Trading Metrics calculated at close of trading on 26-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,660.25 |
5,713.00 |
52.75 |
0.9% |
5,649.00 |
High |
5,723.00 |
5,729.25 |
6.25 |
0.1% |
5,724.75 |
Low |
5,660.25 |
5,680.50 |
20.25 |
0.4% |
5,625.25 |
Close |
5,712.50 |
5,697.25 |
-15.25 |
-0.3% |
5,712.50 |
Range |
62.75 |
48.75 |
-14.00 |
-22.3% |
99.50 |
ATR |
83.51 |
81.03 |
-2.48 |
-3.0% |
0.00 |
Volume |
11,670 |
4,369 |
-7,301 |
-62.6% |
30,203 |
|
Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,848.50 |
5,821.75 |
5,724.00 |
|
R3 |
5,799.75 |
5,773.00 |
5,710.75 |
|
R2 |
5,751.00 |
5,751.00 |
5,706.25 |
|
R1 |
5,724.25 |
5,724.25 |
5,701.75 |
5,713.25 |
PP |
5,702.25 |
5,702.25 |
5,702.25 |
5,697.00 |
S1 |
5,675.50 |
5,675.50 |
5,692.75 |
5,664.50 |
S2 |
5,653.50 |
5,653.50 |
5,688.25 |
|
S3 |
5,604.75 |
5,626.75 |
5,683.75 |
|
S4 |
5,556.00 |
5,578.00 |
5,670.50 |
|
|
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 |
5,729.25 |
5,643.00 |
86.25 |
1.5% |
54.25 |
1.0% |
63% |
True |
False |
6,042 |
10 |
5,729.25 |
5,423.75 |
305.50 |
5.4% |
63.00 |
1.1% |
90% |
True |
False |
4,764 |
20 |
5,729.25 |
5,168.50 |
560.75 |
9.8% |
98.75 |
1.7% |
94% |
True |
False |
5,847 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
80.75 |
1.4% |
86% |
False |
False |
3,894 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
70.75 |
1.2% |
86% |
False |
False |
2,823 |
80 |
5,785.00 |
5,148.25 |
636.75 |
11.2% |
63.50 |
1.1% |
86% |
False |
False |
2,153 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
65.75 |
1.2% |
88% |
False |
False |
1,761 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
61.75 |
1.1% |
88% |
False |
False |
1,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,936.50 |
2.618 |
5,857.00 |
1.618 |
5,808.25 |
1.000 |
5,778.00 |
0.618 |
5,759.50 |
HIGH |
5,729.25 |
0.618 |
5,710.75 |
0.500 |
5,705.00 |
0.382 |
5,699.00 |
LOW |
5,680.50 |
0.618 |
5,650.25 |
1.000 |
5,631.75 |
1.618 |
5,601.50 |
2.618 |
5,552.75 |
4.250 |
5,473.25 |
|
|
Fisher Pivots for day following 26-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,705.00 |
5,693.50 |
PP |
5,702.25 |
5,689.75 |
S1 |
5,699.75 |
5,686.00 |
|