| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
19,806.00 |
19,896.00 |
90.00 |
0.5% |
18,849.00 |
| High |
19,915.00 |
20,108.25 |
193.25 |
1.0% |
19,915.00 |
| Low |
19,680.00 |
19,759.50 |
79.50 |
0.4% |
18,739.75 |
| Close |
19,839.75 |
20,094.50 |
254.75 |
1.3% |
19,839.75 |
| Range |
235.00 |
348.75 |
113.75 |
48.4% |
1,175.25 |
| ATR |
466.74 |
458.31 |
-8.43 |
-1.8% |
0.00 |
| Volume |
1,073 |
920 |
-153 |
-14.3% |
6,853 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,033.75 |
20,912.75 |
20,286.25 |
|
| R3 |
20,685.00 |
20,564.00 |
20,190.50 |
|
| R2 |
20,336.25 |
20,336.25 |
20,158.50 |
|
| R1 |
20,215.25 |
20,215.25 |
20,126.50 |
20,275.75 |
| PP |
19,987.50 |
19,987.50 |
19,987.50 |
20,017.50 |
| S1 |
19,866.50 |
19,866.50 |
20,062.50 |
19,927.00 |
| S2 |
19,638.75 |
19,638.75 |
20,030.50 |
|
| S3 |
19,290.00 |
19,517.75 |
19,998.50 |
|
| S4 |
18,941.25 |
19,169.00 |
19,902.75 |
|
|
| 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 |
20,108.25 |
18,848.25 |
1,260.00 |
6.3% |
373.50 |
1.9% |
99% |
True |
False |
1,314 |
| 10 |
20,108.25 |
17,953.25 |
2,155.00 |
10.7% |
449.00 |
2.2% |
99% |
True |
False |
1,644 |
| 20 |
20,334.25 |
17,552.75 |
2,781.50 |
13.8% |
520.50 |
2.6% |
91% |
False |
False |
2,242 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
413.25 |
2.1% |
69% |
False |
False |
1,693 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
359.00 |
1.8% |
69% |
False |
False |
1,185 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
321.25 |
1.6% |
69% |
False |
False |
897 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
315.75 |
1.6% |
69% |
False |
False |
724 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
277.25 |
1.4% |
69% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,590.50 |
|
2.618 |
21,021.25 |
|
1.618 |
20,672.50 |
|
1.000 |
20,457.00 |
|
0.618 |
20,323.75 |
|
HIGH |
20,108.25 |
|
0.618 |
19,975.00 |
|
0.500 |
19,934.00 |
|
0.382 |
19,892.75 |
|
LOW |
19,759.50 |
|
0.618 |
19,544.00 |
|
1.000 |
19,410.75 |
|
1.618 |
19,195.25 |
|
2.618 |
18,846.50 |
|
4.250 |
18,277.25 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,041.00 |
19,968.25 |
| PP |
19,987.50 |
19,842.00 |
| S1 |
19,934.00 |
19,716.00 |
|