Trading Metrics calculated at close of trading on 20-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,649.00 |
5,690.00 |
41.00 |
0.7% |
5,425.50 |
High |
5,692.00 |
5,704.00 |
12.00 |
0.2% |
5,645.75 |
Low |
5,625.25 |
5,668.00 |
42.75 |
0.8% |
5,403.75 |
Close |
5,690.50 |
5,679.75 |
-10.75 |
-0.2% |
5,638.00 |
Range |
66.75 |
36.00 |
-30.75 |
-46.1% |
242.00 |
ATR |
92.13 |
88.12 |
-4.01 |
-4.4% |
0.00 |
Volume |
4,361 |
2,056 |
-2,305 |
-52.9% |
15,764 |
|
Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,792.00 |
5,771.75 |
5,699.50 |
|
R3 |
5,756.00 |
5,735.75 |
5,689.75 |
|
R2 |
5,720.00 |
5,720.00 |
5,686.25 |
|
R1 |
5,699.75 |
5,699.75 |
5,683.00 |
5,692.00 |
PP |
5,684.00 |
5,684.00 |
5,684.00 |
5,680.00 |
S1 |
5,663.75 |
5,663.75 |
5,676.50 |
5,656.00 |
S2 |
5,648.00 |
5,648.00 |
5,673.25 |
|
S3 |
5,612.00 |
5,627.75 |
5,669.75 |
|
S4 |
5,576.00 |
5,591.75 |
5,660.00 |
|
|
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 |
5,704.00 |
5,496.00 |
208.00 |
3.7% |
60.25 |
1.1% |
88% |
True |
False |
3,135 |
10 |
5,704.00 |
5,234.50 |
469.50 |
8.3% |
85.25 |
1.5% |
95% |
True |
False |
4,285 |
20 |
5,704.00 |
5,168.50 |
535.50 |
9.4% |
105.00 |
1.8% |
95% |
True |
False |
5,035 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
79.25 |
1.4% |
83% |
False |
False |
3,344 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
69.25 |
1.2% |
83% |
False |
False |
2,376 |
80 |
5,785.00 |
5,148.25 |
636.75 |
11.2% |
63.50 |
1.1% |
83% |
False |
False |
1,810 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
65.00 |
1.1% |
85% |
False |
False |
1,484 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
61.25 |
1.1% |
85% |
False |
False |
1,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,857.00 |
2.618 |
5,798.25 |
1.618 |
5,762.25 |
1.000 |
5,740.00 |
0.618 |
5,726.25 |
HIGH |
5,704.00 |
0.618 |
5,690.25 |
0.500 |
5,686.00 |
0.382 |
5,681.75 |
LOW |
5,668.00 |
0.618 |
5,645.75 |
1.000 |
5,632.00 |
1.618 |
5,609.75 |
2.618 |
5,573.75 |
4.250 |
5,515.00 |
|
|
Fisher Pivots for day following 20-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,686.00 |
5,670.00 |
PP |
5,684.00 |
5,660.00 |
S1 |
5,681.75 |
5,650.25 |
|