Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,514.00 |
5,538.00 |
24.00 |
0.4% |
5,392.00 |
High |
5,544.25 |
5,630.75 |
86.50 |
1.6% |
5,441.00 |
Low |
5,496.00 |
5,529.75 |
33.75 |
0.6% |
5,168.50 |
Close |
5,534.25 |
5,627.00 |
92.75 |
1.7% |
5,425.75 |
Range |
48.25 |
101.00 |
52.75 |
109.3% |
272.50 |
ATR |
97.27 |
97.53 |
0.27 |
0.3% |
0.00 |
Volume |
2,557 |
4,001 |
1,444 |
56.5% |
43,397 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,898.75 |
5,864.00 |
5,682.50 |
|
R3 |
5,797.75 |
5,763.00 |
5,654.75 |
|
R2 |
5,696.75 |
5,696.75 |
5,645.50 |
|
R1 |
5,662.00 |
5,662.00 |
5,636.25 |
5,679.50 |
PP |
5,595.75 |
5,595.75 |
5,595.75 |
5,604.50 |
S1 |
5,561.00 |
5,561.00 |
5,617.75 |
5,578.50 |
S2 |
5,494.75 |
5,494.75 |
5,608.50 |
|
S3 |
5,393.75 |
5,460.00 |
5,599.25 |
|
S4 |
5,292.75 |
5,359.00 |
5,571.50 |
|
|
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 |
5,630.75 |
5,375.50 |
255.25 |
4.5% |
71.25 |
1.3% |
99% |
True |
False |
3,681 |
10 |
5,630.75 |
5,168.50 |
462.25 |
8.2% |
119.75 |
2.1% |
99% |
True |
False |
6,895 |
20 |
5,693.75 |
5,168.50 |
525.25 |
9.3% |
105.75 |
1.9% |
87% |
False |
False |
4,904 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
78.75 |
1.4% |
74% |
False |
False |
3,194 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.0% |
69.25 |
1.2% |
74% |
False |
False |
2,229 |
80 |
5,785.00 |
5,136.75 |
648.25 |
11.5% |
64.75 |
1.1% |
76% |
False |
False |
1,705 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
64.50 |
1.1% |
78% |
False |
False |
1,396 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
60.50 |
1.1% |
78% |
False |
False |
1,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,060.00 |
2.618 |
5,895.25 |
1.618 |
5,794.25 |
1.000 |
5,731.75 |
0.618 |
5,693.25 |
HIGH |
5,630.75 |
0.618 |
5,592.25 |
0.500 |
5,580.25 |
0.382 |
5,568.25 |
LOW |
5,529.75 |
0.618 |
5,467.25 |
1.000 |
5,428.75 |
1.618 |
5,366.25 |
2.618 |
5,265.25 |
4.250 |
5,100.50 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,611.50 |
5,593.75 |
PP |
5,595.75 |
5,560.50 |
S1 |
5,580.25 |
5,527.25 |
|