Trading Metrics calculated at close of trading on 13-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,710.0 |
4,687.0 |
-23.0 |
-0.5% |
4,636.0 |
High |
4,720.0 |
4,730.0 |
10.0 |
0.2% |
4,724.0 |
Low |
4,676.0 |
4,677.0 |
1.0 |
0.0% |
4,494.0 |
Close |
4,687.0 |
4,713.0 |
26.0 |
0.6% |
4,691.0 |
Range |
44.0 |
53.0 |
9.0 |
20.5% |
230.0 |
ATR |
88.6 |
86.1 |
-2.5 |
-2.9% |
0.0 |
Volume |
502,392 |
512,960 |
10,568 |
2.1% |
5,032,944 |
|
Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,865.7 |
4,842.3 |
4,742.2 |
|
R3 |
4,812.7 |
4,789.3 |
4,727.6 |
|
R2 |
4,759.7 |
4,759.7 |
4,722.7 |
|
R1 |
4,736.3 |
4,736.3 |
4,717.9 |
4,748.0 |
PP |
4,706.7 |
4,706.7 |
4,706.7 |
4,712.5 |
S1 |
4,683.3 |
4,683.3 |
4,708.1 |
4,695.0 |
S2 |
4,653.7 |
4,653.7 |
4,703.3 |
|
S3 |
4,600.7 |
4,630.3 |
4,698.4 |
|
S4 |
4,547.7 |
4,577.3 |
4,683.9 |
|
|
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 |
4,730.0 |
4,582.0 |
148.0 |
3.1% |
74.6 |
1.6% |
89% |
True |
False |
650,799 |
10 |
4,951.0 |
4,494.0 |
457.0 |
9.7% |
101.5 |
2.2% |
48% |
False |
False |
909,860 |
20 |
4,997.0 |
4,494.0 |
503.0 |
10.7% |
88.5 |
1.9% |
44% |
False |
False |
809,816 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.6% |
77.1 |
1.6% |
37% |
False |
False |
777,027 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.5% |
71.6 |
1.5% |
34% |
False |
False |
537,904 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
65.8 |
1.4% |
33% |
False |
False |
403,946 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
60.6 |
1.3% |
33% |
False |
False |
323,168 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
52.2 |
1.1% |
33% |
False |
False |
269,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,955.3 |
2.618 |
4,868.8 |
1.618 |
4,815.8 |
1.000 |
4,783.0 |
0.618 |
4,762.8 |
HIGH |
4,730.0 |
0.618 |
4,709.8 |
0.500 |
4,703.5 |
0.382 |
4,697.2 |
LOW |
4,677.0 |
0.618 |
4,644.2 |
1.000 |
4,624.0 |
1.618 |
4,591.2 |
2.618 |
4,538.2 |
4.250 |
4,451.8 |
|
|
Fisher Pivots for day following 13-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,709.8 |
4,707.8 |
PP |
4,706.7 |
4,702.7 |
S1 |
4,703.5 |
4,697.5 |
|