Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,767.0 |
4,783.0 |
16.0 |
0.3% |
4,650.0 |
High |
4,778.0 |
4,868.0 |
90.0 |
1.9% |
4,732.0 |
Low |
4,753.0 |
4,782.0 |
29.0 |
0.6% |
4,525.0 |
Close |
4,768.0 |
4,859.0 |
91.0 |
1.9% |
4,716.0 |
Range |
25.0 |
86.0 |
61.0 |
244.0% |
207.0 |
ATR |
67.9 |
70.2 |
2.3 |
3.4% |
0.0 |
Volume |
111 |
1,054 |
943 |
849.5% |
13,559 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,094.3 |
5,062.7 |
4,906.3 |
|
R3 |
5,008.3 |
4,976.7 |
4,882.7 |
|
R2 |
4,922.3 |
4,922.3 |
4,874.8 |
|
R1 |
4,890.7 |
4,890.7 |
4,866.9 |
4,906.5 |
PP |
4,836.3 |
4,836.3 |
4,836.3 |
4,844.3 |
S1 |
4,804.7 |
4,804.7 |
4,851.1 |
4,820.5 |
S2 |
4,750.3 |
4,750.3 |
4,843.2 |
|
S3 |
4,664.3 |
4,718.7 |
4,835.4 |
|
S4 |
4,578.3 |
4,632.7 |
4,811.7 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,278.7 |
5,204.3 |
4,829.9 |
|
R3 |
5,071.7 |
4,997.3 |
4,772.9 |
|
R2 |
4,864.7 |
4,864.7 |
4,754.0 |
|
R1 |
4,790.3 |
4,790.3 |
4,735.0 |
4,827.5 |
PP |
4,657.7 |
4,657.7 |
4,657.7 |
4,676.3 |
S1 |
4,583.3 |
4,583.3 |
4,697.0 |
4,620.5 |
S2 |
4,450.7 |
4,450.7 |
4,678.1 |
|
S3 |
4,243.7 |
4,376.3 |
4,659.1 |
|
S4 |
4,036.7 |
4,169.3 |
4,602.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,868.0 |
4,707.0 |
161.0 |
3.3% |
42.4 |
0.9% |
94% |
True |
False |
856 |
10 |
4,868.0 |
4,525.0 |
343.0 |
7.1% |
66.3 |
1.4% |
97% |
True |
False |
1,510 |
20 |
4,991.0 |
4,525.0 |
466.0 |
9.6% |
64.4 |
1.3% |
72% |
False |
False |
877 |
40 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
51.0 |
1.0% |
57% |
False |
False |
590 |
60 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
39.3 |
0.8% |
43% |
False |
False |
447 |
80 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
29.5 |
0.6% |
43% |
False |
False |
539 |
100 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
24.4 |
0.5% |
43% |
False |
False |
435 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
20.3 |
0.4% |
43% |
False |
False |
478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,233.5 |
2.618 |
5,093.1 |
1.618 |
5,007.1 |
1.000 |
4,954.0 |
0.618 |
4,921.1 |
HIGH |
4,868.0 |
0.618 |
4,835.1 |
0.500 |
4,825.0 |
0.382 |
4,814.9 |
LOW |
4,782.0 |
0.618 |
4,728.9 |
1.000 |
4,696.0 |
1.618 |
4,642.9 |
2.618 |
4,556.9 |
4.250 |
4,416.5 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,847.7 |
4,835.8 |
PP |
4,836.3 |
4,812.7 |
S1 |
4,825.0 |
4,789.5 |
|