Trading Metrics calculated at close of trading on 19-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,626.75 |
5,649.00 |
22.25 |
0.4% |
5,425.50 |
High |
5,645.75 |
5,692.00 |
46.25 |
0.8% |
5,645.75 |
Low |
5,596.50 |
5,625.25 |
28.75 |
0.5% |
5,403.75 |
Close |
5,638.00 |
5,690.50 |
52.50 |
0.9% |
5,638.00 |
Range |
49.25 |
66.75 |
17.50 |
35.5% |
242.00 |
ATR |
94.09 |
92.13 |
-1.95 |
-2.1% |
0.00 |
Volume |
2,703 |
4,361 |
1,658 |
61.3% |
15,764 |
|
Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,869.50 |
5,846.75 |
5,727.25 |
|
R3 |
5,802.75 |
5,780.00 |
5,708.75 |
|
R2 |
5,736.00 |
5,736.00 |
5,702.75 |
|
R1 |
5,713.25 |
5,713.25 |
5,696.50 |
5,724.50 |
PP |
5,669.25 |
5,669.25 |
5,669.25 |
5,675.00 |
S1 |
5,646.50 |
5,646.50 |
5,684.50 |
5,658.00 |
S2 |
5,602.50 |
5,602.50 |
5,678.25 |
|
S3 |
5,535.75 |
5,579.75 |
5,672.25 |
|
S4 |
5,469.00 |
5,513.00 |
5,653.75 |
|
|
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 |
5,692.00 |
5,423.75 |
268.25 |
4.7% |
71.75 |
1.3% |
99% |
True |
False |
3,486 |
10 |
5,692.00 |
5,234.50 |
457.50 |
8.0% |
93.75 |
1.6% |
100% |
True |
False |
4,713 |
20 |
5,693.75 |
5,168.50 |
525.25 |
9.2% |
105.25 |
1.8% |
99% |
False |
False |
4,997 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
79.50 |
1.4% |
85% |
False |
False |
3,310 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
70.25 |
1.2% |
85% |
False |
False |
2,343 |
80 |
5,785.00 |
5,136.75 |
648.25 |
11.4% |
64.50 |
1.1% |
85% |
False |
False |
1,786 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
65.00 |
1.1% |
87% |
False |
False |
1,466 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
61.00 |
1.1% |
87% |
False |
False |
1,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,975.75 |
2.618 |
5,866.75 |
1.618 |
5,800.00 |
1.000 |
5,758.75 |
0.618 |
5,733.25 |
HIGH |
5,692.00 |
0.618 |
5,666.50 |
0.500 |
5,658.50 |
0.382 |
5,650.75 |
LOW |
5,625.25 |
0.618 |
5,584.00 |
1.000 |
5,558.50 |
1.618 |
5,517.25 |
2.618 |
5,450.50 |
4.250 |
5,341.50 |
|
|
Fisher Pivots for day following 19-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,680.00 |
5,664.00 |
PP |
5,669.25 |
5,637.50 |
S1 |
5,658.50 |
5,611.00 |
|