| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
20,107.00 |
20,046.00 |
-61.00 |
-0.3% |
18,849.00 |
| High |
20,168.00 |
20,217.00 |
49.00 |
0.2% |
19,915.00 |
| Low |
19,980.00 |
20,007.75 |
27.75 |
0.1% |
18,739.75 |
| Close |
20,046.50 |
20,145.25 |
98.75 |
0.5% |
19,839.75 |
| Range |
188.00 |
209.25 |
21.25 |
11.3% |
1,175.25 |
| ATR |
439.00 |
422.59 |
-16.41 |
-3.7% |
0.00 |
| Volume |
831 |
1,224 |
393 |
47.3% |
6,853 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,751.00 |
20,657.50 |
20,260.25 |
|
| R3 |
20,541.75 |
20,448.25 |
20,202.75 |
|
| R2 |
20,332.50 |
20,332.50 |
20,183.50 |
|
| R1 |
20,239.00 |
20,239.00 |
20,164.50 |
20,285.75 |
| PP |
20,123.25 |
20,123.25 |
20,123.25 |
20,146.75 |
| S1 |
20,029.75 |
20,029.75 |
20,126.00 |
20,076.50 |
| S2 |
19,914.00 |
19,914.00 |
20,107.00 |
|
| S3 |
19,704.75 |
19,820.50 |
20,087.75 |
|
| S4 |
19,495.50 |
19,611.25 |
20,030.25 |
|
|
| 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 |
20,217.00 |
19,323.50 |
893.50 |
4.4% |
298.75 |
1.5% |
92% |
True |
False |
1,155 |
| 10 |
20,217.00 |
17,953.25 |
2,263.75 |
11.2% |
364.50 |
1.8% |
97% |
True |
False |
1,402 |
| 20 |
20,217.00 |
17,552.75 |
2,664.25 |
13.2% |
493.75 |
2.5% |
97% |
True |
False |
2,149 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
409.25 |
2.0% |
70% |
False |
False |
1,692 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
355.00 |
1.8% |
70% |
False |
False |
1,218 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
317.50 |
1.6% |
70% |
False |
False |
922 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
317.25 |
1.6% |
70% |
False |
False |
744 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.3% |
280.50 |
1.4% |
70% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,106.25 |
|
2.618 |
20,764.75 |
|
1.618 |
20,555.50 |
|
1.000 |
20,426.25 |
|
0.618 |
20,346.25 |
|
HIGH |
20,217.00 |
|
0.618 |
20,137.00 |
|
0.500 |
20,112.50 |
|
0.382 |
20,087.75 |
|
LOW |
20,007.75 |
|
0.618 |
19,878.50 |
|
1.000 |
19,798.50 |
|
1.618 |
19,669.25 |
|
2.618 |
19,460.00 |
|
4.250 |
19,118.50 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,134.25 |
20,093.00 |
| PP |
20,123.25 |
20,040.50 |
| S1 |
20,112.50 |
19,988.25 |
|