Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,685.75 |
5,705.00 |
19.25 |
0.3% |
5,649.00 |
High |
5,709.75 |
5,710.75 |
1.00 |
0.0% |
5,724.75 |
Low |
5,672.25 |
5,636.25 |
-36.00 |
-0.6% |
5,625.25 |
Close |
5,705.25 |
5,670.50 |
-34.75 |
-0.6% |
5,712.50 |
Range |
37.50 |
74.50 |
37.00 |
98.7% |
99.50 |
ATR |
77.92 |
77.68 |
-0.24 |
-0.3% |
0.00 |
Volume |
10,447 |
9,687 |
-760 |
-7.3% |
30,203 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,896.00 |
5,857.75 |
5,711.50 |
|
R3 |
5,821.50 |
5,783.25 |
5,691.00 |
|
R2 |
5,747.00 |
5,747.00 |
5,684.25 |
|
R1 |
5,708.75 |
5,708.75 |
5,677.25 |
5,690.50 |
PP |
5,672.50 |
5,672.50 |
5,672.50 |
5,663.50 |
S1 |
5,634.25 |
5,634.25 |
5,663.75 |
5,616.00 |
S2 |
5,598.00 |
5,598.00 |
5,656.75 |
|
S3 |
5,523.50 |
5,559.75 |
5,650.00 |
|
S4 |
5,449.00 |
5,485.25 |
5,629.50 |
|
|
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 |
5,636.25 |
93.00 |
1.6% |
61.00 |
1.1% |
37% |
False |
True |
8,971 |
10 |
5,729.25 |
5,529.75 |
199.50 |
3.5% |
60.00 |
1.1% |
71% |
False |
False |
6,141 |
20 |
5,729.25 |
5,168.50 |
560.75 |
9.9% |
92.75 |
1.6% |
90% |
False |
False |
6,490 |
40 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
80.75 |
1.4% |
81% |
False |
False |
4,342 |
60 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
69.75 |
1.2% |
81% |
False |
False |
3,151 |
80 |
5,785.00 |
5,168.50 |
616.50 |
10.9% |
63.25 |
1.1% |
81% |
False |
False |
2,402 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
65.00 |
1.1% |
84% |
False |
False |
1,959 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
61.75 |
1.1% |
84% |
False |
False |
1,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,027.50 |
2.618 |
5,905.75 |
1.618 |
5,831.25 |
1.000 |
5,785.25 |
0.618 |
5,756.75 |
HIGH |
5,710.75 |
0.618 |
5,682.25 |
0.500 |
5,673.50 |
0.382 |
5,664.75 |
LOW |
5,636.25 |
0.618 |
5,590.25 |
1.000 |
5,561.75 |
1.618 |
5,515.75 |
2.618 |
5,441.25 |
4.250 |
5,319.50 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,673.50 |
5,682.75 |
PP |
5,672.50 |
5,678.75 |
S1 |
5,671.50 |
5,674.50 |
|