Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
19,558.75 |
19,635.50 |
76.75 |
0.4% |
19,629.00 |
High |
19,694.25 |
19,691.00 |
-3.25 |
0.0% |
20,025.25 |
Low |
19,441.50 |
19,227.25 |
-214.25 |
-1.1% |
19,525.25 |
Close |
19,653.75 |
19,415.75 |
-238.00 |
-1.2% |
19,790.75 |
Range |
252.75 |
463.75 |
211.00 |
83.5% |
500.00 |
ATR |
402.36 |
406.74 |
4.39 |
1.1% |
0.00 |
Volume |
441,146 |
537,278 |
96,132 |
21.8% |
2,605,197 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,836.00 |
20,589.50 |
19,670.75 |
|
R3 |
20,372.25 |
20,125.75 |
19,543.25 |
|
R2 |
19,908.50 |
19,908.50 |
19,500.75 |
|
R1 |
19,662.00 |
19,662.00 |
19,458.25 |
19,553.50 |
PP |
19,444.75 |
19,444.75 |
19,444.75 |
19,390.25 |
S1 |
19,198.25 |
19,198.25 |
19,373.25 |
19,089.50 |
S2 |
18,981.00 |
18,981.00 |
19,330.75 |
|
S3 |
18,517.25 |
18,734.50 |
19,288.25 |
|
S4 |
18,053.50 |
18,270.75 |
19,160.75 |
|
|
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 |
19,227.25 |
798.00 |
4.1% |
370.50 |
1.9% |
24% |
False |
True |
532,668 |
10 |
20,025.25 |
19,100.50 |
924.75 |
4.8% |
333.50 |
1.7% |
34% |
False |
False |
503,841 |
20 |
20,025.25 |
17,351.00 |
2,674.25 |
13.8% |
461.75 |
2.4% |
77% |
False |
False |
592,400 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
421.00 |
2.2% |
57% |
False |
False |
648,595 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
367.25 |
1.9% |
57% |
False |
False |
558,570 |
80 |
20,983.75 |
17,351.00 |
3,632.75 |
18.7% |
327.75 |
1.7% |
57% |
False |
False |
419,257 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.8% |
330.00 |
1.7% |
57% |
False |
False |
335,617 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.8% |
317.25 |
1.6% |
57% |
False |
False |
279,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,662.00 |
2.618 |
20,905.00 |
1.618 |
20,441.25 |
1.000 |
20,154.75 |
0.618 |
19,977.50 |
HIGH |
19,691.00 |
0.618 |
19,513.75 |
0.500 |
19,459.00 |
0.382 |
19,404.50 |
LOW |
19,227.25 |
0.618 |
18,940.75 |
1.000 |
18,763.50 |
1.618 |
18,477.00 |
2.618 |
18,013.25 |
4.250 |
17,256.25 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,459.00 |
19,536.75 |
PP |
19,444.75 |
19,496.50 |
S1 |
19,430.25 |
19,456.00 |
|