Trading Metrics calculated at close of trading on 23-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,912.0 |
4,888.0 |
-24.0 |
-0.5% |
4,863.0 |
High |
4,928.0 |
4,935.0 |
7.0 |
0.1% |
4,935.0 |
Low |
4,878.0 |
4,884.0 |
6.0 |
0.1% |
4,851.0 |
Close |
4,901.0 |
4,923.0 |
22.0 |
0.4% |
4,923.0 |
Range |
50.0 |
51.0 |
1.0 |
2.0% |
84.0 |
ATR |
72.7 |
71.2 |
-1.6 |
-2.1% |
0.0 |
Volume |
444,444 |
498,112 |
53,668 |
12.1% |
2,278,262 |
|
Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,067.0 |
5,046.0 |
4,951.1 |
|
R3 |
5,016.0 |
4,995.0 |
4,937.0 |
|
R2 |
4,965.0 |
4,965.0 |
4,932.4 |
|
R1 |
4,944.0 |
4,944.0 |
4,927.7 |
4,954.5 |
PP |
4,914.0 |
4,914.0 |
4,914.0 |
4,919.3 |
S1 |
4,893.0 |
4,893.0 |
4,918.3 |
4,903.5 |
S2 |
4,863.0 |
4,863.0 |
4,913.7 |
|
S3 |
4,812.0 |
4,842.0 |
4,909.0 |
|
S4 |
4,761.0 |
4,791.0 |
4,895.0 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,155.0 |
5,123.0 |
4,969.2 |
|
R3 |
5,071.0 |
5,039.0 |
4,946.1 |
|
R2 |
4,987.0 |
4,987.0 |
4,938.4 |
|
R1 |
4,955.0 |
4,955.0 |
4,930.7 |
4,971.0 |
PP |
4,903.0 |
4,903.0 |
4,903.0 |
4,911.0 |
S1 |
4,871.0 |
4,871.0 |
4,915.3 |
4,887.0 |
S2 |
4,819.0 |
4,819.0 |
4,907.6 |
|
S3 |
4,735.0 |
4,787.0 |
4,899.9 |
|
S4 |
4,651.0 |
4,703.0 |
4,876.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,935.0 |
4,851.0 |
84.0 |
1.7% |
49.4 |
1.0% |
86% |
True |
False |
455,652 |
10 |
4,935.0 |
4,676.0 |
259.0 |
5.3% |
52.0 |
1.1% |
95% |
True |
False |
539,244 |
20 |
4,951.0 |
4,494.0 |
457.0 |
9.3% |
79.5 |
1.6% |
94% |
False |
False |
729,620 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.0% |
75.1 |
1.5% |
72% |
False |
False |
725,117 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.0% |
72.7 |
1.5% |
67% |
False |
False |
610,533 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
65.2 |
1.3% |
65% |
False |
False |
458,640 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
63.2 |
1.3% |
65% |
False |
False |
366,936 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
55.7 |
1.1% |
65% |
False |
False |
305,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,151.8 |
2.618 |
5,068.5 |
1.618 |
5,017.5 |
1.000 |
4,986.0 |
0.618 |
4,966.5 |
HIGH |
4,935.0 |
0.618 |
4,915.5 |
0.500 |
4,909.5 |
0.382 |
4,903.5 |
LOW |
4,884.0 |
0.618 |
4,852.5 |
1.000 |
4,833.0 |
1.618 |
4,801.5 |
2.618 |
4,750.5 |
4.250 |
4,667.3 |
|
|
Fisher Pivots for day following 23-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,918.5 |
4,915.5 |
PP |
4,914.0 |
4,908.0 |
S1 |
4,909.5 |
4,900.5 |
|