Trading Metrics calculated at close of trading on 13-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
18,590.00 |
18,648.25 |
58.25 |
0.3% |
18,390.00 |
High |
18,765.25 |
19,122.50 |
357.25 |
1.9% |
18,674.50 |
Low |
18,515.00 |
18,628.50 |
113.50 |
0.6% |
17,351.00 |
Close |
18,639.50 |
19,104.25 |
464.75 |
2.5% |
18,616.00 |
Range |
250.25 |
494.00 |
243.75 |
97.4% |
1,323.50 |
ATR |
498.96 |
498.60 |
-0.35 |
-0.1% |
0.00 |
Volume |
469,892 |
497,670 |
27,778 |
5.9% |
3,525,188 |
|
Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,433.75 |
20,263.00 |
19,376.00 |
|
R3 |
19,939.75 |
19,769.00 |
19,240.00 |
|
R2 |
19,445.75 |
19,445.75 |
19,194.75 |
|
R1 |
19,275.00 |
19,275.00 |
19,149.50 |
19,360.50 |
PP |
18,951.75 |
18,951.75 |
18,951.75 |
18,994.50 |
S1 |
18,781.00 |
18,781.00 |
19,059.00 |
18,866.50 |
S2 |
18,457.75 |
18,457.75 |
19,013.75 |
|
S3 |
17,963.75 |
18,287.00 |
18,968.50 |
|
S4 |
17,469.75 |
17,793.00 |
18,832.50 |
|
|
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 |
19,122.50 |
17,741.75 |
1,380.75 |
7.2% |
522.00 |
2.7% |
99% |
True |
False |
571,704 |
10 |
19,717.00 |
17,351.00 |
2,366.00 |
12.4% |
641.00 |
3.4% |
74% |
False |
False |
701,784 |
20 |
20,597.75 |
17,351.00 |
3,246.75 |
17.0% |
534.75 |
2.8% |
54% |
False |
False |
737,447 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
19.0% |
406.75 |
2.1% |
48% |
False |
False |
687,893 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
19.0% |
350.50 |
1.8% |
48% |
False |
False |
465,687 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
19.1% |
330.75 |
1.7% |
49% |
False |
False |
349,492 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.1% |
319.00 |
1.7% |
49% |
False |
False |
279,749 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.1% |
309.25 |
1.6% |
49% |
False |
False |
233,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,222.00 |
2.618 |
20,415.75 |
1.618 |
19,921.75 |
1.000 |
19,616.50 |
0.618 |
19,427.75 |
HIGH |
19,122.50 |
0.618 |
18,933.75 |
0.500 |
18,875.50 |
0.382 |
18,817.25 |
LOW |
18,628.50 |
0.618 |
18,323.25 |
1.000 |
18,134.50 |
1.618 |
17,829.25 |
2.618 |
17,335.25 |
4.250 |
16,529.00 |
|
|
Fisher Pivots for day following 13-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,028.00 |
18,987.00 |
PP |
18,951.75 |
18,870.00 |
S1 |
18,875.50 |
18,752.75 |
|