Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
19,787.75 |
19,558.75 |
-229.00 |
-1.2% |
19,629.00 |
High |
19,846.25 |
19,694.25 |
-152.00 |
-0.8% |
20,025.25 |
Low |
19,505.50 |
19,441.50 |
-64.00 |
-0.3% |
19,525.25 |
Close |
19,591.25 |
19,653.75 |
62.50 |
0.3% |
19,790.75 |
Range |
340.75 |
252.75 |
-88.00 |
-25.8% |
500.00 |
ATR |
413.87 |
402.36 |
-11.51 |
-2.8% |
0.00 |
Volume |
473,540 |
441,146 |
-32,394 |
-6.8% |
2,605,197 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,354.75 |
20,257.00 |
19,792.75 |
|
R3 |
20,102.00 |
20,004.25 |
19,723.25 |
|
R2 |
19,849.25 |
19,849.25 |
19,700.00 |
|
R1 |
19,751.50 |
19,751.50 |
19,677.00 |
19,800.50 |
PP |
19,596.50 |
19,596.50 |
19,596.50 |
19,621.00 |
S1 |
19,498.75 |
19,498.75 |
19,630.50 |
19,547.50 |
S2 |
19,343.75 |
19,343.75 |
19,607.50 |
|
S3 |
19,091.00 |
19,246.00 |
19,584.25 |
|
S4 |
18,838.25 |
18,993.25 |
19,514.75 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,280.50 |
21,035.50 |
20,065.75 |
|
R3 |
20,780.50 |
20,535.50 |
19,928.25 |
|
R2 |
20,280.50 |
20,280.50 |
19,882.50 |
|
R1 |
20,035.50 |
20,035.50 |
19,836.50 |
20,158.00 |
PP |
19,780.50 |
19,780.50 |
19,780.50 |
19,841.50 |
S1 |
19,535.50 |
19,535.50 |
19,745.00 |
19,658.00 |
S2 |
19,280.50 |
19,280.50 |
19,699.00 |
|
S3 |
18,780.50 |
19,035.50 |
19,653.25 |
|
S4 |
18,280.50 |
18,535.50 |
19,515.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,025.25 |
19,441.50 |
583.75 |
3.0% |
320.00 |
1.6% |
36% |
False |
True |
521,028 |
10 |
20,025.25 |
18,925.50 |
1,099.75 |
5.6% |
315.00 |
1.6% |
66% |
False |
False |
505,513 |
20 |
20,025.25 |
17,351.00 |
2,674.25 |
13.6% |
478.00 |
2.4% |
86% |
False |
False |
603,648 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
18.5% |
418.00 |
2.1% |
63% |
False |
False |
650,700 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.5% |
364.75 |
1.9% |
63% |
False |
False |
549,662 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.5% |
326.00 |
1.7% |
63% |
False |
False |
412,558 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.6% |
328.75 |
1.7% |
64% |
False |
False |
330,253 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.6% |
317.00 |
1.6% |
64% |
False |
False |
275,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,768.50 |
2.618 |
20,356.00 |
1.618 |
20,103.25 |
1.000 |
19,947.00 |
0.618 |
19,850.50 |
HIGH |
19,694.25 |
0.618 |
19,597.75 |
0.500 |
19,568.00 |
0.382 |
19,538.00 |
LOW |
19,441.50 |
0.618 |
19,285.25 |
1.000 |
19,188.75 |
1.618 |
19,032.50 |
2.618 |
18,779.75 |
4.250 |
18,367.25 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,625.00 |
19,673.00 |
PP |
19,596.50 |
19,666.50 |
S1 |
19,568.00 |
19,660.00 |
|