Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
19,099.25 |
19,142.50 |
43.25 |
0.2% |
18,390.00 |
High |
19,203.50 |
19,603.25 |
399.75 |
2.1% |
18,674.50 |
Low |
18,925.50 |
19,100.50 |
175.00 |
0.9% |
17,351.00 |
Close |
19,115.00 |
19,581.25 |
466.25 |
2.4% |
18,616.00 |
Range |
278.00 |
502.75 |
224.75 |
80.8% |
1,323.50 |
ATR |
482.85 |
484.27 |
1.42 |
0.3% |
0.00 |
Volume |
553,997 |
522,322 |
-31,675 |
-5.7% |
3,525,188 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,936.50 |
20,761.75 |
19,857.75 |
|
R3 |
20,433.75 |
20,259.00 |
19,719.50 |
|
R2 |
19,931.00 |
19,931.00 |
19,673.50 |
|
R1 |
19,756.25 |
19,756.25 |
19,627.25 |
19,843.50 |
PP |
19,428.25 |
19,428.25 |
19,428.25 |
19,472.00 |
S1 |
19,253.50 |
19,253.50 |
19,535.25 |
19,341.00 |
S2 |
18,925.50 |
18,925.50 |
19,489.00 |
|
S3 |
18,422.75 |
18,750.75 |
19,443.00 |
|
S4 |
17,920.00 |
18,248.00 |
19,304.75 |
|
|
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 |
19,603.25 |
18,383.00 |
1,220.25 |
6.2% |
363.25 |
1.9% |
98% |
True |
False |
509,128 |
10 |
19,603.25 |
17,351.00 |
2,252.25 |
11.5% |
554.00 |
2.8% |
99% |
True |
False |
641,129 |
20 |
20,084.75 |
17,351.00 |
2,733.75 |
14.0% |
522.00 |
2.7% |
82% |
False |
False |
700,333 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
18.6% |
413.50 |
2.1% |
61% |
False |
False |
684,128 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.6% |
358.50 |
1.8% |
61% |
False |
False |
483,598 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.6% |
331.25 |
1.7% |
61% |
False |
False |
362,905 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.6% |
323.75 |
1.7% |
62% |
False |
False |
290,501 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.6% |
311.50 |
1.6% |
62% |
False |
False |
242,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,740.00 |
2.618 |
20,919.50 |
1.618 |
20,416.75 |
1.000 |
20,106.00 |
0.618 |
19,914.00 |
HIGH |
19,603.25 |
0.618 |
19,411.25 |
0.500 |
19,352.00 |
0.382 |
19,292.50 |
LOW |
19,100.50 |
0.618 |
18,789.75 |
1.000 |
18,597.75 |
1.618 |
18,287.00 |
2.618 |
17,784.25 |
4.250 |
16,963.75 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,504.75 |
19,426.00 |
PP |
19,428.25 |
19,271.00 |
S1 |
19,352.00 |
19,116.00 |
|