Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,940.0 |
4,946.0 |
6.0 |
0.1% |
4,887.0 |
High |
4,952.0 |
4,957.0 |
5.0 |
0.1% |
4,961.0 |
Low |
4,931.0 |
4,936.0 |
5.0 |
0.1% |
4,880.0 |
Close |
4,941.0 |
4,946.0 |
5.0 |
0.1% |
4,952.0 |
Range |
21.0 |
21.0 |
0.0 |
0.0% |
81.0 |
ATR |
58.0 |
55.4 |
-2.6 |
-4.6% |
0.0 |
Volume |
352 |
1,284 |
932 |
264.8% |
2,371 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,009.3 |
4,998.7 |
4,957.6 |
|
R3 |
4,988.3 |
4,977.7 |
4,951.8 |
|
R2 |
4,967.3 |
4,967.3 |
4,949.9 |
|
R1 |
4,956.7 |
4,956.7 |
4,947.9 |
4,956.5 |
PP |
4,946.3 |
4,946.3 |
4,946.3 |
4,946.3 |
S1 |
4,935.7 |
4,935.7 |
4,944.1 |
4,935.5 |
S2 |
4,925.3 |
4,925.3 |
4,942.2 |
|
S3 |
4,904.3 |
4,914.7 |
4,940.2 |
|
S4 |
4,883.3 |
4,893.7 |
4,934.5 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,174.0 |
5,144.0 |
4,996.6 |
|
R3 |
5,093.0 |
5,063.0 |
4,974.3 |
|
R2 |
5,012.0 |
5,012.0 |
4,966.9 |
|
R1 |
4,982.0 |
4,982.0 |
4,959.4 |
4,997.0 |
PP |
4,931.0 |
4,931.0 |
4,931.0 |
4,938.5 |
S1 |
4,901.0 |
4,901.0 |
4,944.6 |
4,916.0 |
S2 |
4,850.0 |
4,850.0 |
4,937.2 |
|
S3 |
4,769.0 |
4,820.0 |
4,929.7 |
|
S4 |
4,688.0 |
4,739.0 |
4,907.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,961.0 |
4,901.0 |
60.0 |
1.2% |
34.0 |
0.7% |
75% |
False |
False |
688 |
10 |
4,961.0 |
4,753.0 |
208.0 |
4.2% |
40.9 |
0.8% |
93% |
False |
False |
569 |
20 |
4,973.0 |
4,525.0 |
448.0 |
9.1% |
56.7 |
1.1% |
94% |
False |
False |
986 |
40 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
52.3 |
1.1% |
71% |
False |
False |
583 |
60 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
43.3 |
0.9% |
54% |
False |
False |
523 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
33.2 |
0.7% |
54% |
False |
False |
399 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
26.6 |
0.5% |
54% |
False |
False |
476 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
22.8 |
0.5% |
54% |
False |
False |
502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,046.3 |
2.618 |
5,012.0 |
1.618 |
4,991.0 |
1.000 |
4,978.0 |
0.618 |
4,970.0 |
HIGH |
4,957.0 |
0.618 |
4,949.0 |
0.500 |
4,946.5 |
0.382 |
4,944.0 |
LOW |
4,936.0 |
0.618 |
4,923.0 |
1.000 |
4,915.0 |
1.618 |
4,902.0 |
2.618 |
4,881.0 |
4.250 |
4,846.8 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,946.5 |
4,943.2 |
PP |
4,946.3 |
4,940.3 |
S1 |
4,946.2 |
4,937.5 |
|