Trading Metrics calculated at close of trading on 13-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,364.25 |
5,372.50 |
8.25 |
0.2% |
5,330.00 |
High |
5,396.75 |
5,461.25 |
64.50 |
1.2% |
5,385.25 |
Low |
5,347.75 |
5,367.50 |
19.75 |
0.4% |
5,120.00 |
Close |
5,369.75 |
5,459.00 |
89.25 |
1.7% |
5,370.25 |
Range |
49.00 |
93.75 |
44.75 |
91.3% |
265.25 |
ATR |
100.99 |
100.47 |
-0.52 |
-0.5% |
0.00 |
Volume |
1,219,995 |
1,271,171 |
51,176 |
4.2% |
11,179,750 |
|
Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,710.50 |
5,678.50 |
5,510.50 |
|
R3 |
5,616.75 |
5,584.75 |
5,484.75 |
|
R2 |
5,523.00 |
5,523.00 |
5,476.25 |
|
R1 |
5,491.00 |
5,491.00 |
5,467.50 |
5,507.00 |
PP |
5,429.25 |
5,429.25 |
5,429.25 |
5,437.25 |
S1 |
5,397.25 |
5,397.25 |
5,450.50 |
5,413.25 |
S2 |
5,335.50 |
5,335.50 |
5,441.75 |
|
S3 |
5,241.75 |
5,303.50 |
5,433.25 |
|
S4 |
5,148.00 |
5,209.75 |
5,407.50 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,087.50 |
5,994.25 |
5,516.25 |
|
R3 |
5,822.25 |
5,729.00 |
5,443.25 |
|
R2 |
5,557.00 |
5,557.00 |
5,419.00 |
|
R1 |
5,463.75 |
5,463.75 |
5,394.50 |
5,510.50 |
PP |
5,291.75 |
5,291.75 |
5,291.75 |
5,315.25 |
S1 |
5,198.50 |
5,198.50 |
5,346.00 |
5,245.00 |
S2 |
5,026.50 |
5,026.50 |
5,321.50 |
|
S3 |
4,761.25 |
4,933.25 |
5,297.25 |
|
S4 |
4,496.00 |
4,668.00 |
5,224.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,461.25 |
5,182.00 |
279.25 |
5.1% |
110.00 |
2.0% |
99% |
True |
False |
1,612,551 |
10 |
5,600.75 |
5,120.00 |
480.75 |
8.8% |
133.00 |
2.4% |
71% |
False |
False |
2,181,884 |
20 |
5,717.75 |
5,120.00 |
597.75 |
10.9% |
106.75 |
2.0% |
57% |
False |
False |
2,118,365 |
40 |
5,721.25 |
5,120.00 |
601.25 |
11.0% |
77.50 |
1.4% |
56% |
False |
False |
1,774,921 |
60 |
5,721.25 |
5,120.00 |
601.25 |
11.0% |
68.50 |
1.3% |
56% |
False |
False |
1,217,162 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.9% |
66.25 |
1.2% |
63% |
False |
False |
913,479 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.9% |
65.00 |
1.2% |
63% |
False |
False |
731,167 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.9% |
63.00 |
1.2% |
63% |
False |
False |
609,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,859.75 |
2.618 |
5,706.75 |
1.618 |
5,613.00 |
1.000 |
5,555.00 |
0.618 |
5,519.25 |
HIGH |
5,461.25 |
0.618 |
5,425.50 |
0.500 |
5,414.50 |
0.382 |
5,403.25 |
LOW |
5,367.50 |
0.618 |
5,309.50 |
1.000 |
5,273.75 |
1.618 |
5,215.75 |
2.618 |
5,122.00 |
4.250 |
4,969.00 |
|
|
Fisher Pivots for day following 13-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,444.00 |
5,436.00 |
PP |
5,429.25 |
5,413.25 |
S1 |
5,414.50 |
5,390.50 |
|