| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,562.2 |
2,576.5 |
14.3 |
0.6% |
2,569.5 |
| High |
2,584.4 |
2,581.9 |
-2.5 |
-0.1% |
2,585.4 |
| Low |
2,560.0 |
2,549.1 |
-10.9 |
-0.4% |
2,549.1 |
| Close |
2,582.7 |
2,549.8 |
-32.9 |
-1.3% |
2,549.8 |
| Range |
24.4 |
32.8 |
8.4 |
34.4% |
36.3 |
| ATR |
34.7 |
34.6 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,668 |
5,269 |
3,601 |
215.9% |
11,981 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.7 |
2,637.0 |
2,567.8 |
|
| R3 |
2,625.9 |
2,604.2 |
2,558.8 |
|
| R2 |
2,593.1 |
2,593.1 |
2,555.8 |
|
| R1 |
2,571.4 |
2,571.4 |
2,552.8 |
2,565.9 |
| PP |
2,560.3 |
2,560.3 |
2,560.3 |
2,557.5 |
| S1 |
2,538.6 |
2,538.6 |
2,546.8 |
2,533.1 |
| S2 |
2,527.5 |
2,527.5 |
2,543.8 |
|
| S3 |
2,494.7 |
2,505.8 |
2,540.8 |
|
| S4 |
2,461.9 |
2,473.0 |
2,531.8 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.3 |
2,646.4 |
2,569.8 |
|
| R3 |
2,634.0 |
2,610.1 |
2,559.8 |
|
| R2 |
2,597.7 |
2,597.7 |
2,556.5 |
|
| R1 |
2,573.8 |
2,573.8 |
2,553.1 |
2,567.6 |
| PP |
2,561.4 |
2,561.4 |
2,561.4 |
2,558.4 |
| S1 |
2,537.5 |
2,537.5 |
2,546.5 |
2,531.3 |
| S2 |
2,525.1 |
2,525.1 |
2,543.1 |
|
| S3 |
2,488.8 |
2,501.2 |
2,539.8 |
|
| S4 |
2,452.5 |
2,464.9 |
2,529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.4 |
2,549.1 |
36.3 |
1.4% |
26.2 |
1.0% |
2% |
False |
True |
2,396 |
| 10 |
2,592.5 |
2,529.8 |
62.7 |
2.5% |
29.0 |
1.1% |
32% |
False |
False |
1,892 |
| 20 |
2,592.5 |
2,424.7 |
167.8 |
6.6% |
35.9 |
1.4% |
75% |
False |
False |
2,374 |
| 40 |
2,592.5 |
2,421.2 |
171.3 |
6.7% |
35.5 |
1.4% |
75% |
False |
False |
2,330 |
| 60 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.1 |
1.3% |
81% |
False |
False |
1,823 |
| 80 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
33.6 |
1.3% |
81% |
False |
False |
1,505 |
| 100 |
2,592.5 |
2,372.6 |
219.9 |
8.6% |
34.1 |
1.3% |
81% |
False |
False |
1,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.3 |
|
2.618 |
2,667.8 |
|
1.618 |
2,635.0 |
|
1.000 |
2,614.7 |
|
0.618 |
2,602.2 |
|
HIGH |
2,581.9 |
|
0.618 |
2,569.4 |
|
0.500 |
2,565.5 |
|
0.382 |
2,561.6 |
|
LOW |
2,549.1 |
|
0.618 |
2,528.8 |
|
1.000 |
2,516.3 |
|
1.618 |
2,496.0 |
|
2.618 |
2,463.2 |
|
4.250 |
2,409.7 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.5 |
2,567.3 |
| PP |
2,560.3 |
2,561.4 |
| S1 |
2,555.0 |
2,555.6 |
|