Trading Metrics calculated at close of trading on 21-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
19,857.75 |
19,803.00 |
-54.75 |
-0.3% |
18,590.00 |
High |
19,931.00 |
19,981.75 |
50.75 |
0.3% |
19,683.00 |
Low |
19,743.00 |
19,771.50 |
28.50 |
0.1% |
18,515.00 |
Close |
19,809.50 |
19,909.50 |
100.00 |
0.5% |
19,605.75 |
Range |
188.00 |
210.25 |
22.25 |
11.8% |
1,168.00 |
ATR |
438.65 |
422.33 |
-16.31 |
-3.7% |
0.00 |
Volume |
485,435 |
479,077 |
-6,358 |
-1.3% |
2,502,814 |
|
Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,518.25 |
20,424.25 |
20,025.25 |
|
R3 |
20,308.00 |
20,214.00 |
19,967.25 |
|
R2 |
20,097.75 |
20,097.75 |
19,948.00 |
|
R1 |
20,003.75 |
20,003.75 |
19,928.75 |
20,050.75 |
PP |
19,887.50 |
19,887.50 |
19,887.50 |
19,911.00 |
S1 |
19,793.50 |
19,793.50 |
19,890.25 |
19,840.50 |
S2 |
19,677.25 |
19,677.25 |
19,871.00 |
|
S3 |
19,467.00 |
19,583.25 |
19,851.75 |
|
S4 |
19,256.75 |
19,373.00 |
19,793.75 |
|
|
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 |
19,981.75 |
19,100.50 |
881.25 |
4.4% |
296.50 |
1.5% |
92% |
True |
False |
475,014 |
10 |
19,981.75 |
17,741.75 |
2,240.00 |
11.3% |
364.75 |
1.8% |
97% |
True |
False |
506,234 |
20 |
19,981.75 |
17,351.00 |
2,630.75 |
13.2% |
492.00 |
2.5% |
97% |
True |
False |
648,932 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
18.2% |
409.50 |
2.1% |
70% |
False |
False |
661,785 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.2% |
358.75 |
1.8% |
70% |
False |
False |
514,369 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.2% |
325.50 |
1.6% |
70% |
False |
False |
386,024 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
327.25 |
1.6% |
71% |
False |
False |
309,015 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
314.75 |
1.6% |
71% |
False |
False |
257,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,875.25 |
2.618 |
20,532.25 |
1.618 |
20,322.00 |
1.000 |
20,192.00 |
0.618 |
20,111.75 |
HIGH |
19,981.75 |
0.618 |
19,901.50 |
0.500 |
19,876.50 |
0.382 |
19,851.75 |
LOW |
19,771.50 |
0.618 |
19,641.50 |
1.000 |
19,561.25 |
1.618 |
19,431.25 |
2.618 |
19,221.00 |
4.250 |
18,878.00 |
|
|
Fisher Pivots for day following 21-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,898.50 |
19,857.50 |
PP |
19,887.50 |
19,805.50 |
S1 |
19,876.50 |
19,753.50 |
|