Trading Metrics calculated at close of trading on 26-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,597.75 |
5,650.50 |
52.75 |
0.9% |
5,584.00 |
High |
5,662.25 |
5,669.00 |
6.75 |
0.1% |
5,665.25 |
Low |
5,597.75 |
5,619.75 |
22.00 |
0.4% |
5,565.25 |
Close |
5,652.50 |
5,637.00 |
-15.50 |
-0.3% |
5,652.50 |
Range |
64.50 |
49.25 |
-15.25 |
-23.6% |
100.00 |
ATR |
83.16 |
80.74 |
-2.42 |
-2.9% |
0.00 |
Volume |
1,415,472 |
1,090,361 |
-325,111 |
-23.0% |
5,942,765 |
|
Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,789.75 |
5,762.50 |
5,664.00 |
|
R3 |
5,740.50 |
5,713.25 |
5,650.50 |
|
R2 |
5,691.25 |
5,691.25 |
5,646.00 |
|
R1 |
5,664.00 |
5,664.00 |
5,641.50 |
5,653.00 |
PP |
5,642.00 |
5,642.00 |
5,642.00 |
5,636.50 |
S1 |
5,614.75 |
5,614.75 |
5,632.50 |
5,603.75 |
S2 |
5,592.75 |
5,592.75 |
5,628.00 |
|
S3 |
5,543.50 |
5,565.50 |
5,623.50 |
|
S4 |
5,494.25 |
5,516.25 |
5,610.00 |
|
|
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 |
5,669.00 |
5,582.75 |
86.25 |
1.5% |
54.75 |
1.0% |
63% |
True |
False |
1,204,502 |
10 |
5,669.00 |
5,367.50 |
301.50 |
5.3% |
63.25 |
1.1% |
89% |
True |
False |
1,222,999 |
20 |
5,669.00 |
5,120.00 |
549.00 |
9.7% |
98.25 |
1.7% |
94% |
True |
False |
1,741,581 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
80.75 |
1.4% |
86% |
False |
False |
1,705,059 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
71.00 |
1.3% |
86% |
False |
False |
1,398,484 |
80 |
5,721.25 |
5,092.00 |
629.25 |
11.2% |
64.75 |
1.1% |
87% |
False |
False |
1,050,157 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
67.25 |
1.2% |
88% |
False |
False |
840,631 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
64.00 |
1.1% |
88% |
False |
False |
700,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,878.25 |
2.618 |
5,798.00 |
1.618 |
5,748.75 |
1.000 |
5,718.25 |
0.618 |
5,699.50 |
HIGH |
5,669.00 |
0.618 |
5,650.25 |
0.500 |
5,644.50 |
0.382 |
5,638.50 |
LOW |
5,619.75 |
0.618 |
5,589.25 |
1.000 |
5,570.50 |
1.618 |
5,540.00 |
2.618 |
5,490.75 |
4.250 |
5,410.50 |
|
|
Fisher Pivots for day following 26-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,644.50 |
5,633.25 |
PP |
5,642.00 |
5,629.50 |
S1 |
5,639.50 |
5,626.00 |
|