Trading Metrics calculated at close of trading on 23-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,705.75 |
5,660.25 |
-45.50 |
-0.8% |
5,649.00 |
High |
5,724.75 |
5,723.00 |
-1.75 |
0.0% |
5,724.75 |
Low |
5,643.00 |
5,660.25 |
17.25 |
0.3% |
5,625.25 |
Close |
5,653.75 |
5,712.50 |
58.75 |
1.0% |
5,712.50 |
Range |
81.75 |
62.75 |
-19.00 |
-23.2% |
99.50 |
ATR |
84.61 |
83.51 |
-1.10 |
-1.3% |
0.00 |
Volume |
8,683 |
11,670 |
2,987 |
34.4% |
30,203 |
|
Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.75 |
5,862.50 |
5,747.00 |
|
R3 |
5,824.00 |
5,799.75 |
5,729.75 |
|
R2 |
5,761.25 |
5,761.25 |
5,724.00 |
|
R1 |
5,737.00 |
5,737.00 |
5,718.25 |
5,749.00 |
PP |
5,698.50 |
5,698.50 |
5,698.50 |
5,704.75 |
S1 |
5,674.25 |
5,674.25 |
5,706.75 |
5,686.50 |
S2 |
5,635.75 |
5,635.75 |
5,701.00 |
|
S3 |
5,573.00 |
5,611.50 |
5,695.25 |
|
S4 |
5,510.25 |
5,548.75 |
5,678.00 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,986.00 |
5,948.75 |
5,767.25 |
|
R3 |
5,886.50 |
5,849.25 |
5,739.75 |
|
R2 |
5,787.00 |
5,787.00 |
5,730.75 |
|
R1 |
5,749.75 |
5,749.75 |
5,721.50 |
5,768.50 |
PP |
5,687.50 |
5,687.50 |
5,687.50 |
5,696.75 |
S1 |
5,650.25 |
5,650.25 |
5,703.50 |
5,669.00 |
S2 |
5,588.00 |
5,588.00 |
5,694.25 |
|
S3 |
5,488.50 |
5,550.75 |
5,685.25 |
|
S4 |
5,389.00 |
5,451.25 |
5,657.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,724.75 |
5,625.25 |
99.50 |
1.7% |
57.75 |
1.0% |
88% |
False |
False |
6,040 |
10 |
5,724.75 |
5,403.75 |
321.00 |
5.6% |
63.00 |
1.1% |
96% |
False |
False |
4,596 |
20 |
5,724.75 |
5,168.50 |
556.25 |
9.7% |
99.00 |
1.7% |
98% |
False |
False |
5,693 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
81.25 |
1.4% |
88% |
False |
False |
3,861 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
70.50 |
1.2% |
88% |
False |
False |
2,754 |
80 |
5,785.00 |
5,148.25 |
636.75 |
11.1% |
64.00 |
1.1% |
89% |
False |
False |
2,101 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.4% |
65.75 |
1.1% |
90% |
False |
False |
1,718 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.4% |
62.00 |
1.1% |
90% |
False |
False |
1,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,989.75 |
2.618 |
5,887.25 |
1.618 |
5,824.50 |
1.000 |
5,785.75 |
0.618 |
5,761.75 |
HIGH |
5,723.00 |
0.618 |
5,699.00 |
0.500 |
5,691.50 |
0.382 |
5,684.25 |
LOW |
5,660.25 |
0.618 |
5,621.50 |
1.000 |
5,597.50 |
1.618 |
5,558.75 |
2.618 |
5,496.00 |
4.250 |
5,393.50 |
|
|
Fisher Pivots for day following 23-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,705.50 |
5,703.00 |
PP |
5,698.50 |
5,693.50 |
S1 |
5,691.50 |
5,684.00 |
|