| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,471.5 |
2,526.1 |
54.6 |
2.2% |
2,447.5 |
| High |
2,524.8 |
2,526.4 |
1.6 |
0.1% |
2,524.8 |
| Low |
2,465.6 |
2,500.8 |
35.2 |
1.4% |
2,439.8 |
| Close |
2,514.5 |
2,518.1 |
3.6 |
0.1% |
2,514.5 |
| Range |
59.2 |
25.6 |
-33.6 |
-56.8% |
85.0 |
| ATR |
41.3 |
40.1 |
-1.1 |
-2.7% |
0.0 |
| Volume |
12,005 |
8,048 |
-3,957 |
-33.0% |
47,064 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.9 |
2,580.6 |
2,532.2 |
|
| R3 |
2,566.3 |
2,555.0 |
2,525.1 |
|
| R2 |
2,540.7 |
2,540.7 |
2,522.8 |
|
| R1 |
2,529.4 |
2,529.4 |
2,520.4 |
2,522.3 |
| PP |
2,515.1 |
2,515.1 |
2,515.1 |
2,511.5 |
| S1 |
2,503.8 |
2,503.8 |
2,515.8 |
2,496.7 |
| S2 |
2,489.5 |
2,489.5 |
2,513.4 |
|
| S3 |
2,463.9 |
2,478.2 |
2,511.1 |
|
| S4 |
2,438.3 |
2,452.6 |
2,504.0 |
|
|
| 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 |
2,526.4 |
2,446.5 |
79.9 |
3.2% |
36.8 |
1.5% |
90% |
True |
False |
9,063 |
| 10 |
2,526.4 |
2,397.0 |
129.4 |
5.1% |
36.7 |
1.5% |
94% |
True |
False |
8,382 |
| 20 |
2,526.4 |
2,375.1 |
151.3 |
6.0% |
41.1 |
1.6% |
95% |
True |
False |
13,105 |
| 40 |
2,526.4 |
2,327.5 |
198.9 |
7.9% |
36.8 |
1.5% |
96% |
True |
False |
9,950 |
| 60 |
2,526.4 |
2,326.9 |
199.5 |
7.9% |
36.5 |
1.4% |
96% |
True |
False |
7,350 |
| 80 |
2,526.4 |
2,326.9 |
199.5 |
7.9% |
36.1 |
1.4% |
96% |
True |
False |
5,841 |
| 100 |
2,526.4 |
2,234.0 |
292.4 |
11.6% |
37.4 |
1.5% |
97% |
True |
False |
4,922 |
| 120 |
2,526.4 |
2,090.6 |
435.8 |
17.3% |
35.5 |
1.4% |
98% |
True |
False |
4,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,635.2 |
|
2.618 |
2,593.4 |
|
1.618 |
2,567.8 |
|
1.000 |
2,552.0 |
|
0.618 |
2,542.2 |
|
HIGH |
2,526.4 |
|
0.618 |
2,516.6 |
|
0.500 |
2,513.6 |
|
0.382 |
2,510.6 |
|
LOW |
2,500.8 |
|
0.618 |
2,485.0 |
|
1.000 |
2,475.2 |
|
1.618 |
2,459.4 |
|
2.618 |
2,433.8 |
|
4.250 |
2,392.0 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,516.6 |
2,507.6 |
| PP |
2,515.1 |
2,497.0 |
| S1 |
2,513.6 |
2,486.5 |
|