Trading Metrics calculated at close of trading on 13-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,425.50 |
5,427.00 |
1.50 |
0.0% |
5,392.00 |
High |
5,452.00 |
5,517.00 |
65.00 |
1.2% |
5,441.00 |
Low |
5,403.75 |
5,423.75 |
20.00 |
0.4% |
5,168.50 |
Close |
5,425.75 |
5,515.50 |
89.75 |
1.7% |
5,425.75 |
Range |
48.25 |
93.25 |
45.00 |
93.3% |
272.50 |
ATR |
101.64 |
101.04 |
-0.60 |
-0.6% |
0.00 |
Volume |
2,692 |
3,811 |
1,119 |
41.6% |
43,397 |
|
Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,765.25 |
5,733.50 |
5,566.75 |
|
R3 |
5,672.00 |
5,640.25 |
5,541.25 |
|
R2 |
5,578.75 |
5,578.75 |
5,532.50 |
|
R1 |
5,547.00 |
5,547.00 |
5,524.00 |
5,563.00 |
PP |
5,485.50 |
5,485.50 |
5,485.50 |
5,493.25 |
S1 |
5,453.75 |
5,453.75 |
5,507.00 |
5,469.50 |
S2 |
5,392.25 |
5,392.25 |
5,498.50 |
|
S3 |
5,299.00 |
5,360.50 |
5,489.75 |
|
S4 |
5,205.75 |
5,267.25 |
5,464.25 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,162.50 |
6,066.75 |
5,575.50 |
|
R3 |
5,890.00 |
5,794.25 |
5,500.75 |
|
R2 |
5,617.50 |
5,617.50 |
5,475.75 |
|
R1 |
5,521.75 |
5,521.75 |
5,450.75 |
5,569.50 |
PP |
5,345.00 |
5,345.00 |
5,345.00 |
5,369.00 |
S1 |
5,249.25 |
5,249.25 |
5,400.75 |
5,297.00 |
S2 |
5,072.50 |
5,072.50 |
5,375.75 |
|
S3 |
4,800.00 |
4,976.75 |
5,350.75 |
|
S4 |
4,527.50 |
4,704.25 |
5,276.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,517.00 |
5,234.50 |
282.50 |
5.1% |
110.25 |
2.0% |
99% |
True |
False |
5,434 |
10 |
5,662.75 |
5,168.50 |
494.25 |
9.0% |
134.25 |
2.4% |
70% |
False |
False |
6,977 |
20 |
5,781.25 |
5,168.50 |
612.75 |
11.1% |
107.25 |
1.9% |
57% |
False |
False |
4,892 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.2% |
77.25 |
1.4% |
56% |
False |
False |
3,070 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.2% |
67.50 |
1.2% |
56% |
False |
False |
2,121 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.9% |
64.75 |
1.2% |
62% |
False |
False |
1,635 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.9% |
63.25 |
1.1% |
62% |
False |
False |
1,332 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.9% |
59.75 |
1.1% |
62% |
False |
False |
1,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,913.25 |
2.618 |
5,761.25 |
1.618 |
5,668.00 |
1.000 |
5,610.25 |
0.618 |
5,574.75 |
HIGH |
5,517.00 |
0.618 |
5,481.50 |
0.500 |
5,470.50 |
0.382 |
5,459.25 |
LOW |
5,423.75 |
0.618 |
5,366.00 |
1.000 |
5,330.50 |
1.618 |
5,272.75 |
2.618 |
5,179.50 |
4.250 |
5,027.50 |
|
|
Fisher Pivots for day following 13-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,500.50 |
5,492.50 |
PP |
5,485.50 |
5,469.25 |
S1 |
5,470.50 |
5,446.25 |
|