| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
17,775.0 |
17,845.0 |
70.0 |
0.4% |
17,650.0 |
| High |
17,863.0 |
17,902.0 |
39.0 |
0.2% |
17,863.0 |
| Low |
17,687.0 |
17,746.0 |
59.0 |
0.3% |
17,110.0 |
| Close |
17,776.0 |
17,782.0 |
6.0 |
0.0% |
17,776.0 |
| Range |
176.0 |
156.0 |
-20.0 |
-11.4% |
753.0 |
| ATR |
298.9 |
288.7 |
-10.2 |
-3.4% |
0.0 |
| Volume |
33,397 |
29,672 |
-3,725 |
-11.2% |
259,819 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,278.0 |
18,186.0 |
17,867.8 |
|
| R3 |
18,122.0 |
18,030.0 |
17,824.9 |
|
| R2 |
17,966.0 |
17,966.0 |
17,810.6 |
|
| R1 |
17,874.0 |
17,874.0 |
17,796.3 |
17,842.0 |
| PP |
17,810.0 |
17,810.0 |
17,810.0 |
17,794.0 |
| S1 |
17,718.0 |
17,718.0 |
17,767.7 |
17,686.0 |
| S2 |
17,654.0 |
17,654.0 |
17,753.4 |
|
| S3 |
17,498.0 |
17,562.0 |
17,739.1 |
|
| S4 |
17,342.0 |
17,406.0 |
17,696.2 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,842.0 |
19,562.0 |
18,190.2 |
|
| R3 |
19,089.0 |
18,809.0 |
17,983.1 |
|
| R2 |
18,336.0 |
18,336.0 |
17,914.1 |
|
| R1 |
18,056.0 |
18,056.0 |
17,845.0 |
18,196.0 |
| PP |
17,583.0 |
17,583.0 |
17,583.0 |
17,653.0 |
| S1 |
17,303.0 |
17,303.0 |
17,707.0 |
17,443.0 |
| S2 |
16,830.0 |
16,830.0 |
17,638.0 |
|
| S3 |
16,077.0 |
16,550.0 |
17,568.9 |
|
| S4 |
15,324.0 |
15,797.0 |
17,361.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,902.0 |
17,311.0 |
591.0 |
3.3% |
281.6 |
1.6% |
80% |
True |
False |
41,772 |
| 10 |
18,684.0 |
17,110.0 |
1,574.0 |
8.9% |
341.0 |
1.9% |
43% |
False |
False |
50,117 |
| 20 |
18,774.0 |
17,110.0 |
1,664.0 |
9.4% |
288.8 |
1.6% |
40% |
False |
False |
45,799 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.2% |
258.0 |
1.5% |
37% |
False |
False |
41,182 |
| 60 |
19,130.0 |
17,110.0 |
2,020.0 |
11.4% |
218.0 |
1.2% |
33% |
False |
False |
27,633 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.6% |
186.0 |
1.0% |
32% |
False |
False |
20,729 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.6% |
167.6 |
0.9% |
32% |
False |
False |
16,586 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.6% |
140.8 |
0.8% |
32% |
False |
False |
13,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,565.0 |
|
2.618 |
18,310.4 |
|
1.618 |
18,154.4 |
|
1.000 |
18,058.0 |
|
0.618 |
17,998.4 |
|
HIGH |
17,902.0 |
|
0.618 |
17,842.4 |
|
0.500 |
17,824.0 |
|
0.382 |
17,805.6 |
|
LOW |
17,746.0 |
|
0.618 |
17,649.6 |
|
1.000 |
17,590.0 |
|
1.618 |
17,493.6 |
|
2.618 |
17,337.6 |
|
4.250 |
17,083.0 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,824.0 |
17,747.5 |
| PP |
17,810.0 |
17,713.0 |
| S1 |
17,796.0 |
17,678.5 |
|