Trading Metrics calculated at close of trading on 16-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,538.00 |
5,626.75 |
88.75 |
1.6% |
5,425.50 |
High |
5,630.75 |
5,645.75 |
15.00 |
0.3% |
5,645.75 |
Low |
5,529.75 |
5,596.50 |
66.75 |
1.2% |
5,403.75 |
Close |
5,627.00 |
5,638.00 |
11.00 |
0.2% |
5,638.00 |
Range |
101.00 |
49.25 |
-51.75 |
-51.2% |
242.00 |
ATR |
97.53 |
94.09 |
-3.45 |
-3.5% |
0.00 |
Volume |
4,001 |
2,703 |
-1,298 |
-32.4% |
15,764 |
|
Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,774.50 |
5,755.50 |
5,665.00 |
|
R3 |
5,725.25 |
5,706.25 |
5,651.50 |
|
R2 |
5,676.00 |
5,676.00 |
5,647.00 |
|
R1 |
5,657.00 |
5,657.00 |
5,642.50 |
5,666.50 |
PP |
5,626.75 |
5,626.75 |
5,626.75 |
5,631.50 |
S1 |
5,607.75 |
5,607.75 |
5,633.50 |
5,617.25 |
S2 |
5,577.50 |
5,577.50 |
5,629.00 |
|
S3 |
5,528.25 |
5,558.50 |
5,624.50 |
|
S4 |
5,479.00 |
5,509.25 |
5,611.00 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,288.50 |
6,205.25 |
5,771.00 |
|
R3 |
6,046.50 |
5,963.25 |
5,704.50 |
|
R2 |
5,804.50 |
5,804.50 |
5,682.25 |
|
R1 |
5,721.25 |
5,721.25 |
5,660.25 |
5,763.00 |
PP |
5,562.50 |
5,562.50 |
5,562.50 |
5,583.25 |
S1 |
5,479.25 |
5,479.25 |
5,615.75 |
5,521.00 |
S2 |
5,320.50 |
5,320.50 |
5,593.75 |
|
S3 |
5,078.50 |
5,237.25 |
5,571.50 |
|
S4 |
4,836.50 |
4,995.25 |
5,505.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,645.75 |
5,403.75 |
242.00 |
4.3% |
68.00 |
1.2% |
97% |
True |
False |
3,152 |
10 |
5,645.75 |
5,168.50 |
477.25 |
8.5% |
110.25 |
2.0% |
98% |
True |
False |
5,916 |
20 |
5,693.75 |
5,168.50 |
525.25 |
9.3% |
105.00 |
1.9% |
89% |
False |
False |
4,870 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
78.50 |
1.4% |
76% |
False |
False |
3,223 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
69.75 |
1.2% |
76% |
False |
False |
2,273 |
80 |
5,785.00 |
5,136.75 |
648.25 |
11.5% |
64.25 |
1.1% |
77% |
False |
False |
1,737 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
64.75 |
1.1% |
79% |
False |
False |
1,423 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
60.75 |
1.1% |
79% |
False |
False |
1,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,855.00 |
2.618 |
5,774.75 |
1.618 |
5,725.50 |
1.000 |
5,695.00 |
0.618 |
5,676.25 |
HIGH |
5,645.75 |
0.618 |
5,627.00 |
0.500 |
5,621.00 |
0.382 |
5,615.25 |
LOW |
5,596.50 |
0.618 |
5,566.00 |
1.000 |
5,547.25 |
1.618 |
5,516.75 |
2.618 |
5,467.50 |
4.250 |
5,387.25 |
|
|
Fisher Pivots for day following 16-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,632.50 |
5,615.50 |
PP |
5,626.75 |
5,593.25 |
S1 |
5,621.00 |
5,571.00 |
|