| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
19,340.00 |
19,348.00 |
8.00 |
0.0% |
18,610.75 |
| High |
19,425.00 |
19,835.75 |
410.75 |
2.1% |
18,888.25 |
| Low |
19,148.50 |
19,323.50 |
175.00 |
0.9% |
17,552.75 |
| Close |
19,338.00 |
19,814.00 |
476.00 |
2.5% |
18,833.75 |
| Range |
276.50 |
512.25 |
235.75 |
85.3% |
1,335.50 |
| ATR |
482.43 |
484.56 |
2.13 |
0.4% |
0.00 |
| Volume |
1,554 |
1,728 |
174 |
11.2% |
13,458 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,194.50 |
21,016.50 |
20,095.75 |
|
| R3 |
20,682.25 |
20,504.25 |
19,954.75 |
|
| R2 |
20,170.00 |
20,170.00 |
19,908.00 |
|
| R1 |
19,992.00 |
19,992.00 |
19,861.00 |
20,081.00 |
| PP |
19,657.75 |
19,657.75 |
19,657.75 |
19,702.25 |
| S1 |
19,479.75 |
19,479.75 |
19,767.00 |
19,568.75 |
| S2 |
19,145.50 |
19,145.50 |
19,720.00 |
|
| S3 |
18,633.25 |
18,967.50 |
19,673.25 |
|
| S4 |
18,121.00 |
18,455.25 |
19,532.25 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,431.50 |
21,968.00 |
19,568.25 |
|
| R3 |
21,096.00 |
20,632.50 |
19,201.00 |
|
| R2 |
19,760.50 |
19,760.50 |
19,078.50 |
|
| R1 |
19,297.00 |
19,297.00 |
18,956.25 |
19,528.75 |
| PP |
18,425.00 |
18,425.00 |
18,425.00 |
18,540.75 |
| S1 |
17,961.50 |
17,961.50 |
18,711.25 |
18,193.25 |
| S2 |
17,089.50 |
17,089.50 |
18,589.00 |
|
| S3 |
15,754.00 |
16,626.00 |
18,466.50 |
|
| S4 |
14,418.50 |
15,290.50 |
18,099.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,835.75 |
18,601.75 |
1,234.00 |
6.2% |
362.50 |
1.8% |
98% |
True |
False |
1,404 |
| 10 |
19,835.75 |
17,552.75 |
2,283.00 |
11.5% |
556.50 |
2.8% |
99% |
True |
False |
2,251 |
| 20 |
20,334.25 |
17,552.75 |
2,781.50 |
14.0% |
523.75 |
2.6% |
81% |
False |
False |
2,288 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
412.75 |
2.1% |
61% |
False |
False |
1,676 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
353.50 |
1.8% |
61% |
False |
False |
1,153 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
322.25 |
1.6% |
61% |
False |
False |
872 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
313.00 |
1.6% |
61% |
False |
False |
704 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
272.50 |
1.4% |
61% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,012.75 |
|
2.618 |
21,176.75 |
|
1.618 |
20,664.50 |
|
1.000 |
20,348.00 |
|
0.618 |
20,152.25 |
|
HIGH |
19,835.75 |
|
0.618 |
19,640.00 |
|
0.500 |
19,579.50 |
|
0.382 |
19,519.25 |
|
LOW |
19,323.50 |
|
0.618 |
19,007.00 |
|
1.000 |
18,811.25 |
|
1.618 |
18,494.75 |
|
2.618 |
17,982.50 |
|
4.250 |
17,146.50 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,736.00 |
19,656.75 |
| PP |
19,657.75 |
19,499.25 |
| S1 |
19,579.50 |
19,342.00 |
|