Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,729.0 |
4,750.0 |
21.0 |
0.4% |
4,636.0 |
High |
4,753.0 |
4,846.0 |
93.0 |
2.0% |
4,724.0 |
Low |
4,718.0 |
4,742.0 |
24.0 |
0.5% |
4,494.0 |
Close |
4,742.0 |
4,832.0 |
90.0 |
1.9% |
4,691.0 |
Range |
35.0 |
104.0 |
69.0 |
197.1% |
230.0 |
ATR |
82.8 |
84.3 |
1.5 |
1.8% |
0.0 |
Volume |
560,364 |
798,379 |
238,015 |
42.5% |
5,032,944 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,118.7 |
5,079.3 |
4,889.2 |
|
R3 |
5,014.7 |
4,975.3 |
4,860.6 |
|
R2 |
4,910.7 |
4,910.7 |
4,851.1 |
|
R1 |
4,871.3 |
4,871.3 |
4,841.5 |
4,891.0 |
PP |
4,806.7 |
4,806.7 |
4,806.7 |
4,816.5 |
S1 |
4,767.3 |
4,767.3 |
4,822.5 |
4,787.0 |
S2 |
4,702.7 |
4,702.7 |
4,812.9 |
|
S3 |
4,598.7 |
4,663.3 |
4,803.4 |
|
S4 |
4,494.7 |
4,559.3 |
4,774.8 |
|
|
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 |
4,846.0 |
4,665.0 |
181.0 |
3.7% |
59.0 |
1.2% |
92% |
True |
False |
589,291 |
10 |
4,846.0 |
4,494.0 |
352.0 |
7.3% |
90.2 |
1.9% |
96% |
True |
False |
878,185 |
20 |
4,980.0 |
4,494.0 |
486.0 |
10.1% |
87.4 |
1.8% |
70% |
False |
False |
800,797 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.3% |
77.5 |
1.6% |
57% |
False |
False |
752,374 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.2% |
73.3 |
1.5% |
53% |
False |
False |
560,535 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.6% |
66.1 |
1.4% |
51% |
False |
False |
420,926 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.6% |
61.9 |
1.3% |
51% |
False |
False |
336,755 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.6% |
53.3 |
1.1% |
51% |
False |
False |
280,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,288.0 |
2.618 |
5,118.3 |
1.618 |
5,014.3 |
1.000 |
4,950.0 |
0.618 |
4,910.3 |
HIGH |
4,846.0 |
0.618 |
4,806.3 |
0.500 |
4,794.0 |
0.382 |
4,781.7 |
LOW |
4,742.0 |
0.618 |
4,677.7 |
1.000 |
4,638.0 |
1.618 |
4,573.7 |
2.618 |
4,469.7 |
4.250 |
4,300.0 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,819.3 |
4,808.5 |
PP |
4,806.7 |
4,785.0 |
S1 |
4,794.0 |
4,761.5 |
|