Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
18,656.0 |
18,678.0 |
22.0 |
0.1% |
18,395.0 |
High |
18,698.0 |
18,781.0 |
83.0 |
0.4% |
18,730.0 |
Low |
18,603.0 |
18,672.0 |
69.0 |
0.4% |
18,347.0 |
Close |
18,675.0 |
18,753.0 |
78.0 |
0.4% |
18,694.0 |
Range |
95.0 |
109.0 |
14.0 |
14.7% |
383.0 |
ATR |
226.2 |
217.8 |
-8.4 |
-3.7% |
0.0 |
Volume |
25,083 |
31,265 |
6,182 |
24.6% |
154,337 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,062.3 |
19,016.7 |
18,813.0 |
|
R3 |
18,953.3 |
18,907.7 |
18,783.0 |
|
R2 |
18,844.3 |
18,844.3 |
18,773.0 |
|
R1 |
18,798.7 |
18,798.7 |
18,763.0 |
18,821.5 |
PP |
18,735.3 |
18,735.3 |
18,735.3 |
18,746.8 |
S1 |
18,689.7 |
18,689.7 |
18,743.0 |
18,712.5 |
S2 |
18,626.3 |
18,626.3 |
18,733.0 |
|
S3 |
18,517.3 |
18,580.7 |
18,723.0 |
|
S4 |
18,408.3 |
18,471.7 |
18,693.1 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,739.3 |
19,599.7 |
18,904.7 |
|
R3 |
19,356.3 |
19,216.7 |
18,799.3 |
|
R2 |
18,973.3 |
18,973.3 |
18,764.2 |
|
R1 |
18,833.7 |
18,833.7 |
18,729.1 |
18,903.5 |
PP |
18,590.3 |
18,590.3 |
18,590.3 |
18,625.3 |
S1 |
18,450.7 |
18,450.7 |
18,658.9 |
18,520.5 |
S2 |
18,207.3 |
18,207.3 |
18,623.8 |
|
S3 |
17,824.3 |
18,067.7 |
18,588.7 |
|
S4 |
17,441.3 |
17,684.7 |
18,483.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,781.0 |
18,405.0 |
376.0 |
2.0% |
136.4 |
0.7% |
93% |
True |
False |
30,507 |
10 |
18,781.0 |
17,894.0 |
887.0 |
4.7% |
161.3 |
0.9% |
97% |
True |
False |
32,035 |
20 |
18,781.0 |
17,110.0 |
1,671.0 |
8.9% |
250.9 |
1.3% |
98% |
True |
False |
40,995 |
40 |
18,928.0 |
17,110.0 |
1,818.0 |
9.7% |
244.1 |
1.3% |
90% |
False |
False |
40,278 |
60 |
19,012.0 |
17,110.0 |
1,902.0 |
10.1% |
230.1 |
1.2% |
86% |
False |
False |
33,462 |
80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.0% |
195.6 |
1.0% |
79% |
False |
False |
25,114 |
100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.0% |
178.5 |
1.0% |
79% |
False |
False |
20,094 |
120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.0% |
154.8 |
0.8% |
79% |
False |
False |
16,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,244.3 |
2.618 |
19,066.4 |
1.618 |
18,957.4 |
1.000 |
18,890.0 |
0.618 |
18,848.4 |
HIGH |
18,781.0 |
0.618 |
18,739.4 |
0.500 |
18,726.5 |
0.382 |
18,713.6 |
LOW |
18,672.0 |
0.618 |
18,604.6 |
1.000 |
18,563.0 |
1.618 |
18,495.6 |
2.618 |
18,386.6 |
4.250 |
18,208.8 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,744.2 |
18,716.7 |
PP |
18,735.3 |
18,680.3 |
S1 |
18,726.5 |
18,644.0 |
|