Trading Metrics calculated at close of trading on 30-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,580.50 |
5,618.50 |
38.00 |
0.7% |
5,650.50 |
High |
5,663.75 |
5,665.00 |
1.25 |
0.0% |
5,669.00 |
Low |
5,561.25 |
5,594.25 |
33.00 |
0.6% |
5,561.25 |
Close |
5,610.00 |
5,661.00 |
51.00 |
0.9% |
5,661.00 |
Range |
102.50 |
70.75 |
-31.75 |
-31.0% |
107.75 |
ATR |
79.25 |
78.64 |
-0.61 |
-0.8% |
0.00 |
Volume |
1,571,688 |
1,558,874 |
-12,814 |
-0.8% |
6,629,680 |
|
Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,852.25 |
5,827.50 |
5,700.00 |
|
R3 |
5,781.50 |
5,756.75 |
5,680.50 |
|
R2 |
5,710.75 |
5,710.75 |
5,674.00 |
|
R1 |
5,686.00 |
5,686.00 |
5,667.50 |
5,698.50 |
PP |
5,640.00 |
5,640.00 |
5,640.00 |
5,646.25 |
S1 |
5,615.25 |
5,615.25 |
5,654.50 |
5,627.50 |
S2 |
5,569.25 |
5,569.25 |
5,648.00 |
|
S3 |
5,498.50 |
5,544.50 |
5,641.50 |
|
S4 |
5,427.75 |
5,473.75 |
5,622.00 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.75 |
5,915.00 |
5,720.25 |
|
R3 |
5,846.00 |
5,807.25 |
5,690.75 |
|
R2 |
5,738.25 |
5,738.25 |
5,680.75 |
|
R1 |
5,699.50 |
5,699.50 |
5,671.00 |
5,719.00 |
PP |
5,630.50 |
5,630.50 |
5,630.50 |
5,640.00 |
S1 |
5,591.75 |
5,591.75 |
5,651.00 |
5,611.00 |
S2 |
5,522.75 |
5,522.75 |
5,641.25 |
|
S3 |
5,415.00 |
5,484.00 |
5,631.25 |
|
S4 |
5,307.25 |
5,376.25 |
5,601.75 |
|
|
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 |
5,561.25 |
107.75 |
1.9% |
67.00 |
1.2% |
93% |
False |
False |
1,325,936 |
10 |
5,669.00 |
5,561.25 |
107.75 |
1.9% |
62.50 |
1.1% |
93% |
False |
False |
1,257,244 |
20 |
5,669.00 |
5,120.00 |
549.00 |
9.7% |
86.00 |
1.5% |
99% |
False |
False |
1,508,453 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.6% |
83.25 |
1.5% |
90% |
False |
False |
1,723,802 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.6% |
71.00 |
1.3% |
90% |
False |
False |
1,489,606 |
80 |
5,721.25 |
5,120.00 |
601.25 |
10.6% |
65.50 |
1.2% |
90% |
False |
False |
1,119,272 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
67.00 |
1.2% |
91% |
False |
False |
895,954 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
64.50 |
1.1% |
91% |
False |
False |
746,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,965.75 |
2.618 |
5,850.25 |
1.618 |
5,779.50 |
1.000 |
5,735.75 |
0.618 |
5,708.75 |
HIGH |
5,665.00 |
0.618 |
5,638.00 |
0.500 |
5,629.50 |
0.382 |
5,621.25 |
LOW |
5,594.25 |
0.618 |
5,550.50 |
1.000 |
5,523.50 |
1.618 |
5,479.75 |
2.618 |
5,409.00 |
4.250 |
5,293.50 |
|
|
Fisher Pivots for day following 30-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,650.50 |
5,645.00 |
PP |
5,640.00 |
5,629.00 |
S1 |
5,629.50 |
5,613.00 |
|