| 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 |
2,494.4 |
2,549.7 |
55.3 |
2.2% |
2,470.1 |
| High |
2,548.3 |
2,549.9 |
1.6 |
0.1% |
2,548.3 |
| Low |
2,488.2 |
2,523.7 |
35.5 |
1.4% |
2,462.7 |
| Close |
2,537.8 |
2,541.3 |
3.5 |
0.1% |
2,537.8 |
| Range |
60.1 |
26.2 |
-33.9 |
-56.4% |
85.6 |
| ATR |
41.9 |
40.8 |
-1.1 |
-2.7% |
0.0 |
| Volume |
223,934 |
155,994 |
-67,940 |
-30.3% |
906,922 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.9 |
2,605.3 |
2,555.7 |
|
| R3 |
2,590.7 |
2,579.1 |
2,548.5 |
|
| R2 |
2,564.5 |
2,564.5 |
2,546.1 |
|
| R1 |
2,552.9 |
2,552.9 |
2,543.7 |
2,545.6 |
| PP |
2,538.3 |
2,538.3 |
2,538.3 |
2,534.7 |
| S1 |
2,526.7 |
2,526.7 |
2,538.9 |
2,519.4 |
| S2 |
2,512.1 |
2,512.1 |
2,536.5 |
|
| S3 |
2,485.9 |
2,500.5 |
2,534.1 |
|
| S4 |
2,459.7 |
2,474.3 |
2,526.9 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.1 |
2,741.0 |
2,584.9 |
|
| R3 |
2,687.5 |
2,655.4 |
2,561.3 |
|
| R2 |
2,601.9 |
2,601.9 |
2,553.5 |
|
| R1 |
2,569.8 |
2,569.8 |
2,545.6 |
2,585.9 |
| PP |
2,516.3 |
2,516.3 |
2,516.3 |
2,524.3 |
| S1 |
2,484.2 |
2,484.2 |
2,530.0 |
2,500.3 |
| S2 |
2,430.7 |
2,430.7 |
2,522.1 |
|
| S3 |
2,345.1 |
2,398.6 |
2,514.3 |
|
| S4 |
2,259.5 |
2,313.0 |
2,490.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,549.9 |
2,469.2 |
80.7 |
3.2% |
37.5 |
1.5% |
89% |
True |
False |
178,342 |
| 10 |
2,549.9 |
2,418.8 |
131.1 |
5.2% |
37.3 |
1.5% |
93% |
True |
False |
174,578 |
| 20 |
2,549.9 |
2,398.2 |
151.7 |
6.0% |
41.9 |
1.6% |
94% |
True |
False |
173,549 |
| 40 |
2,549.9 |
2,350.5 |
199.4 |
7.8% |
37.3 |
1.5% |
96% |
True |
False |
107,119 |
| 60 |
2,549.9 |
2,349.8 |
200.1 |
7.9% |
37.0 |
1.5% |
96% |
True |
False |
72,739 |
| 80 |
2,549.9 |
2,349.8 |
200.1 |
7.9% |
36.8 |
1.4% |
96% |
True |
False |
55,252 |
| 100 |
2,549.9 |
2,252.5 |
297.4 |
11.7% |
38.1 |
1.5% |
97% |
True |
False |
44,684 |
| 120 |
2,549.9 |
2,107.2 |
442.7 |
17.4% |
36.3 |
1.4% |
98% |
True |
False |
37,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.3 |
|
2.618 |
2,618.5 |
|
1.618 |
2,592.3 |
|
1.000 |
2,576.1 |
|
0.618 |
2,566.1 |
|
HIGH |
2,549.9 |
|
0.618 |
2,539.9 |
|
0.500 |
2,536.8 |
|
0.382 |
2,533.7 |
|
LOW |
2,523.7 |
|
0.618 |
2,507.5 |
|
1.000 |
2,497.5 |
|
1.618 |
2,481.3 |
|
2.618 |
2,455.1 |
|
4.250 |
2,412.4 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,539.8 |
2,530.7 |
| PP |
2,538.3 |
2,520.1 |
| S1 |
2,536.8 |
2,509.6 |
|