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 |
4,686.0 |
4,710.0 |
24.0 |
0.5% |
4,636.0 |
High |
4,724.0 |
4,720.0 |
-4.0 |
-0.1% |
4,724.0 |
Low |
4,665.0 |
4,676.0 |
11.0 |
0.2% |
4,494.0 |
Close |
4,691.0 |
4,687.0 |
-4.0 |
-0.1% |
4,691.0 |
Range |
59.0 |
44.0 |
-15.0 |
-25.4% |
230.0 |
ATR |
92.0 |
88.6 |
-3.4 |
-3.7% |
0.0 |
Volume |
572,364 |
502,392 |
-69,972 |
-12.2% |
5,032,944 |
|
Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,826.3 |
4,800.7 |
4,711.2 |
|
R3 |
4,782.3 |
4,756.7 |
4,699.1 |
|
R2 |
4,738.3 |
4,738.3 |
4,695.1 |
|
R1 |
4,712.7 |
4,712.7 |
4,691.0 |
4,703.5 |
PP |
4,694.3 |
4,694.3 |
4,694.3 |
4,689.8 |
S1 |
4,668.7 |
4,668.7 |
4,683.0 |
4,659.5 |
S2 |
4,650.3 |
4,650.3 |
4,678.9 |
|
S3 |
4,606.3 |
4,624.7 |
4,674.9 |
|
S4 |
4,562.3 |
4,580.7 |
4,662.8 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,326.3 |
5,238.7 |
4,817.5 |
|
R3 |
5,096.3 |
5,008.7 |
4,754.3 |
|
R2 |
4,866.3 |
4,866.3 |
4,733.2 |
|
R1 |
4,778.7 |
4,778.7 |
4,712.1 |
4,822.5 |
PP |
4,636.3 |
4,636.3 |
4,636.3 |
4,658.3 |
S1 |
4,548.7 |
4,548.7 |
4,669.9 |
4,592.5 |
S2 |
4,406.3 |
4,406.3 |
4,648.8 |
|
S3 |
4,176.3 |
4,318.7 |
4,627.8 |
|
S4 |
3,946.3 |
4,088.7 |
4,564.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,724.0 |
4,558.0 |
166.0 |
3.5% |
85.0 |
1.8% |
78% |
False |
False |
765,493 |
10 |
4,951.0 |
4,494.0 |
457.0 |
9.8% |
102.5 |
2.2% |
42% |
False |
False |
910,948 |
20 |
5,012.0 |
4,494.0 |
518.0 |
11.1% |
88.0 |
1.9% |
37% |
False |
False |
816,150 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.7% |
79.3 |
1.7% |
33% |
False |
False |
779,455 |
60 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
71.5 |
1.5% |
29% |
False |
False |
529,444 |
80 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
65.9 |
1.4% |
29% |
False |
False |
397,536 |
100 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
60.3 |
1.3% |
29% |
False |
False |
318,043 |
120 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
51.7 |
1.1% |
29% |
False |
False |
265,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,907.0 |
2.618 |
4,835.2 |
1.618 |
4,791.2 |
1.000 |
4,764.0 |
0.618 |
4,747.2 |
HIGH |
4,720.0 |
0.618 |
4,703.2 |
0.500 |
4,698.0 |
0.382 |
4,692.8 |
LOW |
4,676.0 |
0.618 |
4,648.8 |
1.000 |
4,632.0 |
1.618 |
4,604.8 |
2.618 |
4,560.8 |
4.250 |
4,489.0 |
|
|
Fisher Pivots for day following 12-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,698.0 |
4,681.0 |
PP |
4,694.3 |
4,675.0 |
S1 |
4,690.7 |
4,669.0 |
|