Trading Metrics calculated at close of trading on 21-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,925.0 |
4,909.0 |
-16.0 |
-0.3% |
4,734.0 |
High |
4,941.0 |
4,936.0 |
-5.0 |
-0.1% |
4,897.0 |
Low |
4,888.0 |
4,901.0 |
13.0 |
0.3% |
4,711.0 |
Close |
4,900.0 |
4,931.0 |
31.0 |
0.6% |
4,886.0 |
Range |
53.0 |
35.0 |
-18.0 |
-34.0% |
186.0 |
ATR |
65.3 |
63.2 |
-2.1 |
-3.2% |
0.0 |
Volume |
369 |
106 |
-263 |
-71.3% |
1,799 |
|
Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,027.7 |
5,014.3 |
4,950.3 |
|
R3 |
4,992.7 |
4,979.3 |
4,940.6 |
|
R2 |
4,957.7 |
4,957.7 |
4,937.4 |
|
R1 |
4,944.3 |
4,944.3 |
4,934.2 |
4,951.0 |
PP |
4,922.7 |
4,922.7 |
4,922.7 |
4,926.0 |
S1 |
4,909.3 |
4,909.3 |
4,927.8 |
4,916.0 |
S2 |
4,887.7 |
4,887.7 |
4,924.6 |
|
S3 |
4,852.7 |
4,874.3 |
4,921.4 |
|
S4 |
4,817.7 |
4,839.3 |
4,911.8 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,389.3 |
5,323.7 |
4,988.3 |
|
R3 |
5,203.3 |
5,137.7 |
4,937.2 |
|
R2 |
5,017.3 |
5,017.3 |
4,920.1 |
|
R1 |
4,951.7 |
4,951.7 |
4,903.1 |
4,984.5 |
PP |
4,831.3 |
4,831.3 |
4,831.3 |
4,847.8 |
S1 |
4,765.7 |
4,765.7 |
4,869.0 |
4,798.5 |
S2 |
4,645.3 |
4,645.3 |
4,851.9 |
|
S3 |
4,459.3 |
4,579.7 |
4,834.9 |
|
S4 |
4,273.3 |
4,393.7 |
4,783.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,941.0 |
4,782.0 |
159.0 |
3.2% |
49.8 |
1.0% |
94% |
False |
False |
449 |
10 |
4,941.0 |
4,656.0 |
285.0 |
5.8% |
44.6 |
0.9% |
96% |
False |
False |
549 |
20 |
4,973.0 |
4,525.0 |
448.0 |
9.1% |
62.5 |
1.3% |
91% |
False |
False |
832 |
40 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
51.0 |
1.0% |
69% |
False |
False |
553 |
60 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
41.0 |
0.8% |
52% |
False |
False |
467 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
31.5 |
0.6% |
52% |
False |
False |
544 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
26.0 |
0.5% |
52% |
False |
False |
443 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.9% |
21.7 |
0.4% |
52% |
False |
False |
484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,084.8 |
2.618 |
5,027.6 |
1.618 |
4,992.6 |
1.000 |
4,971.0 |
0.618 |
4,957.6 |
HIGH |
4,936.0 |
0.618 |
4,922.6 |
0.500 |
4,918.5 |
0.382 |
4,914.4 |
LOW |
4,901.0 |
0.618 |
4,879.4 |
1.000 |
4,866.0 |
1.618 |
4,844.4 |
2.618 |
4,809.4 |
4.250 |
4,752.3 |
|
|
Fisher Pivots for day following 21-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,926.8 |
4,924.2 |
PP |
4,922.7 |
4,917.3 |
S1 |
4,918.5 |
4,910.5 |
|