Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
17,931.0 |
17,977.0 |
46.0 |
0.3% |
17,650.0 |
High |
17,993.0 |
18,279.0 |
286.0 |
1.6% |
17,863.0 |
Low |
17,894.0 |
17,965.0 |
71.0 |
0.4% |
17,110.0 |
Close |
17,950.0 |
18,250.0 |
300.0 |
1.7% |
17,776.0 |
Range |
99.0 |
314.0 |
215.0 |
217.2% |
753.0 |
ATR |
270.2 |
274.4 |
4.2 |
1.6% |
0.0 |
Volume |
30,983 |
40,852 |
9,869 |
31.9% |
259,819 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,106.7 |
18,992.3 |
18,422.7 |
|
R3 |
18,792.7 |
18,678.3 |
18,336.4 |
|
R2 |
18,478.7 |
18,478.7 |
18,307.6 |
|
R1 |
18,364.3 |
18,364.3 |
18,278.8 |
18,421.5 |
PP |
18,164.7 |
18,164.7 |
18,164.7 |
18,193.3 |
S1 |
18,050.3 |
18,050.3 |
18,221.2 |
18,107.5 |
S2 |
17,850.7 |
17,850.7 |
18,192.4 |
|
S3 |
17,536.7 |
17,736.3 |
18,163.7 |
|
S4 |
17,222.7 |
17,422.3 |
18,077.3 |
|
|
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 |
18,279.0 |
17,687.0 |
592.0 |
3.2% |
189.2 |
1.0% |
95% |
True |
False |
33,092 |
10 |
18,279.0 |
17,110.0 |
1,169.0 |
6.4% |
308.3 |
1.7% |
98% |
True |
False |
46,659 |
20 |
18,774.0 |
17,110.0 |
1,664.0 |
9.1% |
288.2 |
1.6% |
69% |
False |
False |
45,261 |
40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.0% |
255.3 |
1.4% |
63% |
False |
False |
42,024 |
60 |
19,109.0 |
17,110.0 |
1,999.0 |
11.0% |
226.2 |
1.2% |
57% |
False |
False |
29,340 |
80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.3% |
190.7 |
1.0% |
55% |
False |
False |
22,009 |
100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.3% |
173.4 |
1.0% |
55% |
False |
False |
17,609 |
120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.3% |
145.9 |
0.8% |
55% |
False |
False |
14,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,613.5 |
2.618 |
19,101.1 |
1.618 |
18,787.1 |
1.000 |
18,593.0 |
0.618 |
18,473.1 |
HIGH |
18,279.0 |
0.618 |
18,159.1 |
0.500 |
18,122.0 |
0.382 |
18,084.9 |
LOW |
17,965.0 |
0.618 |
17,770.9 |
1.000 |
17,651.0 |
1.618 |
17,456.9 |
2.618 |
17,142.9 |
4.250 |
16,630.5 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,207.3 |
18,169.2 |
PP |
18,164.7 |
18,088.3 |
S1 |
18,122.0 |
18,007.5 |
|