Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,457.50 |
5,481.25 |
23.75 |
0.4% |
5,330.00 |
High |
5,487.75 |
5,571.75 |
84.00 |
1.5% |
5,385.25 |
Low |
5,438.75 |
5,471.75 |
33.00 |
0.6% |
5,120.00 |
Close |
5,477.00 |
5,567.50 |
90.50 |
1.7% |
5,370.25 |
Range |
49.00 |
100.00 |
51.00 |
104.1% |
265.25 |
ATR |
96.80 |
97.03 |
0.23 |
0.2% |
0.00 |
Volume |
1,301,826 |
1,440,377 |
138,551 |
10.6% |
11,179,750 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,837.00 |
5,802.25 |
5,622.50 |
|
R3 |
5,737.00 |
5,702.25 |
5,595.00 |
|
R2 |
5,637.00 |
5,637.00 |
5,585.75 |
|
R1 |
5,602.25 |
5,602.25 |
5,576.75 |
5,619.50 |
PP |
5,537.00 |
5,537.00 |
5,537.00 |
5,545.75 |
S1 |
5,502.25 |
5,502.25 |
5,558.25 |
5,519.50 |
S2 |
5,437.00 |
5,437.00 |
5,549.25 |
|
S3 |
5,337.00 |
5,402.25 |
5,540.00 |
|
S4 |
5,237.00 |
5,302.25 |
5,512.50 |
|
|
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 |
5,571.75 |
5,319.50 |
252.25 |
4.5% |
71.50 |
1.3% |
98% |
True |
False |
1,329,077 |
10 |
5,571.75 |
5,120.00 |
451.75 |
8.1% |
118.50 |
2.1% |
99% |
True |
False |
1,965,285 |
20 |
5,629.75 |
5,120.00 |
509.75 |
9.2% |
105.25 |
1.9% |
88% |
False |
False |
2,026,064 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.8% |
79.00 |
1.4% |
74% |
False |
False |
1,751,288 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.8% |
70.25 |
1.3% |
74% |
False |
False |
1,262,775 |
80 |
5,721.25 |
5,078.75 |
642.50 |
11.5% |
66.00 |
1.2% |
76% |
False |
False |
947,672 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.6% |
66.00 |
1.2% |
78% |
False |
False |
758,550 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.6% |
63.00 |
1.1% |
78% |
False |
False |
632,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,996.75 |
2.618 |
5,833.50 |
1.618 |
5,733.50 |
1.000 |
5,671.75 |
0.618 |
5,633.50 |
HIGH |
5,571.75 |
0.618 |
5,533.50 |
0.500 |
5,521.75 |
0.382 |
5,510.00 |
LOW |
5,471.75 |
0.618 |
5,410.00 |
1.000 |
5,371.75 |
1.618 |
5,310.00 |
2.618 |
5,210.00 |
4.250 |
5,046.75 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,552.25 |
5,535.00 |
PP |
5,537.00 |
5,502.25 |
S1 |
5,521.75 |
5,469.50 |
|