Trading Metrics calculated at close of trading on 19-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,844.0 |
4,863.0 |
19.0 |
0.4% |
4,710.0 |
High |
4,868.0 |
4,898.0 |
30.0 |
0.6% |
4,868.0 |
Low |
4,831.0 |
4,851.0 |
20.0 |
0.4% |
4,676.0 |
Close |
4,859.0 |
4,890.0 |
31.0 |
0.6% |
4,859.0 |
Range |
37.0 |
47.0 |
10.0 |
27.0% |
192.0 |
ATR |
80.9 |
78.5 |
-2.4 |
-3.0% |
0.0 |
Volume |
740,092 |
433,992 |
-306,100 |
-41.4% |
3,114,187 |
|
Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,020.7 |
5,002.3 |
4,915.9 |
|
R3 |
4,973.7 |
4,955.3 |
4,902.9 |
|
R2 |
4,926.7 |
4,926.7 |
4,898.6 |
|
R1 |
4,908.3 |
4,908.3 |
4,894.3 |
4,917.5 |
PP |
4,879.7 |
4,879.7 |
4,879.7 |
4,884.3 |
S1 |
4,861.3 |
4,861.3 |
4,885.7 |
4,870.5 |
S2 |
4,832.7 |
4,832.7 |
4,881.4 |
|
S3 |
4,785.7 |
4,814.3 |
4,877.1 |
|
S4 |
4,738.7 |
4,767.3 |
4,864.2 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,377.0 |
5,310.0 |
4,964.6 |
|
R3 |
5,185.0 |
5,118.0 |
4,911.8 |
|
R2 |
4,993.0 |
4,993.0 |
4,894.2 |
|
R1 |
4,926.0 |
4,926.0 |
4,876.6 |
4,959.5 |
PP |
4,801.0 |
4,801.0 |
4,801.0 |
4,817.8 |
S1 |
4,734.0 |
4,734.0 |
4,841.4 |
4,767.5 |
S2 |
4,609.0 |
4,609.0 |
4,823.8 |
|
S3 |
4,417.0 |
4,542.0 |
4,806.2 |
|
S4 |
4,225.0 |
4,350.0 |
4,753.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,898.0 |
4,677.0 |
221.0 |
4.5% |
55.2 |
1.1% |
96% |
True |
False |
609,157 |
10 |
4,898.0 |
4,558.0 |
340.0 |
7.0% |
70.1 |
1.4% |
98% |
True |
False |
687,325 |
20 |
4,980.0 |
4,494.0 |
486.0 |
9.9% |
83.7 |
1.7% |
81% |
False |
False |
781,596 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.1% |
76.2 |
1.6% |
67% |
False |
False |
741,861 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.0% |
73.3 |
1.5% |
62% |
False |
False |
579,933 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
65.6 |
1.3% |
60% |
False |
False |
435,598 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
62.4 |
1.3% |
60% |
False |
False |
348,495 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
54.0 |
1.1% |
60% |
False |
False |
290,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,097.8 |
2.618 |
5,021.0 |
1.618 |
4,974.0 |
1.000 |
4,945.0 |
0.618 |
4,927.0 |
HIGH |
4,898.0 |
0.618 |
4,880.0 |
0.500 |
4,874.5 |
0.382 |
4,869.0 |
LOW |
4,851.0 |
0.618 |
4,822.0 |
1.000 |
4,804.0 |
1.618 |
4,775.0 |
2.618 |
4,728.0 |
4.250 |
4,651.3 |
|
|
Fisher Pivots for day following 19-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,884.8 |
4,866.7 |
PP |
4,879.7 |
4,843.3 |
S1 |
4,874.5 |
4,820.0 |
|