Trading Metrics calculated at close of trading on 19-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
8,386.5 |
8,327.5 |
-59.0 |
-0.7% |
8,208.5 |
High |
8,386.5 |
8,401.0 |
14.5 |
0.2% |
8,397.0 |
Low |
8,316.5 |
8,300.5 |
-16.0 |
-0.2% |
8,189.5 |
Close |
8,337.5 |
8,390.0 |
52.5 |
0.6% |
8,337.5 |
Range |
70.0 |
100.5 |
30.5 |
43.6% |
207.5 |
ATR |
104.8 |
104.5 |
-0.3 |
-0.3% |
0.0 |
Volume |
79,279 |
53,262 |
-26,017 |
-32.8% |
349,154 |
|
Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,665.5 |
8,628.0 |
8,445.5 |
|
R3 |
8,565.0 |
8,527.5 |
8,417.5 |
|
R2 |
8,464.5 |
8,464.5 |
8,408.5 |
|
R1 |
8,427.0 |
8,427.0 |
8,399.0 |
8,446.0 |
PP |
8,364.0 |
8,364.0 |
8,364.0 |
8,373.0 |
S1 |
8,326.5 |
8,326.5 |
8,381.0 |
8,345.0 |
S2 |
8,263.5 |
8,263.5 |
8,371.5 |
|
S3 |
8,163.0 |
8,226.0 |
8,362.5 |
|
S4 |
8,062.5 |
8,125.5 |
8,334.5 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,930.5 |
8,841.5 |
8,451.5 |
|
R3 |
8,723.0 |
8,634.0 |
8,394.5 |
|
R2 |
8,515.5 |
8,515.5 |
8,375.5 |
|
R1 |
8,426.5 |
8,426.5 |
8,356.5 |
8,471.0 |
PP |
8,308.0 |
8,308.0 |
8,308.0 |
8,330.0 |
S1 |
8,219.0 |
8,219.0 |
8,318.5 |
8,263.5 |
S2 |
8,100.5 |
8,100.5 |
8,299.5 |
|
S3 |
7,893.0 |
8,011.5 |
8,280.5 |
|
S4 |
7,685.5 |
7,804.0 |
8,223.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,401.0 |
8,190.5 |
210.5 |
2.5% |
82.5 |
1.0% |
95% |
True |
False |
68,944 |
10 |
8,401.0 |
7,941.0 |
460.0 |
5.5% |
96.0 |
1.1% |
98% |
True |
False |
79,250 |
20 |
8,410.0 |
7,908.0 |
502.0 |
6.0% |
114.0 |
1.4% |
96% |
False |
False |
88,290 |
40 |
8,410.0 |
7,908.0 |
502.0 |
6.0% |
96.5 |
1.2% |
96% |
False |
False |
83,571 |
60 |
8,410.0 |
7,908.0 |
502.0 |
6.0% |
90.0 |
1.1% |
96% |
False |
False |
73,202 |
80 |
8,492.0 |
7,908.0 |
584.0 |
7.0% |
71.5 |
0.9% |
83% |
False |
False |
54,903 |
100 |
8,492.0 |
7,801.0 |
691.0 |
8.2% |
68.0 |
0.8% |
85% |
False |
False |
43,925 |
120 |
8,492.0 |
7,661.0 |
831.0 |
9.9% |
59.5 |
0.7% |
88% |
False |
False |
36,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,828.0 |
2.618 |
8,664.0 |
1.618 |
8,563.5 |
1.000 |
8,501.5 |
0.618 |
8,463.0 |
HIGH |
8,401.0 |
0.618 |
8,362.5 |
0.500 |
8,351.0 |
0.382 |
8,339.0 |
LOW |
8,300.5 |
0.618 |
8,238.5 |
1.000 |
8,200.0 |
1.618 |
8,138.0 |
2.618 |
8,037.5 |
4.250 |
7,873.5 |
|
|
Fisher Pivots for day following 19-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
8,377.0 |
8,376.5 |
PP |
8,364.0 |
8,363.0 |
S1 |
8,351.0 |
8,349.5 |
|