Trading Metrics calculated at close of trading on 14-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,427.00 |
5,514.00 |
87.00 |
1.6% |
5,392.00 |
High |
5,517.00 |
5,544.25 |
27.25 |
0.5% |
5,441.00 |
Low |
5,423.75 |
5,496.00 |
72.25 |
1.3% |
5,168.50 |
Close |
5,515.50 |
5,534.25 |
18.75 |
0.3% |
5,425.75 |
Range |
93.25 |
48.25 |
-45.00 |
-48.3% |
272.50 |
ATR |
101.04 |
97.27 |
-3.77 |
-3.7% |
0.00 |
Volume |
3,811 |
2,557 |
-1,254 |
-32.9% |
43,397 |
|
Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,669.50 |
5,650.25 |
5,560.75 |
|
R3 |
5,621.25 |
5,602.00 |
5,547.50 |
|
R2 |
5,573.00 |
5,573.00 |
5,543.00 |
|
R1 |
5,553.75 |
5,553.75 |
5,538.75 |
5,563.50 |
PP |
5,524.75 |
5,524.75 |
5,524.75 |
5,529.75 |
S1 |
5,505.50 |
5,505.50 |
5,529.75 |
5,515.00 |
S2 |
5,476.50 |
5,476.50 |
5,525.50 |
|
S3 |
5,428.25 |
5,457.25 |
5,521.00 |
|
S4 |
5,380.00 |
5,409.00 |
5,507.75 |
|
|
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 |
5,544.25 |
5,234.50 |
309.75 |
5.6% |
87.25 |
1.6% |
97% |
True |
False |
4,179 |
10 |
5,662.75 |
5,168.50 |
494.25 |
8.9% |
125.50 |
2.3% |
74% |
False |
False |
6,840 |
20 |
5,727.50 |
5,168.50 |
559.00 |
10.1% |
105.50 |
1.9% |
65% |
False |
False |
4,854 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
76.75 |
1.4% |
59% |
False |
False |
3,122 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.1% |
68.00 |
1.2% |
59% |
False |
False |
2,163 |
80 |
5,785.00 |
5,117.75 |
667.25 |
12.1% |
64.25 |
1.2% |
62% |
False |
False |
1,662 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
63.50 |
1.1% |
65% |
False |
False |
1,356 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
59.75 |
1.1% |
65% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,749.25 |
2.618 |
5,670.50 |
1.618 |
5,622.25 |
1.000 |
5,592.50 |
0.618 |
5,574.00 |
HIGH |
5,544.25 |
0.618 |
5,525.75 |
0.500 |
5,520.00 |
0.382 |
5,514.50 |
LOW |
5,496.00 |
0.618 |
5,466.25 |
1.000 |
5,447.75 |
1.618 |
5,418.00 |
2.618 |
5,369.75 |
4.250 |
5,291.00 |
|
|
Fisher Pivots for day following 14-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,529.50 |
5,514.25 |
PP |
5,524.75 |
5,494.00 |
S1 |
5,520.00 |
5,474.00 |
|