
2,408.8 |
|
1.000 |
2,389.6 |
|
1.618 |
2,358.6 |
|
2.618 |
2,308.4 |
|
4.250 |
2,226.5 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.5 |
2,468.6 |
| PP |
2,470.2 |
2,456.3 |
| S1 |
2,464.9 |
2,444.1 |
|