| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
8,317.5 |
8,345.5 |
28.0 |
0.3% |
8,327.5 |
| High |
8,361.5 |
8,422.5 |
61.0 |
0.7% |
8,401.0 |
| Low |
8,307.0 |
8,345.0 |
38.0 |
0.5% |
8,259.5 |
| Close |
8,352.5 |
8,373.5 |
21.0 |
0.3% |
8,352.5 |
| Range |
54.5 |
77.5 |
23.0 |
42.2% |
141.5 |
| ATR |
96.7 |
95.3 |
-1.4 |
-1.4% |
0.0 |
| Volume |
49,958 |
63,403 |
13,445 |
26.9% |
284,199 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,613.0 |
8,570.5 |
8,416.0 |
|
| R3 |
8,535.5 |
8,493.0 |
8,395.0 |
|
| R2 |
8,458.0 |
8,458.0 |
8,387.5 |
|
| R1 |
8,415.5 |
8,415.5 |
8,380.5 |
8,437.0 |
| PP |
8,380.5 |
8,380.5 |
8,380.5 |
8,391.0 |
| S1 |
8,338.0 |
8,338.0 |
8,366.5 |
8,359.0 |
| S2 |
8,303.0 |
8,303.0 |
8,359.5 |
|
| S3 |
8,225.5 |
8,260.5 |
8,352.0 |
|
| S4 |
8,148.0 |
8,183.0 |
8,331.0 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,762.0 |
8,699.0 |
8,430.5 |
|
| R3 |
8,620.5 |
8,557.5 |
8,391.5 |
|
| R2 |
8,479.0 |
8,479.0 |
8,378.5 |
|
| R1 |
8,416.0 |
8,416.0 |
8,365.5 |
8,447.5 |
| PP |
8,337.5 |
8,337.5 |
8,337.5 |
8,353.5 |
| S1 |
8,274.5 |
8,274.5 |
8,339.5 |
8,306.0 |
| S2 |
8,196.0 |
8,196.0 |
8,326.5 |
|
| S3 |
8,054.5 |
8,133.0 |
8,313.5 |
|
| S4 |
7,913.0 |
7,991.5 |
8,274.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,422.5 |
8,259.5 |
163.0 |
1.9% |
71.5 |
0.9% |
70% |
True |
False |
58,868 |
| 10 |
8,422.5 |
8,190.5 |
232.0 |
2.8% |
77.0 |
0.9% |
79% |
True |
False |
63,906 |
| 20 |
8,422.5 |
7,908.0 |
514.5 |
6.1% |
104.5 |
1.2% |
90% |
True |
False |
81,995 |
| 40 |
8,422.5 |
7,908.0 |
514.5 |
6.1% |
94.5 |
1.1% |
90% |
True |
False |
79,061 |
| 60 |
8,422.5 |
7,908.0 |
514.5 |
6.1% |
89.0 |
1.1% |
90% |
True |
False |
78,088 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.0% |
75.0 |
0.9% |
80% |
False |
False |
58,582 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
69.5 |
0.8% |
83% |
False |
False |
46,867 |
| 120 |
8,492.0 |
7,711.5 |
780.5 |
9.3% |
62.5 |
0.7% |
85% |
False |
False |
39,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,752.0 |
|
2.618 |
8,625.5 |
|
1.618 |
8,548.0 |
|
1.000 |
8,500.0 |
|
0.618 |
8,470.5 |
|
HIGH |
8,422.5 |
|
0.618 |
8,393.0 |
|
0.500 |
8,384.0 |
|
0.382 |
8,374.5 |
|
LOW |
8,345.0 |
|
0.618 |
8,297.0 |
|
1.000 |
8,267.5 |
|
1.618 |
8,219.5 |
|
2.618 |
8,142.0 |
|
4.250 |
8,015.5 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,384.0 |
8,367.5 |
| PP |
8,380.5 |
8,361.0 |
| S1 |
8,377.0 |
8,355.0 |
|