Trading Metrics calculated at close of trading on 19-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
19,570.25 |
19,629.00 |
58.75 |
0.3% |
18,590.00 |
High |
19,683.00 |
19,871.75 |
188.75 |
1.0% |
19,683.00 |
Low |
19,447.50 |
19,525.25 |
77.75 |
0.4% |
18,515.00 |
Close |
19,605.75 |
19,857.75 |
252.00 |
1.3% |
19,605.75 |
Range |
235.50 |
346.50 |
111.00 |
47.1% |
1,168.00 |
ATR |
466.50 |
457.93 |
-8.57 |
-1.8% |
0.00 |
Volume |
458,933 |
429,305 |
-29,628 |
-6.5% |
2,502,814 |
|
Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,791.00 |
20,671.00 |
20,048.25 |
|
R3 |
20,444.50 |
20,324.50 |
19,953.00 |
|
R2 |
20,098.00 |
20,098.00 |
19,921.25 |
|
R1 |
19,978.00 |
19,978.00 |
19,889.50 |
20,038.00 |
PP |
19,751.50 |
19,751.50 |
19,751.50 |
19,781.50 |
S1 |
19,631.50 |
19,631.50 |
19,826.00 |
19,691.50 |
S2 |
19,405.00 |
19,405.00 |
19,794.25 |
|
S3 |
19,058.50 |
19,285.00 |
19,762.50 |
|
S4 |
18,712.00 |
18,938.50 |
19,667.25 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,772.00 |
22,356.75 |
20,248.25 |
|
R3 |
21,604.00 |
21,188.75 |
19,927.00 |
|
R2 |
20,436.00 |
20,436.00 |
19,820.00 |
|
R1 |
20,020.75 |
20,020.75 |
19,712.75 |
20,228.50 |
PP |
19,268.00 |
19,268.00 |
19,268.00 |
19,371.75 |
S1 |
18,852.75 |
18,852.75 |
19,498.75 |
19,060.50 |
S2 |
18,100.00 |
18,100.00 |
19,391.50 |
|
S3 |
16,932.00 |
17,684.75 |
19,284.50 |
|
S4 |
15,764.00 |
16,516.75 |
18,963.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,871.75 |
18,628.50 |
1,243.25 |
6.3% |
371.25 |
1.9% |
99% |
True |
False |
492,445 |
10 |
19,871.75 |
17,741.75 |
2,130.00 |
10.7% |
449.00 |
2.3% |
99% |
True |
False |
552,017 |
20 |
20,084.75 |
17,351.00 |
2,733.75 |
13.8% |
518.50 |
2.6% |
92% |
False |
False |
673,146 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
413.50 |
2.1% |
69% |
False |
False |
669,133 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
363.00 |
1.8% |
69% |
False |
False |
498,358 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.3% |
330.00 |
1.7% |
69% |
False |
False |
373,989 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.4% |
326.00 |
1.6% |
69% |
False |
False |
299,378 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.4% |
314.50 |
1.6% |
69% |
False |
False |
249,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,344.50 |
2.618 |
20,779.00 |
1.618 |
20,432.50 |
1.000 |
20,218.25 |
0.618 |
20,086.00 |
HIGH |
19,871.75 |
0.618 |
19,739.50 |
0.500 |
19,698.50 |
0.382 |
19,657.50 |
LOW |
19,525.25 |
0.618 |
19,311.00 |
1.000 |
19,178.75 |
1.618 |
18,964.50 |
2.618 |
18,618.00 |
4.250 |
18,052.50 |
|
|
Fisher Pivots for day following 19-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,804.75 |
19,734.00 |
PP |
19,751.50 |
19,610.00 |
S1 |
19,698.50 |
19,486.00 |
|