| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
17,775.0 |
17,931.0 |
156.0 |
0.9% |
17,650.0 |
| High |
17,937.0 |
17,993.0 |
56.0 |
0.3% |
17,863.0 |
| Low |
17,736.0 |
17,894.0 |
158.0 |
0.9% |
17,110.0 |
| Close |
17,882.0 |
17,950.0 |
68.0 |
0.4% |
17,776.0 |
| Range |
201.0 |
99.0 |
-102.0 |
-50.7% |
753.0 |
| ATR |
282.4 |
270.2 |
-12.2 |
-4.3% |
0.0 |
| Volume |
30,560 |
30,983 |
423 |
1.4% |
259,819 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,242.7 |
18,195.3 |
18,004.5 |
|
| R3 |
18,143.7 |
18,096.3 |
17,977.2 |
|
| R2 |
18,044.7 |
18,044.7 |
17,968.2 |
|
| R1 |
17,997.3 |
17,997.3 |
17,959.1 |
18,021.0 |
| PP |
17,945.7 |
17,945.7 |
17,945.7 |
17,957.5 |
| S1 |
17,898.3 |
17,898.3 |
17,940.9 |
17,922.0 |
| S2 |
17,846.7 |
17,846.7 |
17,931.9 |
|
| S3 |
17,747.7 |
17,799.3 |
17,922.8 |
|
| S4 |
17,648.7 |
17,700.3 |
17,895.6 |
|
|
| 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 |
17,993.0 |
17,455.0 |
538.0 |
3.0% |
196.0 |
1.1% |
92% |
True |
False |
33,684 |
| 10 |
18,648.0 |
17,110.0 |
1,538.0 |
8.6% |
333.8 |
1.9% |
55% |
False |
False |
48,851 |
| 20 |
18,774.0 |
17,110.0 |
1,664.0 |
9.3% |
284.9 |
1.6% |
50% |
False |
False |
45,303 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.1% |
251.1 |
1.4% |
46% |
False |
False |
41,939 |
| 60 |
19,109.0 |
17,110.0 |
1,999.0 |
11.1% |
220.9 |
1.2% |
42% |
False |
False |
28,659 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.5% |
187.8 |
1.0% |
41% |
False |
False |
21,498 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.5% |
170.6 |
1.0% |
41% |
False |
False |
17,201 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.5% |
143.3 |
0.8% |
41% |
False |
False |
14,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,413.8 |
|
2.618 |
18,252.2 |
|
1.618 |
18,153.2 |
|
1.000 |
18,092.0 |
|
0.618 |
18,054.2 |
|
HIGH |
17,993.0 |
|
0.618 |
17,955.2 |
|
0.500 |
17,943.5 |
|
0.382 |
17,931.8 |
|
LOW |
17,894.0 |
|
0.618 |
17,832.8 |
|
1.000 |
17,795.0 |
|
1.618 |
17,733.8 |
|
2.618 |
17,634.8 |
|
4.250 |
17,473.3 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,947.8 |
17,921.5 |
| PP |
17,945.7 |
17,893.0 |
| S1 |
17,943.5 |
17,864.5 |
|