| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
19,348.00 |
19,806.00 |
458.00 |
2.4% |
18,849.00 |
| High |
19,835.75 |
19,915.00 |
79.25 |
0.4% |
19,915.00 |
| Low |
19,323.50 |
19,680.00 |
356.50 |
1.8% |
18,739.75 |
| Close |
19,814.00 |
19,839.75 |
25.75 |
0.1% |
19,839.75 |
| Range |
512.25 |
235.00 |
-277.25 |
-54.1% |
1,175.25 |
| ATR |
484.56 |
466.74 |
-17.83 |
-3.7% |
0.00 |
| Volume |
1,728 |
1,073 |
-655 |
-37.9% |
6,853 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,516.50 |
20,413.25 |
19,969.00 |
|
| R3 |
20,281.50 |
20,178.25 |
19,904.50 |
|
| R2 |
20,046.50 |
20,046.50 |
19,882.75 |
|
| R1 |
19,943.25 |
19,943.25 |
19,861.25 |
19,995.00 |
| PP |
19,811.50 |
19,811.50 |
19,811.50 |
19,837.50 |
| S1 |
19,708.25 |
19,708.25 |
19,818.25 |
19,760.00 |
| S2 |
19,576.50 |
19,576.50 |
19,796.75 |
|
| S3 |
19,341.50 |
19,473.25 |
19,775.00 |
|
| S4 |
19,106.50 |
19,238.25 |
19,710.50 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,024.00 |
22,607.00 |
20,486.25 |
|
| R3 |
21,848.75 |
21,431.75 |
20,163.00 |
|
| R2 |
20,673.50 |
20,673.50 |
20,055.25 |
|
| R1 |
20,256.50 |
20,256.50 |
19,947.50 |
20,465.00 |
| PP |
19,498.25 |
19,498.25 |
19,498.25 |
19,602.50 |
| S1 |
19,081.25 |
19,081.25 |
19,732.00 |
19,289.75 |
| S2 |
18,323.00 |
18,323.00 |
19,624.25 |
|
| S3 |
17,147.75 |
17,906.00 |
19,516.50 |
|
| S4 |
15,972.50 |
16,730.75 |
19,193.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,915.00 |
18,739.75 |
1,175.25 |
5.9% |
352.25 |
1.8% |
94% |
True |
False |
1,370 |
| 10 |
19,915.00 |
17,552.75 |
2,362.25 |
11.9% |
520.00 |
2.6% |
97% |
True |
False |
2,031 |
| 20 |
20,334.25 |
17,552.75 |
2,781.50 |
14.0% |
519.25 |
2.6% |
82% |
False |
False |
2,256 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
408.75 |
2.1% |
62% |
False |
False |
1,685 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
355.50 |
1.8% |
62% |
False |
False |
1,170 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
320.75 |
1.6% |
62% |
False |
False |
886 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
313.75 |
1.6% |
62% |
False |
False |
714 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
274.50 |
1.4% |
62% |
False |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,913.75 |
|
2.618 |
20,530.25 |
|
1.618 |
20,295.25 |
|
1.000 |
20,150.00 |
|
0.618 |
20,060.25 |
|
HIGH |
19,915.00 |
|
0.618 |
19,825.25 |
|
0.500 |
19,797.50 |
|
0.382 |
19,769.75 |
|
LOW |
19,680.00 |
|
0.618 |
19,534.75 |
|
1.000 |
19,445.00 |
|
1.618 |
19,299.75 |
|
2.618 |
19,064.75 |
|
4.250 |
18,681.25 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,825.75 |
19,737.00 |
| PP |
19,811.50 |
19,634.50 |
| S1 |
19,797.50 |
19,531.75 |
|