Trading Metrics calculated at close of trading on 21-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,891.0 |
4,869.0 |
-22.0 |
-0.4% |
4,710.0 |
High |
4,914.0 |
4,909.0 |
-5.0 |
-0.1% |
4,868.0 |
Low |
4,858.0 |
4,866.0 |
8.0 |
0.2% |
4,676.0 |
Close |
4,872.0 |
4,903.0 |
31.0 |
0.6% |
4,859.0 |
Range |
56.0 |
43.0 |
-13.0 |
-23.2% |
192.0 |
ATR |
76.9 |
74.5 |
-2.4 |
-3.1% |
0.0 |
Volume |
481,959 |
419,755 |
-62,204 |
-12.9% |
3,114,187 |
|
Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,021.7 |
5,005.3 |
4,926.7 |
|
R3 |
4,978.7 |
4,962.3 |
4,914.8 |
|
R2 |
4,935.7 |
4,935.7 |
4,910.9 |
|
R1 |
4,919.3 |
4,919.3 |
4,906.9 |
4,927.5 |
PP |
4,892.7 |
4,892.7 |
4,892.7 |
4,896.8 |
S1 |
4,876.3 |
4,876.3 |
4,899.1 |
4,884.5 |
S2 |
4,849.7 |
4,849.7 |
4,895.1 |
|
S3 |
4,806.7 |
4,833.3 |
4,891.2 |
|
S4 |
4,763.7 |
4,790.3 |
4,879.4 |
|
|
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 |
4,742.0 |
172.0 |
3.5% |
57.4 |
1.2% |
94% |
False |
False |
574,835 |
10 |
4,914.0 |
4,614.0 |
300.0 |
6.1% |
57.1 |
1.2% |
96% |
False |
False |
574,614 |
20 |
4,951.0 |
4,494.0 |
457.0 |
9.3% |
82.5 |
1.7% |
89% |
False |
False |
763,989 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.1% |
75.8 |
1.5% |
69% |
False |
False |
734,002 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.0% |
73.1 |
1.5% |
64% |
False |
False |
594,939 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
65.1 |
1.3% |
62% |
False |
False |
446,860 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
62.7 |
1.3% |
62% |
False |
False |
357,512 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
54.9 |
1.1% |
62% |
False |
False |
297,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,091.8 |
2.618 |
5,021.6 |
1.618 |
4,978.6 |
1.000 |
4,952.0 |
0.618 |
4,935.6 |
HIGH |
4,909.0 |
0.618 |
4,892.6 |
0.500 |
4,887.5 |
0.382 |
4,882.4 |
LOW |
4,866.0 |
0.618 |
4,839.4 |
1.000 |
4,823.0 |
1.618 |
4,796.4 |
2.618 |
4,753.4 |
4.250 |
4,683.3 |
|
|
Fisher Pivots for day following 21-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,897.8 |
4,896.2 |
PP |
4,892.7 |
4,889.3 |
S1 |
4,887.5 |
4,882.5 |
|