Trading Metrics calculated at close of trading on 26-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,888.0 |
4,913.0 |
25.0 |
0.5% |
4,863.0 |
High |
4,935.0 |
4,926.0 |
-9.0 |
-0.2% |
4,935.0 |
Low |
4,884.0 |
4,902.0 |
18.0 |
0.4% |
4,851.0 |
Close |
4,923.0 |
4,912.0 |
-11.0 |
-0.2% |
4,923.0 |
Range |
51.0 |
24.0 |
-27.0 |
-52.9% |
84.0 |
ATR |
71.2 |
67.8 |
-3.4 |
-4.7% |
0.0 |
Volume |
498,112 |
234,702 |
-263,410 |
-52.9% |
2,278,262 |
|
Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.3 |
4,972.7 |
4,925.2 |
|
R3 |
4,961.3 |
4,948.7 |
4,918.6 |
|
R2 |
4,937.3 |
4,937.3 |
4,916.4 |
|
R1 |
4,924.7 |
4,924.7 |
4,914.2 |
4,919.0 |
PP |
4,913.3 |
4,913.3 |
4,913.3 |
4,910.5 |
S1 |
4,900.7 |
4,900.7 |
4,909.8 |
4,895.0 |
S2 |
4,889.3 |
4,889.3 |
4,907.6 |
|
S3 |
4,865.3 |
4,876.7 |
4,905.4 |
|
S4 |
4,841.3 |
4,852.7 |
4,898.8 |
|
|
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 |
4,858.0 |
77.0 |
1.6% |
44.8 |
0.9% |
70% |
False |
False |
415,794 |
10 |
4,935.0 |
4,677.0 |
258.0 |
5.3% |
50.0 |
1.0% |
91% |
False |
False |
512,475 |
20 |
4,951.0 |
4,494.0 |
457.0 |
9.3% |
76.3 |
1.6% |
91% |
False |
False |
711,712 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.1% |
74.4 |
1.5% |
70% |
False |
False |
709,895 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.0% |
72.2 |
1.5% |
66% |
False |
False |
614,411 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
64.5 |
1.3% |
64% |
False |
False |
461,572 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
62.9 |
1.3% |
64% |
False |
False |
369,282 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
55.9 |
1.1% |
64% |
False |
False |
307,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,028.0 |
2.618 |
4,988.8 |
1.618 |
4,964.8 |
1.000 |
4,950.0 |
0.618 |
4,940.8 |
HIGH |
4,926.0 |
0.618 |
4,916.8 |
0.500 |
4,914.0 |
0.382 |
4,911.2 |
LOW |
4,902.0 |
0.618 |
4,887.2 |
1.000 |
4,878.0 |
1.618 |
4,863.2 |
2.618 |
4,839.2 |
4.250 |
4,800.0 |
|
|
Fisher Pivots for day following 26-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,914.0 |
4,910.2 |
PP |
4,913.3 |
4,908.3 |
S1 |
4,912.7 |
4,906.5 |
|