| 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 |
2,463.0 |
2,471.5 |
8.5 |
0.3% |
2,447.5 |
| High |
2,484.4 |
2,524.8 |
40.4 |
1.6% |
2,524.8 |
| Low |
2,446.5 |
2,465.6 |
19.1 |
0.8% |
2,439.8 |
| Close |
2,469.4 |
2,514.5 |
45.1 |
1.8% |
2,514.5 |
| Range |
37.9 |
59.2 |
21.3 |
56.2% |
85.0 |
| ATR |
39.9 |
41.3 |
1.4 |
3.5% |
0.0 |
| Volume |
9,301 |
12,005 |
2,704 |
29.1% |
47,064 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.2 |
2,656.1 |
2,547.1 |
|
| R3 |
2,620.0 |
2,596.9 |
2,530.8 |
|
| R2 |
2,560.8 |
2,560.8 |
2,525.4 |
|
| R1 |
2,537.7 |
2,537.7 |
2,519.9 |
2,549.3 |
| PP |
2,501.6 |
2,501.6 |
2,501.6 |
2,507.4 |
| S1 |
2,478.5 |
2,478.5 |
2,509.1 |
2,490.1 |
| S2 |
2,442.4 |
2,442.4 |
2,503.6 |
|
| S3 |
2,383.2 |
2,419.3 |
2,498.2 |
|
| S4 |
2,324.0 |
2,360.1 |
2,481.9 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.0 |
2,716.3 |
2,561.3 |
|
| R3 |
2,663.0 |
2,631.3 |
2,537.9 |
|
| R2 |
2,578.0 |
2,578.0 |
2,530.1 |
|
| R1 |
2,546.3 |
2,546.3 |
2,522.3 |
2,562.2 |
| PP |
2,493.0 |
2,493.0 |
2,493.0 |
2,501.0 |
| S1 |
2,461.3 |
2,461.3 |
2,506.7 |
2,477.2 |
| S2 |
2,408.0 |
2,408.0 |
2,498.9 |
|
| S3 |
2,323.0 |
2,376.3 |
2,491.1 |
|
| S4 |
2,238.0 |
2,291.3 |
2,467.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,524.8 |
2,439.8 |
85.0 |
3.4% |
41.8 |
1.7% |
88% |
True |
False |
9,412 |
| 10 |
2,524.8 |
2,382.8 |
142.0 |
5.6% |
43.6 |
1.7% |
93% |
True |
False |
9,457 |
| 20 |
2,524.8 |
2,375.1 |
149.7 |
6.0% |
41.3 |
1.6% |
93% |
True |
False |
13,144 |
| 40 |
2,524.8 |
2,327.5 |
197.3 |
7.8% |
37.4 |
1.5% |
95% |
True |
False |
9,804 |
| 60 |
2,524.8 |
2,326.9 |
197.9 |
7.9% |
36.9 |
1.5% |
95% |
True |
False |
7,229 |
| 80 |
2,524.8 |
2,326.9 |
197.9 |
7.9% |
36.1 |
1.4% |
95% |
True |
False |
5,745 |
| 100 |
2,524.8 |
2,230.0 |
294.8 |
11.7% |
37.5 |
1.5% |
97% |
True |
False |
4,851 |
| 120 |
2,524.8 |
2,090.6 |
434.2 |
17.3% |
35.4 |
1.4% |
98% |
True |
False |
4,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,776.4 |
|
2.618 |
2,679.8 |
|
1.618 |
2,620.6 |
|
1.000 |
2,584.0 |
|
0.618 |
2,561.4 |
|
HIGH |
2,524.8 |
|
0.618 |
2,502.2 |
|
0.500 |
2,495.2 |
|
0.382 |
2,488.2 |
|
LOW |
2,465.6 |
|
0.618 |
2,429.0 |
|
1.000 |
2,406.4 |
|
1.618 |
2,369.8 |
|
2.618 |
2,310.6 |
|
4.250 |
2,214.0 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,508.1 |
2,504.9 |
| PP |
2,501.6 |
2,495.3 |
| S1 |
2,495.2 |
2,485.7 |
|