| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
17,845.0 |
17,775.0 |
-70.0 |
-0.4% |
17,650.0 |
| High |
17,902.0 |
17,937.0 |
35.0 |
0.2% |
17,863.0 |
| Low |
17,746.0 |
17,736.0 |
-10.0 |
-0.1% |
17,110.0 |
| Close |
17,782.0 |
17,882.0 |
100.0 |
0.6% |
17,776.0 |
| Range |
156.0 |
201.0 |
45.0 |
28.8% |
753.0 |
| ATR |
288.7 |
282.4 |
-6.3 |
-2.2% |
0.0 |
| Volume |
29,672 |
30,560 |
888 |
3.0% |
259,819 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,454.7 |
18,369.3 |
17,992.6 |
|
| R3 |
18,253.7 |
18,168.3 |
17,937.3 |
|
| R2 |
18,052.7 |
18,052.7 |
17,918.9 |
|
| R1 |
17,967.3 |
17,967.3 |
17,900.4 |
18,010.0 |
| PP |
17,851.7 |
17,851.7 |
17,851.7 |
17,873.0 |
| S1 |
17,766.3 |
17,766.3 |
17,863.6 |
17,809.0 |
| S2 |
17,650.7 |
17,650.7 |
17,845.2 |
|
| S3 |
17,449.7 |
17,565.3 |
17,826.7 |
|
| S4 |
17,248.7 |
17,364.3 |
17,771.5 |
|
|
| 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 |
17,937.0 |
17,369.0 |
568.0 |
3.2% |
252.8 |
1.4% |
90% |
True |
False |
37,582 |
| 10 |
18,684.0 |
17,110.0 |
1,574.0 |
8.8% |
340.5 |
1.9% |
49% |
False |
False |
49,954 |
| 20 |
18,774.0 |
17,110.0 |
1,664.0 |
9.3% |
291.8 |
1.6% |
46% |
False |
False |
45,765 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.2% |
253.4 |
1.4% |
42% |
False |
False |
41,776 |
| 60 |
19,109.0 |
17,110.0 |
1,999.0 |
11.2% |
219.3 |
1.2% |
39% |
False |
False |
28,143 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.6% |
187.8 |
1.1% |
37% |
False |
False |
21,111 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.6% |
169.6 |
0.9% |
37% |
False |
False |
16,891 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.6% |
142.5 |
0.8% |
37% |
False |
False |
14,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,791.3 |
|
2.618 |
18,463.2 |
|
1.618 |
18,262.2 |
|
1.000 |
18,138.0 |
|
0.618 |
18,061.2 |
|
HIGH |
17,937.0 |
|
0.618 |
17,860.2 |
|
0.500 |
17,836.5 |
|
0.382 |
17,812.8 |
|
LOW |
17,736.0 |
|
0.618 |
17,611.8 |
|
1.000 |
17,535.0 |
|
1.618 |
17,410.8 |
|
2.618 |
17,209.8 |
|
4.250 |
16,881.8 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,866.8 |
17,858.7 |
| PP |
17,851.7 |
17,835.3 |
| S1 |
17,836.5 |
17,812.0 |
|