| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
19,896.00 |
20,107.00 |
211.00 |
1.1% |
18,849.00 |
| High |
20,108.25 |
20,168.00 |
59.75 |
0.3% |
19,915.00 |
| Low |
19,759.50 |
19,980.00 |
220.50 |
1.1% |
18,739.75 |
| Close |
20,094.50 |
20,046.50 |
-48.00 |
-0.2% |
19,839.75 |
| Range |
348.75 |
188.00 |
-160.75 |
-46.1% |
1,175.25 |
| ATR |
458.31 |
439.00 |
-19.31 |
-4.2% |
0.00 |
| Volume |
920 |
831 |
-89 |
-9.7% |
6,853 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,628.75 |
20,525.75 |
20,150.00 |
|
| R3 |
20,440.75 |
20,337.75 |
20,098.25 |
|
| R2 |
20,252.75 |
20,252.75 |
20,081.00 |
|
| R1 |
20,149.75 |
20,149.75 |
20,063.75 |
20,107.25 |
| PP |
20,064.75 |
20,064.75 |
20,064.75 |
20,043.50 |
| S1 |
19,961.75 |
19,961.75 |
20,029.25 |
19,919.25 |
| S2 |
19,876.75 |
19,876.75 |
20,012.00 |
|
| S3 |
19,688.75 |
19,773.75 |
19,994.75 |
|
| S4 |
19,500.75 |
19,585.75 |
19,943.00 |
|
|
| 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 |
20,168.00 |
19,148.50 |
1,019.50 |
5.1% |
312.00 |
1.6% |
88% |
True |
False |
1,221 |
| 10 |
20,168.00 |
17,953.25 |
2,214.75 |
11.0% |
415.75 |
2.1% |
95% |
True |
False |
1,514 |
| 20 |
20,168.00 |
17,552.75 |
2,615.25 |
13.0% |
519.00 |
2.6% |
95% |
True |
False |
2,244 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
410.50 |
2.0% |
68% |
False |
False |
1,683 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
355.50 |
1.8% |
68% |
False |
False |
1,198 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
317.50 |
1.6% |
68% |
False |
False |
906 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
316.00 |
1.6% |
68% |
False |
False |
732 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
279.00 |
1.4% |
68% |
False |
False |
610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,967.00 |
|
2.618 |
20,660.25 |
|
1.618 |
20,472.25 |
|
1.000 |
20,356.00 |
|
0.618 |
20,284.25 |
|
HIGH |
20,168.00 |
|
0.618 |
20,096.25 |
|
0.500 |
20,074.00 |
|
0.382 |
20,051.75 |
|
LOW |
19,980.00 |
|
0.618 |
19,863.75 |
|
1.000 |
19,792.00 |
|
1.618 |
19,675.75 |
|
2.618 |
19,487.75 |
|
4.250 |
19,181.00 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,074.00 |
20,005.75 |
| PP |
20,064.75 |
19,964.75 |
| S1 |
20,055.75 |
19,924.00 |
|