Trading Metrics calculated at close of trading on 12-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
18,550.25 |
18,590.00 |
39.75 |
0.2% |
18,390.00 |
High |
18,674.50 |
18,765.25 |
90.75 |
0.5% |
18,674.50 |
Low |
18,383.00 |
18,515.00 |
132.00 |
0.7% |
17,351.00 |
Close |
18,616.00 |
18,639.50 |
23.50 |
0.1% |
18,616.00 |
Range |
291.50 |
250.25 |
-41.25 |
-14.2% |
1,323.50 |
ATR |
518.09 |
498.96 |
-19.13 |
-3.7% |
0.00 |
Volume |
501,761 |
469,892 |
-31,869 |
-6.4% |
3,525,188 |
|
Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,390.75 |
19,265.25 |
18,777.25 |
|
R3 |
19,140.50 |
19,015.00 |
18,708.25 |
|
R2 |
18,890.25 |
18,890.25 |
18,685.50 |
|
R1 |
18,764.75 |
18,764.75 |
18,662.50 |
18,827.50 |
PP |
18,640.00 |
18,640.00 |
18,640.00 |
18,671.25 |
S1 |
18,514.50 |
18,514.50 |
18,616.50 |
18,577.25 |
S2 |
18,389.75 |
18,389.75 |
18,593.50 |
|
S3 |
18,139.50 |
18,264.25 |
18,570.75 |
|
S4 |
17,889.25 |
18,014.00 |
18,501.75 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,184.25 |
21,723.75 |
19,344.00 |
|
R3 |
20,860.75 |
20,400.25 |
18,980.00 |
|
R2 |
19,537.25 |
19,537.25 |
18,858.75 |
|
R1 |
19,076.75 |
19,076.75 |
18,737.25 |
19,307.00 |
PP |
18,213.75 |
18,213.75 |
18,213.75 |
18,329.00 |
S1 |
17,753.25 |
17,753.25 |
18,494.75 |
17,983.50 |
S2 |
16,890.25 |
16,890.25 |
18,373.25 |
|
S3 |
15,566.75 |
16,429.75 |
18,252.00 |
|
S4 |
14,243.25 |
15,106.25 |
17,888.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,765.25 |
17,741.75 |
1,023.50 |
5.5% |
526.50 |
2.8% |
88% |
True |
False |
611,588 |
10 |
19,717.00 |
17,351.00 |
2,366.00 |
12.7% |
651.00 |
3.5% |
54% |
False |
False |
726,517 |
20 |
20,684.50 |
17,351.00 |
3,333.50 |
17.9% |
521.00 |
2.8% |
39% |
False |
False |
744,051 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
19.5% |
399.25 |
2.1% |
35% |
False |
False |
681,497 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
19.5% |
344.25 |
1.8% |
35% |
False |
False |
457,404 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
19.6% |
328.25 |
1.8% |
36% |
False |
False |
343,286 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.6% |
317.25 |
1.7% |
36% |
False |
False |
274,784 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.6% |
307.75 |
1.7% |
36% |
False |
False |
229,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,828.75 |
2.618 |
19,420.50 |
1.618 |
19,170.25 |
1.000 |
19,015.50 |
0.618 |
18,920.00 |
HIGH |
18,765.25 |
0.618 |
18,669.75 |
0.500 |
18,640.00 |
0.382 |
18,610.50 |
LOW |
18,515.00 |
0.618 |
18,360.25 |
1.000 |
18,264.75 |
1.618 |
18,110.00 |
2.618 |
17,859.75 |
4.250 |
17,451.50 |
|
|
Fisher Pivots for day following 12-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,640.00 |
18,510.75 |
PP |
18,640.00 |
18,382.25 |
S1 |
18,639.75 |
18,253.50 |
|