Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
18,678.0 |
18,748.0 |
70.0 |
0.4% |
18,395.0 |
High |
18,781.0 |
18,911.0 |
130.0 |
0.7% |
18,730.0 |
Low |
18,672.0 |
18,725.0 |
53.0 |
0.3% |
18,347.0 |
Close |
18,753.0 |
18,844.0 |
91.0 |
0.5% |
18,694.0 |
Range |
109.0 |
186.0 |
77.0 |
70.6% |
383.0 |
ATR |
217.8 |
215.5 |
-2.3 |
-1.0% |
0.0 |
Volume |
31,265 |
38,699 |
7,434 |
23.8% |
154,337 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,384.7 |
19,300.3 |
18,946.3 |
|
R3 |
19,198.7 |
19,114.3 |
18,895.2 |
|
R2 |
19,012.7 |
19,012.7 |
18,878.1 |
|
R1 |
18,928.3 |
18,928.3 |
18,861.1 |
18,970.5 |
PP |
18,826.7 |
18,826.7 |
18,826.7 |
18,847.8 |
S1 |
18,742.3 |
18,742.3 |
18,827.0 |
18,784.5 |
S2 |
18,640.7 |
18,640.7 |
18,809.9 |
|
S3 |
18,454.7 |
18,556.3 |
18,792.9 |
|
S4 |
18,268.7 |
18,370.3 |
18,741.7 |
|
|
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 |
18,911.0 |
18,489.0 |
422.0 |
2.2% |
146.8 |
0.8% |
84% |
True |
False |
32,779 |
10 |
18,911.0 |
17,965.0 |
946.0 |
5.0% |
170.0 |
0.9% |
93% |
True |
False |
32,807 |
20 |
18,911.0 |
17,110.0 |
1,801.0 |
9.6% |
251.9 |
1.3% |
96% |
True |
False |
40,829 |
40 |
18,928.0 |
17,110.0 |
1,818.0 |
9.6% |
241.3 |
1.3% |
95% |
False |
False |
40,094 |
60 |
19,012.0 |
17,110.0 |
1,902.0 |
10.1% |
231.8 |
1.2% |
91% |
False |
False |
34,106 |
80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.0% |
196.7 |
1.0% |
84% |
False |
False |
25,597 |
100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.0% |
178.3 |
0.9% |
84% |
False |
False |
20,481 |
120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.0% |
156.3 |
0.8% |
84% |
False |
False |
17,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,701.5 |
2.618 |
19,397.9 |
1.618 |
19,211.9 |
1.000 |
19,097.0 |
0.618 |
19,025.9 |
HIGH |
18,911.0 |
0.618 |
18,839.9 |
0.500 |
18,818.0 |
0.382 |
18,796.1 |
LOW |
18,725.0 |
0.618 |
18,610.1 |
1.000 |
18,539.0 |
1.618 |
18,424.1 |
2.618 |
18,238.1 |
4.250 |
17,934.5 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,835.3 |
18,815.0 |
PP |
18,826.7 |
18,786.0 |
S1 |
18,818.0 |
18,757.0 |
|