| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,567.8 |
2,574.5 |
6.7 |
0.3% |
2,488.0 |
| High |
2,592.5 |
2,580.0 |
-12.5 |
-0.5% |
2,570.1 |
| Low |
2,559.6 |
2,553.4 |
-6.2 |
-0.2% |
2,486.4 |
| Close |
2,573.0 |
2,569.7 |
-3.3 |
-0.1% |
2,560.3 |
| Range |
32.9 |
26.6 |
-6.3 |
-19.1% |
83.7 |
| ATR |
38.6 |
37.7 |
-0.9 |
-2.2% |
0.0 |
| Volume |
1,222 |
1,176 |
-46 |
-3.8% |
12,782 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.5 |
2,635.2 |
2,584.3 |
|
| R3 |
2,620.9 |
2,608.6 |
2,577.0 |
|
| R2 |
2,594.3 |
2,594.3 |
2,574.6 |
|
| R1 |
2,582.0 |
2,582.0 |
2,572.1 |
2,574.9 |
| PP |
2,567.7 |
2,567.7 |
2,567.7 |
2,564.1 |
| S1 |
2,555.4 |
2,555.4 |
2,567.3 |
2,548.3 |
| S2 |
2,541.1 |
2,541.1 |
2,564.8 |
|
| S3 |
2,514.5 |
2,528.8 |
2,562.4 |
|
| S4 |
2,487.9 |
2,502.2 |
2,555.1 |
|
|
| 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 |
2,592.5 |
2,492.0 |
100.5 |
3.9% |
35.4 |
1.4% |
77% |
False |
False |
1,574 |
| 10 |
2,592.5 |
2,442.3 |
150.2 |
5.8% |
35.1 |
1.4% |
85% |
False |
False |
2,328 |
| 20 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
39.5 |
1.5% |
87% |
False |
False |
2,419 |
| 40 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
35.3 |
1.4% |
90% |
False |
False |
2,111 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.3 |
1.3% |
90% |
False |
False |
1,619 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.8 |
1.3% |
90% |
False |
False |
1,352 |
| 100 |
2,592.5 |
2,334.7 |
257.8 |
10.0% |
34.5 |
1.3% |
91% |
False |
False |
1,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,693.1 |
|
2.618 |
2,649.6 |
|
1.618 |
2,623.0 |
|
1.000 |
2,606.6 |
|
0.618 |
2,596.4 |
|
HIGH |
2,580.0 |
|
0.618 |
2,569.8 |
|
0.500 |
2,566.7 |
|
0.382 |
2,563.6 |
|
LOW |
2,553.4 |
|
0.618 |
2,537.0 |
|
1.000 |
2,526.8 |
|
1.618 |
2,510.4 |
|
2.618 |
2,483.8 |
|
4.250 |
2,440.4 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,568.7 |
2,569.6 |
| PP |
2,567.7 |
2,569.6 |
| S1 |
2,566.7 |
2,569.5 |
|