| 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 |
2,519.3 |
2,566.0 |
46.7 |
1.9% |
2,488.0 |
| High |
2,570.1 |
2,568.5 |
-1.6 |
-0.1% |
2,570.1 |
| Low |
2,511.0 |
2,546.5 |
35.5 |
1.4% |
2,486.4 |
| Close |
2,560.3 |
2,564.0 |
3.7 |
0.1% |
2,560.3 |
| Range |
59.1 |
22.0 |
-37.1 |
-62.8% |
83.7 |
| ATR |
40.3 |
39.0 |
-1.3 |
-3.2% |
0.0 |
| Volume |
2,510 |
1,530 |
-980 |
-39.0% |
12,782 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.7 |
2,616.8 |
2,576.1 |
|
| R3 |
2,603.7 |
2,594.8 |
2,570.1 |
|
| R2 |
2,581.7 |
2,581.7 |
2,568.0 |
|
| R1 |
2,572.8 |
2,572.8 |
2,566.0 |
2,566.3 |
| PP |
2,559.7 |
2,559.7 |
2,559.7 |
2,556.4 |
| S1 |
2,550.8 |
2,550.8 |
2,562.0 |
2,544.3 |
| S2 |
2,537.7 |
2,537.7 |
2,560.0 |
|
| S3 |
2,515.7 |
2,528.8 |
2,558.0 |
|
| S4 |
2,493.7 |
2,506.8 |
2,551.9 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.0 |
2,758.9 |
2,606.3 |
|
| R3 |
2,706.3 |
2,675.2 |
2,583.3 |
|
| R2 |
2,622.6 |
2,622.6 |
2,575.6 |
|
| R1 |
2,591.5 |
2,591.5 |
2,568.0 |
2,607.1 |
| PP |
2,538.9 |
2,538.9 |
2,538.9 |
2,546.7 |
| S1 |
2,507.8 |
2,507.8 |
2,552.6 |
2,523.4 |
| S2 |
2,455.2 |
2,455.2 |
2,545.0 |
|
| S3 |
2,371.5 |
2,424.1 |
2,537.3 |
|
| S4 |
2,287.8 |
2,340.4 |
2,514.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.1 |
2,492.0 |
78.1 |
3.0% |
35.6 |
1.4% |
92% |
False |
False |
2,176 |
| 10 |
2,570.1 |
2,440.2 |
129.9 |
5.1% |
35.5 |
1.4% |
95% |
False |
False |
2,588 |
| 20 |
2,570.1 |
2,421.2 |
148.9 |
5.8% |
39.3 |
1.5% |
96% |
False |
False |
2,403 |
| 40 |
2,570.1 |
2,372.6 |
197.5 |
7.7% |
34.7 |
1.4% |
97% |
False |
False |
2,087 |
| 60 |
2,570.1 |
2,372.6 |
197.5 |
7.7% |
34.5 |
1.3% |
97% |
False |
False |
1,605 |
| 80 |
2,570.1 |
2,372.6 |
197.5 |
7.7% |
33.6 |
1.3% |
97% |
False |
False |
1,330 |
| 100 |
2,570.1 |
2,272.7 |
297.4 |
11.6% |
34.6 |
1.3% |
98% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.0 |
|
2.618 |
2,626.1 |
|
1.618 |
2,604.1 |
|
1.000 |
2,590.5 |
|
0.618 |
2,582.1 |
|
HIGH |
2,568.5 |
|
0.618 |
2,560.1 |
|
0.500 |
2,557.5 |
|
0.382 |
2,554.9 |
|
LOW |
2,546.5 |
|
0.618 |
2,532.9 |
|
1.000 |
2,524.5 |
|
1.618 |
2,510.9 |
|
2.618 |
2,488.9 |
|
4.250 |
2,453.0 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,561.8 |
2,553.0 |
| PP |
2,559.7 |
2,542.0 |
| S1 |
2,557.5 |
2,531.1 |
|