Trading Metrics calculated at close of trading on 20-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,863.0 |
4,891.0 |
28.0 |
0.6% |
4,710.0 |
High |
4,898.0 |
4,914.0 |
16.0 |
0.3% |
4,868.0 |
Low |
4,851.0 |
4,858.0 |
7.0 |
0.1% |
4,676.0 |
Close |
4,890.0 |
4,872.0 |
-18.0 |
-0.4% |
4,859.0 |
Range |
47.0 |
56.0 |
9.0 |
19.1% |
192.0 |
ATR |
78.5 |
76.9 |
-1.6 |
-2.0% |
0.0 |
Volume |
433,992 |
481,959 |
47,967 |
11.1% |
3,114,187 |
|
Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,049.3 |
5,016.7 |
4,902.8 |
|
R3 |
4,993.3 |
4,960.7 |
4,887.4 |
|
R2 |
4,937.3 |
4,937.3 |
4,882.3 |
|
R1 |
4,904.7 |
4,904.7 |
4,877.1 |
4,893.0 |
PP |
4,881.3 |
4,881.3 |
4,881.3 |
4,875.5 |
S1 |
4,848.7 |
4,848.7 |
4,866.9 |
4,837.0 |
S2 |
4,825.3 |
4,825.3 |
4,861.7 |
|
S3 |
4,769.3 |
4,792.7 |
4,856.6 |
|
S4 |
4,713.3 |
4,736.7 |
4,841.2 |
|
|
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 |
4,914.0 |
4,718.0 |
196.0 |
4.0% |
55.8 |
1.1% |
79% |
True |
False |
602,957 |
10 |
4,914.0 |
4,582.0 |
332.0 |
6.8% |
65.2 |
1.3% |
87% |
True |
False |
626,878 |
20 |
4,951.0 |
4,494.0 |
457.0 |
9.4% |
83.7 |
1.7% |
83% |
False |
False |
776,231 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.2% |
75.7 |
1.6% |
64% |
False |
False |
738,925 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.1% |
73.2 |
1.5% |
59% |
False |
False |
587,957 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.5% |
65.6 |
1.3% |
58% |
False |
False |
441,622 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.5% |
62.6 |
1.3% |
58% |
False |
False |
353,314 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.5% |
54.5 |
1.1% |
58% |
False |
False |
294,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,152.0 |
2.618 |
5,060.6 |
1.618 |
5,004.6 |
1.000 |
4,970.0 |
0.618 |
4,948.6 |
HIGH |
4,914.0 |
0.618 |
4,892.6 |
0.500 |
4,886.0 |
0.382 |
4,879.4 |
LOW |
4,858.0 |
0.618 |
4,823.4 |
1.000 |
4,802.0 |
1.618 |
4,767.4 |
2.618 |
4,711.4 |
4.250 |
4,620.0 |
|
|
Fisher Pivots for day following 20-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,886.0 |
4,872.5 |
PP |
4,881.3 |
4,872.3 |
S1 |
4,876.7 |
4,872.2 |
|