Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,913.0 |
4,909.0 |
-4.0 |
-0.1% |
4,863.0 |
High |
4,926.0 |
4,931.0 |
5.0 |
0.1% |
4,935.0 |
Low |
4,902.0 |
4,906.0 |
4.0 |
0.1% |
4,851.0 |
Close |
4,912.0 |
4,917.0 |
5.0 |
0.1% |
4,923.0 |
Range |
24.0 |
25.0 |
1.0 |
4.2% |
84.0 |
ATR |
67.8 |
64.7 |
-3.1 |
-4.5% |
0.0 |
Volume |
234,702 |
343,905 |
109,203 |
46.5% |
2,278,262 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,993.0 |
4,980.0 |
4,930.8 |
|
R3 |
4,968.0 |
4,955.0 |
4,923.9 |
|
R2 |
4,943.0 |
4,943.0 |
4,921.6 |
|
R1 |
4,930.0 |
4,930.0 |
4,919.3 |
4,936.5 |
PP |
4,918.0 |
4,918.0 |
4,918.0 |
4,921.3 |
S1 |
4,905.0 |
4,905.0 |
4,914.7 |
4,911.5 |
S2 |
4,893.0 |
4,893.0 |
4,912.4 |
|
S3 |
4,868.0 |
4,880.0 |
4,910.1 |
|
S4 |
4,843.0 |
4,855.0 |
4,903.3 |
|
|
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 |
4,866.0 |
69.0 |
1.4% |
38.6 |
0.8% |
74% |
False |
False |
388,183 |
10 |
4,935.0 |
4,718.0 |
217.0 |
4.4% |
47.2 |
1.0% |
92% |
False |
False |
495,570 |
20 |
4,951.0 |
4,494.0 |
457.0 |
9.3% |
74.4 |
1.5% |
93% |
False |
False |
702,715 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.1% |
73.4 |
1.5% |
71% |
False |
False |
700,251 |
60 |
5,132.0 |
4,494.0 |
638.0 |
13.0% |
72.1 |
1.5% |
66% |
False |
False |
619,491 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
64.4 |
1.3% |
64% |
False |
False |
465,867 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
62.7 |
1.3% |
64% |
False |
False |
372,721 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.4% |
56.1 |
1.1% |
64% |
False |
False |
310,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,037.3 |
2.618 |
4,996.5 |
1.618 |
4,971.5 |
1.000 |
4,956.0 |
0.618 |
4,946.5 |
HIGH |
4,931.0 |
0.618 |
4,921.5 |
0.500 |
4,918.5 |
0.382 |
4,915.6 |
LOW |
4,906.0 |
0.618 |
4,890.6 |
1.000 |
4,881.0 |
1.618 |
4,865.6 |
2.618 |
4,840.6 |
4.250 |
4,799.8 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,918.5 |
4,914.5 |
PP |
4,918.0 |
4,912.0 |
S1 |
4,917.5 |
4,909.5 |
|