Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,909.0 |
4,915.0 |
6.0 |
0.1% |
4,863.0 |
High |
4,931.0 |
4,947.0 |
16.0 |
0.3% |
4,935.0 |
Low |
4,906.0 |
4,908.0 |
2.0 |
0.0% |
4,851.0 |
Close |
4,917.0 |
4,930.0 |
13.0 |
0.3% |
4,923.0 |
Range |
25.0 |
39.0 |
14.0 |
56.0% |
84.0 |
ATR |
64.7 |
62.9 |
-1.8 |
-2.8% |
0.0 |
Volume |
343,905 |
424,380 |
80,475 |
23.4% |
2,278,262 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,045.3 |
5,026.7 |
4,951.5 |
|
R3 |
5,006.3 |
4,987.7 |
4,940.7 |
|
R2 |
4,967.3 |
4,967.3 |
4,937.2 |
|
R1 |
4,948.7 |
4,948.7 |
4,933.6 |
4,958.0 |
PP |
4,928.3 |
4,928.3 |
4,928.3 |
4,933.0 |
S1 |
4,909.7 |
4,909.7 |
4,926.4 |
4,919.0 |
S2 |
4,889.3 |
4,889.3 |
4,922.9 |
|
S3 |
4,850.3 |
4,870.7 |
4,919.3 |
|
S4 |
4,811.3 |
4,831.7 |
4,908.6 |
|
|
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 |
4,947.0 |
4,878.0 |
69.0 |
1.4% |
37.8 |
0.8% |
75% |
True |
False |
389,108 |
10 |
4,947.0 |
4,742.0 |
205.0 |
4.2% |
47.6 |
1.0% |
92% |
True |
False |
481,972 |
20 |
4,947.0 |
4,494.0 |
453.0 |
9.2% |
72.0 |
1.5% |
96% |
True |
False |
687,774 |
40 |
5,087.0 |
4,494.0 |
593.0 |
12.0% |
72.5 |
1.5% |
74% |
False |
False |
691,883 |
60 |
5,132.0 |
4,494.0 |
638.0 |
12.9% |
71.7 |
1.5% |
68% |
False |
False |
626,149 |
80 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
64.3 |
1.3% |
66% |
False |
False |
471,169 |
100 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
62.4 |
1.3% |
66% |
False |
False |
376,965 |
120 |
5,151.0 |
4,494.0 |
657.0 |
13.3% |
56.4 |
1.1% |
66% |
False |
False |
314,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,112.8 |
2.618 |
5,049.1 |
1.618 |
5,010.1 |
1.000 |
4,986.0 |
0.618 |
4,971.1 |
HIGH |
4,947.0 |
0.618 |
4,932.1 |
0.500 |
4,927.5 |
0.382 |
4,922.9 |
LOW |
4,908.0 |
0.618 |
4,883.9 |
1.000 |
4,869.0 |
1.618 |
4,844.9 |
2.618 |
4,805.9 |
4.250 |
4,742.3 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,929.2 |
4,928.2 |
PP |
4,928.3 |
4,926.3 |
S1 |
4,927.5 |
4,924.5 |
|