Trading Metrics calculated at close of trading on 20-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
8,327.5 |
8,361.5 |
34.0 |
0.4% |
8,208.5 |
High |
8,401.0 |
8,373.5 |
-27.5 |
-0.3% |
8,397.0 |
Low |
8,300.5 |
8,261.5 |
-39.0 |
-0.5% |
8,189.5 |
Close |
8,390.0 |
8,296.0 |
-94.0 |
-1.1% |
8,337.5 |
Range |
100.5 |
112.0 |
11.5 |
11.4% |
207.5 |
ATR |
104.5 |
106.2 |
1.7 |
1.6% |
0.0 |
Volume |
53,262 |
71,964 |
18,702 |
35.1% |
349,154 |
|
Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,646.5 |
8,583.0 |
8,357.5 |
|
R3 |
8,534.5 |
8,471.0 |
8,327.0 |
|
R2 |
8,422.5 |
8,422.5 |
8,316.5 |
|
R1 |
8,359.0 |
8,359.0 |
8,306.5 |
8,335.0 |
PP |
8,310.5 |
8,310.5 |
8,310.5 |
8,298.0 |
S1 |
8,247.0 |
8,247.0 |
8,285.5 |
8,223.0 |
S2 |
8,198.5 |
8,198.5 |
8,275.5 |
|
S3 |
8,086.5 |
8,135.0 |
8,265.0 |
|
S4 |
7,974.5 |
8,023.0 |
8,234.5 |
|
|
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 |
8,247.0 |
154.0 |
1.9% |
90.0 |
1.1% |
32% |
False |
False |
71,496 |
10 |
8,401.0 |
8,029.5 |
371.5 |
4.5% |
89.5 |
1.1% |
72% |
False |
False |
73,149 |
20 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
115.5 |
1.4% |
77% |
False |
False |
88,100 |
40 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
97.0 |
1.2% |
77% |
False |
False |
83,132 |
60 |
8,410.0 |
7,908.0 |
502.0 |
6.1% |
90.0 |
1.1% |
77% |
False |
False |
74,398 |
80 |
8,492.0 |
7,908.0 |
584.0 |
7.0% |
73.0 |
0.9% |
66% |
False |
False |
55,803 |
100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
69.0 |
0.8% |
72% |
False |
False |
44,644 |
120 |
8,492.0 |
7,661.0 |
831.0 |
10.0% |
60.5 |
0.7% |
76% |
False |
False |
37,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,849.5 |
2.618 |
8,666.5 |
1.618 |
8,554.5 |
1.000 |
8,485.5 |
0.618 |
8,442.5 |
HIGH |
8,373.5 |
0.618 |
8,330.5 |
0.500 |
8,317.5 |
0.382 |
8,304.5 |
LOW |
8,261.5 |
0.618 |
8,192.5 |
1.000 |
8,149.5 |
1.618 |
8,080.5 |
2.618 |
7,968.5 |
4.250 |
7,785.5 |
|
|
Fisher Pivots for day following 20-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
8,317.5 |
8,331.0 |
PP |
8,310.5 |
8,319.5 |
S1 |
8,303.0 |
8,308.0 |
|