| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
4,887.0 |
4,925.0 |
38.0 |
0.8% |
4,734.0 |
| High |
4,924.0 |
4,941.0 |
17.0 |
0.3% |
4,897.0 |
| Low |
4,880.0 |
4,888.0 |
8.0 |
0.2% |
4,711.0 |
| Close |
4,918.0 |
4,900.0 |
-18.0 |
-0.4% |
4,886.0 |
| Range |
44.0 |
53.0 |
9.0 |
20.5% |
186.0 |
| ATR |
66.2 |
65.3 |
-0.9 |
-1.4% |
0.0 |
| Volume |
197 |
369 |
172 |
87.3% |
1,799 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,068.7 |
5,037.3 |
4,929.2 |
|
| R3 |
5,015.7 |
4,984.3 |
4,914.6 |
|
| R2 |
4,962.7 |
4,962.7 |
4,909.7 |
|
| R1 |
4,931.3 |
4,931.3 |
4,904.9 |
4,920.5 |
| PP |
4,909.7 |
4,909.7 |
4,909.7 |
4,904.3 |
| S1 |
4,878.3 |
4,878.3 |
4,895.1 |
4,867.5 |
| S2 |
4,856.7 |
4,856.7 |
4,890.3 |
|
| S3 |
4,803.7 |
4,825.3 |
4,885.4 |
|
| S4 |
4,750.7 |
4,772.3 |
4,870.9 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,389.3 |
5,323.7 |
4,988.3 |
|
| R3 |
5,203.3 |
5,137.7 |
4,937.2 |
|
| R2 |
5,017.3 |
5,017.3 |
4,920.1 |
|
| R1 |
4,951.7 |
4,951.7 |
4,903.1 |
4,984.5 |
| PP |
4,831.3 |
4,831.3 |
4,831.3 |
4,847.8 |
| S1 |
4,765.7 |
4,765.7 |
4,869.0 |
4,798.5 |
| S2 |
4,645.3 |
4,645.3 |
4,851.9 |
|
| S3 |
4,459.3 |
4,579.7 |
4,834.9 |
|
| S4 |
4,273.3 |
4,393.7 |
4,783.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,941.0 |
4,753.0 |
188.0 |
3.8% |
47.8 |
1.0% |
78% |
True |
False |
450 |
| 10 |
4,941.0 |
4,644.0 |
297.0 |
6.1% |
48.7 |
1.0% |
86% |
True |
False |
546 |
| 20 |
4,973.0 |
4,525.0 |
448.0 |
9.1% |
63.1 |
1.3% |
84% |
False |
False |
828 |
| 40 |
5,114.0 |
4,525.0 |
589.0 |
12.0% |
51.8 |
1.1% |
64% |
False |
False |
551 |
| 60 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
40.4 |
0.8% |
48% |
False |
False |
465 |
| 80 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
31.1 |
0.6% |
48% |
False |
False |
543 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
25.6 |
0.5% |
48% |
False |
False |
442 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
21.4 |
0.4% |
48% |
False |
False |
483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,166.3 |
|
2.618 |
5,079.8 |
|
1.618 |
5,026.8 |
|
1.000 |
4,994.0 |
|
0.618 |
4,973.8 |
|
HIGH |
4,941.0 |
|
0.618 |
4,920.8 |
|
0.500 |
4,914.5 |
|
0.382 |
4,908.2 |
|
LOW |
4,888.0 |
|
0.618 |
4,855.2 |
|
1.000 |
4,835.0 |
|
1.618 |
4,802.2 |
|
2.618 |
4,749.2 |
|
4.250 |
4,662.8 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,914.5 |
4,903.5 |
| PP |
4,909.7 |
4,902.3 |
| S1 |
4,904.8 |
4,901.2 |
|