Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,713.00 |
5,685.75 |
-27.25 |
-0.5% |
5,649.00 |
High |
5,729.25 |
5,709.75 |
-19.50 |
-0.3% |
5,724.75 |
Low |
5,680.50 |
5,672.25 |
-8.25 |
-0.1% |
5,625.25 |
Close |
5,697.25 |
5,705.25 |
8.00 |
0.1% |
5,712.50 |
Range |
48.75 |
37.50 |
-11.25 |
-23.1% |
99.50 |
ATR |
81.03 |
77.92 |
-3.11 |
-3.8% |
0.00 |
Volume |
4,369 |
10,447 |
6,078 |
139.1% |
30,203 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.25 |
5,794.25 |
5,726.00 |
|
R3 |
5,770.75 |
5,756.75 |
5,715.50 |
|
R2 |
5,733.25 |
5,733.25 |
5,712.00 |
|
R1 |
5,719.25 |
5,719.25 |
5,708.75 |
5,726.25 |
PP |
5,695.75 |
5,695.75 |
5,695.75 |
5,699.25 |
S1 |
5,681.75 |
5,681.75 |
5,701.75 |
5,688.75 |
S2 |
5,658.25 |
5,658.25 |
5,698.50 |
|
S3 |
5,620.75 |
5,644.25 |
5,695.00 |
|
S4 |
5,583.25 |
5,606.75 |
5,684.50 |
|
|
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% |
54.50 |
1.0% |
72% |
False |
False |
7,720 |
10 |
5,729.25 |
5,496.00 |
233.25 |
4.1% |
57.50 |
1.0% |
90% |
False |
False |
5,428 |
20 |
5,729.25 |
5,168.50 |
560.75 |
9.8% |
95.75 |
1.7% |
96% |
False |
False |
6,202 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
80.75 |
1.4% |
87% |
False |
False |
4,133 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
69.75 |
1.2% |
87% |
False |
False |
2,993 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.8% |
63.00 |
1.1% |
87% |
False |
False |
2,282 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.4% |
65.00 |
1.1% |
89% |
False |
False |
1,863 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.4% |
61.75 |
1.1% |
89% |
False |
False |
1,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,869.00 |
2.618 |
5,808.00 |
1.618 |
5,770.50 |
1.000 |
5,747.25 |
0.618 |
5,733.00 |
HIGH |
5,709.75 |
0.618 |
5,695.50 |
0.500 |
5,691.00 |
0.382 |
5,686.50 |
LOW |
5,672.25 |
0.618 |
5,649.00 |
1.000 |
5,634.75 |
1.618 |
5,611.50 |
2.618 |
5,574.00 |
4.250 |
5,513.00 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,700.50 |
5,701.75 |
PP |
5,695.75 |
5,698.25 |
S1 |
5,691.00 |
5,694.75 |
|