| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,516.6 |
2,530.7 |
14.1 |
0.6% |
2,522.1 |
| High |
2,538.7 |
2,536.2 |
-2.5 |
-0.1% |
2,540.7 |
| Low |
2,513.8 |
2,503.9 |
-9.9 |
-0.4% |
2,503.9 |
| Close |
2,536.7 |
2,504.5 |
-32.2 |
-1.3% |
2,504.5 |
| Range |
24.9 |
32.3 |
7.4 |
29.7% |
36.8 |
| ATR |
35.7 |
35.5 |
-0.2 |
-0.6% |
0.0 |
| Volume |
10,791 |
6,479 |
-4,312 |
-40.0% |
39,108 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.8 |
2,590.4 |
2,522.3 |
|
| R3 |
2,579.5 |
2,558.1 |
2,513.4 |
|
| R2 |
2,547.2 |
2,547.2 |
2,510.4 |
|
| R1 |
2,525.8 |
2,525.8 |
2,507.5 |
2,520.4 |
| PP |
2,514.9 |
2,514.9 |
2,514.9 |
2,512.1 |
| S1 |
2,493.5 |
2,493.5 |
2,501.5 |
2,488.1 |
| S2 |
2,482.6 |
2,482.6 |
2,498.6 |
|
| S3 |
2,450.3 |
2,461.2 |
2,495.6 |
|
| S4 |
2,418.0 |
2,428.9 |
2,486.7 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.8 |
2,602.4 |
2,524.7 |
|
| R3 |
2,590.0 |
2,565.6 |
2,514.6 |
|
| R2 |
2,553.2 |
2,553.2 |
2,511.2 |
|
| R1 |
2,528.8 |
2,528.8 |
2,507.9 |
2,522.6 |
| PP |
2,516.4 |
2,516.4 |
2,516.4 |
2,513.3 |
| S1 |
2,492.0 |
2,492.0 |
2,501.1 |
2,485.8 |
| S2 |
2,479.6 |
2,479.6 |
2,497.8 |
|
| S3 |
2,442.8 |
2,455.2 |
2,494.4 |
|
| S4 |
2,406.0 |
2,418.4 |
2,484.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,540.7 |
2,503.9 |
36.8 |
1.5% |
26.7 |
1.1% |
2% |
False |
True |
7,821 |
| 10 |
2,546.8 |
2,483.2 |
63.6 |
2.5% |
30.1 |
1.2% |
33% |
False |
False |
7,807 |
| 20 |
2,546.8 |
2,382.8 |
164.0 |
6.5% |
36.9 |
1.5% |
74% |
False |
False |
8,632 |
| 40 |
2,546.8 |
2,375.1 |
171.7 |
6.9% |
37.5 |
1.5% |
75% |
False |
False |
10,883 |
| 60 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.9 |
1.4% |
81% |
False |
False |
8,167 |
| 80 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
35.5 |
1.4% |
81% |
False |
False |
6,619 |
| 100 |
2,546.8 |
2,326.9 |
219.9 |
8.8% |
36.9 |
1.5% |
81% |
False |
False |
5,503 |
| 120 |
2,546.8 |
2,210.4 |
336.4 |
13.4% |
35.8 |
1.4% |
87% |
False |
False |
4,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.5 |
|
2.618 |
2,620.8 |
|
1.618 |
2,588.5 |
|
1.000 |
2,568.5 |
|
0.618 |
2,556.2 |
|
HIGH |
2,536.2 |
|
0.618 |
2,523.9 |
|
0.500 |
2,520.1 |
|
0.382 |
2,516.2 |
|
LOW |
2,503.9 |
|
0.618 |
2,483.9 |
|
1.000 |
2,471.6 |
|
1.618 |
2,451.6 |
|
2.618 |
2,419.3 |
|
4.250 |
2,366.6 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,520.1 |
2,522.3 |
| PP |
2,514.9 |
2,516.4 |
| S1 |
2,509.7 |
2,510.4 |
|