Trading Metrics calculated at close of trading on 23-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,642.00 |
5,597.75 |
-44.25 |
-0.8% |
5,584.00 |
High |
5,665.25 |
5,662.25 |
-3.00 |
-0.1% |
5,665.25 |
Low |
5,582.75 |
5,597.75 |
15.00 |
0.3% |
5,565.25 |
Close |
5,594.00 |
5,652.50 |
58.50 |
1.0% |
5,652.50 |
Range |
82.50 |
64.50 |
-18.00 |
-21.8% |
100.00 |
ATR |
84.31 |
83.16 |
-1.15 |
-1.4% |
0.00 |
Volume |
1,409,474 |
1,415,472 |
5,998 |
0.4% |
5,942,765 |
|
Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,831.00 |
5,806.25 |
5,688.00 |
|
R3 |
5,766.50 |
5,741.75 |
5,670.25 |
|
R2 |
5,702.00 |
5,702.00 |
5,664.25 |
|
R1 |
5,677.25 |
5,677.25 |
5,658.50 |
5,689.50 |
PP |
5,637.50 |
5,637.50 |
5,637.50 |
5,643.75 |
S1 |
5,612.75 |
5,612.75 |
5,646.50 |
5,625.00 |
S2 |
5,573.00 |
5,573.00 |
5,640.75 |
|
S3 |
5,508.50 |
5,548.25 |
5,634.75 |
|
S4 |
5,444.00 |
5,483.75 |
5,617.00 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,927.75 |
5,890.00 |
5,707.50 |
|
R3 |
5,827.75 |
5,790.00 |
5,680.00 |
|
R2 |
5,727.75 |
5,727.75 |
5,670.75 |
|
R1 |
5,690.00 |
5,690.00 |
5,661.75 |
5,709.00 |
PP |
5,627.75 |
5,627.75 |
5,627.75 |
5,637.00 |
S1 |
5,590.00 |
5,590.00 |
5,643.25 |
5,609.00 |
S2 |
5,527.75 |
5,527.75 |
5,634.25 |
|
S3 |
5,427.75 |
5,490.00 |
5,625.00 |
|
S4 |
5,327.75 |
5,390.00 |
5,597.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,665.25 |
5,565.25 |
100.00 |
1.8% |
58.25 |
1.0% |
87% |
False |
False |
1,188,553 |
10 |
5,665.25 |
5,347.75 |
317.50 |
5.6% |
63.25 |
1.1% |
96% |
False |
False |
1,235,963 |
20 |
5,665.25 |
5,120.00 |
545.25 |
9.6% |
98.50 |
1.7% |
98% |
False |
False |
1,771,945 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.6% |
81.25 |
1.4% |
89% |
False |
False |
1,724,194 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.6% |
71.00 |
1.3% |
89% |
False |
False |
1,380,550 |
80 |
5,721.25 |
5,092.00 |
629.25 |
11.1% |
65.25 |
1.2% |
89% |
False |
False |
1,036,566 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
67.00 |
1.2% |
90% |
False |
False |
829,741 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
64.25 |
1.1% |
90% |
False |
False |
691,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,936.50 |
2.618 |
5,831.00 |
1.618 |
5,766.50 |
1.000 |
5,726.75 |
0.618 |
5,702.00 |
HIGH |
5,662.25 |
0.618 |
5,637.50 |
0.500 |
5,630.00 |
0.382 |
5,622.50 |
LOW |
5,597.75 |
0.618 |
5,558.00 |
1.000 |
5,533.25 |
1.618 |
5,493.50 |
2.618 |
5,429.00 |
4.250 |
5,323.50 |
|
|
Fisher Pivots for day following 23-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,645.00 |
5,643.00 |
PP |
5,637.50 |
5,633.50 |
S1 |
5,630.00 |
5,624.00 |
|