Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,946.0 |
4,948.0 |
2.0 |
0.0% |
4,887.0 |
High |
4,957.0 |
4,972.0 |
15.0 |
0.3% |
4,961.0 |
Low |
4,936.0 |
4,940.0 |
4.0 |
0.1% |
4,880.0 |
Close |
4,946.0 |
4,959.0 |
13.0 |
0.3% |
4,952.0 |
Range |
21.0 |
32.0 |
11.0 |
52.4% |
81.0 |
ATR |
55.4 |
53.7 |
-1.7 |
-3.0% |
0.0 |
Volume |
1,284 |
1,056 |
-228 |
-17.8% |
2,371 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,053.0 |
5,038.0 |
4,976.6 |
|
R3 |
5,021.0 |
5,006.0 |
4,967.8 |
|
R2 |
4,989.0 |
4,989.0 |
4,964.9 |
|
R1 |
4,974.0 |
4,974.0 |
4,961.9 |
4,981.5 |
PP |
4,957.0 |
4,957.0 |
4,957.0 |
4,960.8 |
S1 |
4,942.0 |
4,942.0 |
4,956.1 |
4,949.5 |
S2 |
4,925.0 |
4,925.0 |
4,953.1 |
|
S3 |
4,893.0 |
4,910.0 |
4,950.2 |
|
S4 |
4,861.0 |
4,878.0 |
4,941.4 |
|
|
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 |
4,972.0 |
4,908.0 |
64.0 |
1.3% |
33.4 |
0.7% |
80% |
True |
False |
878 |
10 |
4,972.0 |
4,782.0 |
190.0 |
3.8% |
41.6 |
0.8% |
93% |
True |
False |
663 |
20 |
4,972.0 |
4,525.0 |
447.0 |
9.0% |
55.3 |
1.1% |
97% |
True |
False |
1,037 |
40 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
51.7 |
1.0% |
74% |
False |
False |
609 |
60 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
43.8 |
0.9% |
55% |
False |
False |
540 |
80 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
33.6 |
0.7% |
55% |
False |
False |
405 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
26.9 |
0.5% |
55% |
False |
False |
487 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
23.1 |
0.5% |
55% |
False |
False |
504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,108.0 |
2.618 |
5,055.8 |
1.618 |
5,023.8 |
1.000 |
5,004.0 |
0.618 |
4,991.8 |
HIGH |
4,972.0 |
0.618 |
4,959.8 |
0.500 |
4,956.0 |
0.382 |
4,952.2 |
LOW |
4,940.0 |
0.618 |
4,920.2 |
1.000 |
4,908.0 |
1.618 |
4,888.2 |
2.618 |
4,856.2 |
4.250 |
4,804.0 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,958.0 |
4,956.5 |
PP |
4,957.0 |
4,954.0 |
S1 |
4,956.0 |
4,951.5 |
|