Trading Metrics calculated at close of trading on 21-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,690.00 |
5,680.25 |
-9.75 |
-0.2% |
5,425.50 |
High |
5,704.00 |
5,715.50 |
11.50 |
0.2% |
5,645.75 |
Low |
5,668.00 |
5,673.50 |
5.50 |
0.1% |
5,403.75 |
Close |
5,679.75 |
5,701.25 |
21.50 |
0.4% |
5,638.00 |
Range |
36.00 |
42.00 |
6.00 |
16.7% |
242.00 |
ATR |
88.12 |
84.83 |
-3.29 |
-3.7% |
0.00 |
Volume |
2,056 |
3,433 |
1,377 |
67.0% |
15,764 |
|
Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,822.75 |
5,804.00 |
5,724.25 |
|
R3 |
5,780.75 |
5,762.00 |
5,712.75 |
|
R2 |
5,738.75 |
5,738.75 |
5,709.00 |
|
R1 |
5,720.00 |
5,720.00 |
5,705.00 |
5,729.50 |
PP |
5,696.75 |
5,696.75 |
5,696.75 |
5,701.50 |
S1 |
5,678.00 |
5,678.00 |
5,697.50 |
5,687.50 |
S2 |
5,654.75 |
5,654.75 |
5,693.50 |
|
S3 |
5,612.75 |
5,636.00 |
5,689.75 |
|
S4 |
5,570.75 |
5,594.00 |
5,678.25 |
|
|
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 |
5,715.50 |
5,529.75 |
185.75 |
3.3% |
59.00 |
1.0% |
92% |
True |
False |
3,310 |
10 |
5,715.50 |
5,234.50 |
481.00 |
8.4% |
73.00 |
1.3% |
97% |
True |
False |
3,745 |
20 |
5,715.50 |
5,168.50 |
547.00 |
9.6% |
101.00 |
1.8% |
97% |
True |
False |
5,052 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
79.50 |
1.4% |
86% |
False |
False |
3,407 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
69.25 |
1.2% |
86% |
False |
False |
2,424 |
80 |
5,785.00 |
5,148.25 |
636.75 |
11.2% |
63.50 |
1.1% |
87% |
False |
False |
1,852 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
65.25 |
1.1% |
88% |
False |
False |
1,515 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
61.25 |
1.1% |
88% |
False |
False |
1,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,894.00 |
2.618 |
5,825.50 |
1.618 |
5,783.50 |
1.000 |
5,757.50 |
0.618 |
5,741.50 |
HIGH |
5,715.50 |
0.618 |
5,699.50 |
0.500 |
5,694.50 |
0.382 |
5,689.50 |
LOW |
5,673.50 |
0.618 |
5,647.50 |
1.000 |
5,631.50 |
1.618 |
5,605.50 |
2.618 |
5,563.50 |
4.250 |
5,495.00 |
|
|
Fisher Pivots for day following 21-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,699.00 |
5,691.00 |
PP |
5,696.75 |
5,680.75 |
S1 |
5,694.50 |
5,670.50 |
|