Trading Metrics calculated at close of trading on 14-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,687.0 |
4,729.0 |
42.0 |
0.9% |
4,636.0 |
High |
4,730.0 |
4,753.0 |
23.0 |
0.5% |
4,724.0 |
Low |
4,677.0 |
4,718.0 |
41.0 |
0.9% |
4,494.0 |
Close |
4,713.0 |
4,742.0 |
29.0 |
0.6% |
4,691.0 |
Range |
53.0 |
35.0 |
-18.0 |
-34.0% |
230.0 |
ATR |
86.1 |
82.8 |
-3.3 |
-3.8% |
0.0 |
Volume |
512,960 |
560,364 |
47,404 |
9.2% |
5,032,944 |
|
Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,842.7 |
4,827.3 |
4,761.3 |
|
R3 |
4,807.7 |
4,792.3 |
4,751.6 |
|
R2 |
4,772.7 |
4,772.7 |
4,748.4 |
|
R1 |
4,757.3 |
4,757.3 |
4,745.2 |
4,765.0 |
PP |
4,737.7 |
4,737.7 |
4,737.7 |
4,741.5 |
S1 |
4,722.3 |
4,722.3 |
4,738.8 |
4,730.0 |
S2 |
4,702.7 |
4,702.7 |
4,735.6 |
|
S3 |
4,667.7 |
4,687.3 |
4,732.4 |
|
S4 |
4,632.7 |
4,652.3 |
4,722.8 |
|
|
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 |
4,753.0 |
4,614.0 |
139.0 |
2.9% |
56.8 |
1.2% |
92% |
True |
False |
574,393 |
10 |
4,922.0 |
4,494.0 |
428.0 |
9.0% |
96.3 |
2.0% |
58% |
False |
False |
893,576 |
20 |
4,980.0 |
4,494.0 |
486.0 |
10.2% |
85.8 |
1.8% |
51% |
False |
False |
799,013 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.5% |
76.1 |
1.6% |
42% |
False |
False |
764,855 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.5% |
71.8 |
1.5% |
39% |
False |
False |
547,232 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
65.8 |
1.4% |
38% |
False |
False |
410,950 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
61.0 |
1.3% |
38% |
False |
False |
328,772 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.9% |
52.5 |
1.1% |
38% |
False |
False |
274,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,901.8 |
2.618 |
4,844.6 |
1.618 |
4,809.6 |
1.000 |
4,788.0 |
0.618 |
4,774.6 |
HIGH |
4,753.0 |
0.618 |
4,739.6 |
0.500 |
4,735.5 |
0.382 |
4,731.4 |
LOW |
4,718.0 |
0.618 |
4,696.4 |
1.000 |
4,683.0 |
1.618 |
4,661.4 |
2.618 |
4,626.4 |
4.250 |
4,569.3 |
|
|
Fisher Pivots for day following 14-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,739.8 |
4,732.8 |
PP |
4,737.7 |
4,723.7 |
S1 |
4,735.5 |
4,714.5 |
|