| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
4,726.0 |
4,734.0 |
8.0 |
0.2% |
4,650.0 |
| High |
4,732.0 |
4,744.0 |
12.0 |
0.3% |
4,732.0 |
| Low |
4,707.0 |
4,712.0 |
5.0 |
0.1% |
4,525.0 |
| Close |
4,716.0 |
4,712.0 |
-4.0 |
-0.1% |
4,716.0 |
| Range |
25.0 |
32.0 |
7.0 |
28.0% |
207.0 |
| ATR |
75.2 |
72.1 |
-3.1 |
-4.1% |
0.0 |
| Volume |
3,006 |
4 |
-3,002 |
-99.9% |
13,559 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,818.7 |
4,797.3 |
4,729.6 |
|
| R3 |
4,786.7 |
4,765.3 |
4,720.8 |
|
| R2 |
4,754.7 |
4,754.7 |
4,717.9 |
|
| R1 |
4,733.3 |
4,733.3 |
4,714.9 |
4,728.0 |
| PP |
4,722.7 |
4,722.7 |
4,722.7 |
4,720.0 |
| S1 |
4,701.3 |
4,701.3 |
4,709.1 |
4,696.0 |
| S2 |
4,690.7 |
4,690.7 |
4,706.1 |
|
| S3 |
4,658.7 |
4,669.3 |
4,703.2 |
|
| S4 |
4,626.7 |
4,637.3 |
4,694.4 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,278.7 |
5,204.3 |
4,829.9 |
|
| R3 |
5,071.7 |
4,997.3 |
4,772.9 |
|
| R2 |
4,864.7 |
4,864.7 |
4,754.0 |
|
| R1 |
4,790.3 |
4,790.3 |
4,735.0 |
4,827.5 |
| PP |
4,657.7 |
4,657.7 |
4,657.7 |
4,676.3 |
| S1 |
4,583.3 |
4,583.3 |
4,697.0 |
4,620.5 |
| S2 |
4,450.7 |
4,450.7 |
4,678.1 |
|
| S3 |
4,243.7 |
4,376.3 |
4,659.1 |
|
| S4 |
4,036.7 |
4,169.3 |
4,602.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,744.0 |
4,586.0 |
158.0 |
3.4% |
56.2 |
1.2% |
80% |
True |
False |
2,647 |
| 10 |
4,973.0 |
4,525.0 |
448.0 |
9.5% |
72.9 |
1.5% |
42% |
False |
False |
1,393 |
| 20 |
5,018.0 |
4,525.0 |
493.0 |
10.5% |
62.7 |
1.3% |
38% |
False |
False |
871 |
| 40 |
5,114.0 |
4,525.0 |
589.0 |
12.5% |
49.0 |
1.0% |
32% |
False |
False |
559 |
| 60 |
5,307.0 |
4,525.0 |
782.0 |
16.6% |
36.7 |
0.8% |
24% |
False |
False |
426 |
| 80 |
5,307.0 |
4,525.0 |
782.0 |
16.6% |
27.6 |
0.6% |
24% |
False |
False |
523 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
16.6% |
22.8 |
0.5% |
24% |
False |
False |
422 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
16.6% |
19.0 |
0.4% |
24% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,880.0 |
|
2.618 |
4,827.8 |
|
1.618 |
4,795.8 |
|
1.000 |
4,776.0 |
|
0.618 |
4,763.8 |
|
HIGH |
4,744.0 |
|
0.618 |
4,731.8 |
|
0.500 |
4,728.0 |
|
0.382 |
4,724.2 |
|
LOW |
4,712.0 |
|
0.618 |
4,692.2 |
|
1.000 |
4,680.0 |
|
1.618 |
4,660.2 |
|
2.618 |
4,628.2 |
|
4.250 |
4,576.0 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,728.0 |
4,708.0 |
| PP |
4,722.7 |
4,704.0 |
| S1 |
4,717.3 |
4,700.0 |
|