| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,553.8 |
2,559.8 |
6.0 |
0.2% |
2,549.7 |
| High |
2,561.4 |
2,564.3 |
2.9 |
0.1% |
2,570.4 |
| Low |
2,538.5 |
2,527.8 |
-10.7 |
-0.4% |
2,506.4 |
| Close |
2,552.9 |
2,537.8 |
-15.1 |
-0.6% |
2,546.3 |
| Range |
22.9 |
36.5 |
13.6 |
59.4% |
64.0 |
| ATR |
37.3 |
37.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
146,222 |
165,123 |
18,901 |
12.9% |
838,066 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.8 |
2,631.8 |
2,557.9 |
|
| R3 |
2,616.3 |
2,595.3 |
2,547.8 |
|
| R2 |
2,579.8 |
2,579.8 |
2,544.5 |
|
| R1 |
2,558.8 |
2,558.8 |
2,541.1 |
2,551.1 |
| PP |
2,543.3 |
2,543.3 |
2,543.3 |
2,539.4 |
| S1 |
2,522.3 |
2,522.3 |
2,534.5 |
2,514.6 |
| S2 |
2,506.8 |
2,506.8 |
2,531.1 |
|
| S3 |
2,470.3 |
2,485.8 |
2,527.8 |
|
| S4 |
2,433.8 |
2,449.3 |
2,517.7 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.0 |
2,703.7 |
2,581.5 |
|
| R3 |
2,669.0 |
2,639.7 |
2,563.9 |
|
| R2 |
2,605.0 |
2,605.0 |
2,558.0 |
|
| R1 |
2,575.7 |
2,575.7 |
2,552.2 |
2,558.4 |
| PP |
2,541.0 |
2,541.0 |
2,541.0 |
2,532.4 |
| S1 |
2,511.7 |
2,511.7 |
2,540.4 |
2,494.4 |
| S2 |
2,477.0 |
2,477.0 |
2,534.6 |
|
| S3 |
2,413.0 |
2,447.7 |
2,528.7 |
|
| S4 |
2,349.0 |
2,383.7 |
2,511.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.3 |
2,506.4 |
57.9 |
2.3% |
31.7 |
1.2% |
54% |
True |
False |
156,162 |
| 10 |
2,570.4 |
2,469.2 |
101.2 |
4.0% |
34.9 |
1.4% |
68% |
False |
False |
167,015 |
| 20 |
2,570.4 |
2,403.8 |
166.6 |
6.6% |
39.8 |
1.6% |
80% |
False |
False |
187,434 |
| 40 |
2,570.4 |
2,382.6 |
187.8 |
7.4% |
38.8 |
1.5% |
83% |
False |
False |
133,547 |
| 60 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.7 |
1.4% |
85% |
False |
False |
90,950 |
| 80 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
36.1 |
1.4% |
85% |
False |
False |
69,088 |
| 100 |
2,570.4 |
2,349.8 |
220.6 |
8.7% |
37.7 |
1.5% |
85% |
False |
False |
55,736 |
| 120 |
2,570.4 |
2,229.2 |
341.2 |
13.4% |
36.5 |
1.4% |
90% |
False |
False |
46,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,719.4 |
|
2.618 |
2,659.9 |
|
1.618 |
2,623.4 |
|
1.000 |
2,600.8 |
|
0.618 |
2,586.9 |
|
HIGH |
2,564.3 |
|
0.618 |
2,550.4 |
|
0.500 |
2,546.1 |
|
0.382 |
2,541.7 |
|
LOW |
2,527.8 |
|
0.618 |
2,505.2 |
|
1.000 |
2,491.3 |
|
1.618 |
2,468.7 |
|
2.618 |
2,432.2 |
|
4.250 |
2,372.7 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,546.1 |
2,546.1 |
| PP |
2,543.3 |
2,543.3 |
| S1 |
2,540.6 |
2,540.6 |
|