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 |
5,630.00 |
5,643.75 |
13.75 |
0.2% |
5,584.00 |
High |
5,649.50 |
5,650.50 |
1.00 |
0.0% |
5,665.25 |
Low |
5,611.50 |
5,576.00 |
-35.50 |
-0.6% |
5,565.25 |
Close |
5,644.75 |
5,610.25 |
-34.50 |
-0.6% |
5,652.50 |
Range |
38.00 |
74.50 |
36.50 |
96.1% |
100.00 |
ATR |
77.69 |
77.46 |
-0.23 |
-0.3% |
0.00 |
Volume |
1,027,658 |
1,381,099 |
353,441 |
34.4% |
5,942,765 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,835.75 |
5,797.50 |
5,651.25 |
|
R3 |
5,761.25 |
5,723.00 |
5,630.75 |
|
R2 |
5,686.75 |
5,686.75 |
5,624.00 |
|
R1 |
5,648.50 |
5,648.50 |
5,617.00 |
5,630.50 |
PP |
5,612.25 |
5,612.25 |
5,612.25 |
5,603.25 |
S1 |
5,574.00 |
5,574.00 |
5,603.50 |
5,556.00 |
S2 |
5,537.75 |
5,537.75 |
5,596.50 |
|
S3 |
5,463.25 |
5,499.50 |
5,589.75 |
|
S4 |
5,388.75 |
5,425.00 |
5,569.25 |
|
|
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 |
5,576.00 |
93.00 |
1.7% |
61.75 |
1.1% |
37% |
False |
True |
1,264,812 |
10 |
5,669.00 |
5,471.75 |
197.25 |
3.5% |
60.25 |
1.1% |
70% |
False |
False |
1,206,575 |
20 |
5,669.00 |
5,120.00 |
549.00 |
9.8% |
92.25 |
1.6% |
89% |
False |
False |
1,651,496 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
81.00 |
1.4% |
82% |
False |
False |
1,696,592 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
70.00 |
1.2% |
82% |
False |
False |
1,438,153 |
80 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
64.25 |
1.1% |
82% |
False |
False |
1,080,174 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
66.25 |
1.2% |
84% |
False |
False |
864,667 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
63.75 |
1.1% |
84% |
False |
False |
720,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,967.00 |
2.618 |
5,845.50 |
1.618 |
5,771.00 |
1.000 |
5,725.00 |
0.618 |
5,696.50 |
HIGH |
5,650.50 |
0.618 |
5,622.00 |
0.500 |
5,613.25 |
0.382 |
5,604.50 |
LOW |
5,576.00 |
0.618 |
5,530.00 |
1.000 |
5,501.50 |
1.618 |
5,455.50 |
2.618 |
5,381.00 |
4.250 |
5,259.50 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,613.25 |
5,622.50 |
PP |
5,612.25 |
5,618.50 |
S1 |
5,611.25 |
5,614.25 |
|