Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
20,023.00 |
19,802.25 |
-220.75 |
-1.1% |
19,896.00 |
High |
20,078.75 |
19,927.00 |
-151.75 |
-0.8% |
20,260.25 |
Low |
19,740.00 |
19,676.25 |
-63.75 |
-0.3% |
19,759.50 |
Close |
19,824.25 |
19,888.50 |
64.25 |
0.3% |
20,025.75 |
Range |
338.75 |
250.75 |
-88.00 |
-26.0% |
500.75 |
ATR |
413.84 |
402.19 |
-11.65 |
-2.8% |
0.00 |
Volume |
1,248 |
1,039 |
-209 |
-16.7% |
6,589 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,582.75 |
20,486.50 |
20,026.50 |
|
R3 |
20,332.00 |
20,235.75 |
19,957.50 |
|
R2 |
20,081.25 |
20,081.25 |
19,934.50 |
|
R1 |
19,985.00 |
19,985.00 |
19,911.50 |
20,033.00 |
PP |
19,830.50 |
19,830.50 |
19,830.50 |
19,854.75 |
S1 |
19,734.25 |
19,734.25 |
19,865.50 |
19,782.50 |
S2 |
19,579.75 |
19,579.75 |
19,842.50 |
|
S3 |
19,329.00 |
19,483.50 |
19,819.50 |
|
S4 |
19,078.25 |
19,232.75 |
19,750.50 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,517.50 |
21,272.25 |
20,301.25 |
|
R3 |
21,016.75 |
20,771.50 |
20,163.50 |
|
R2 |
20,516.00 |
20,516.00 |
20,117.50 |
|
R1 |
20,270.75 |
20,270.75 |
20,071.75 |
20,393.50 |
PP |
20,015.25 |
20,015.25 |
20,015.25 |
20,076.50 |
S1 |
19,770.00 |
19,770.00 |
19,979.75 |
19,892.50 |
S2 |
19,514.50 |
19,514.50 |
19,934.00 |
|
S3 |
19,013.75 |
19,269.25 |
19,888.00 |
|
S4 |
18,513.00 |
18,768.50 |
19,750.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,260.25 |
19,676.25 |
584.00 |
2.9% |
318.25 |
1.6% |
36% |
False |
True |
1,425 |
10 |
20,260.25 |
19,148.50 |
1,111.75 |
5.6% |
315.25 |
1.6% |
67% |
False |
False |
1,323 |
20 |
20,260.25 |
17,552.75 |
2,707.50 |
13.6% |
479.00 |
2.4% |
86% |
False |
False |
1,899 |
40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
418.00 |
2.1% |
63% |
False |
False |
1,739 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
362.00 |
1.8% |
63% |
False |
False |
1,311 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
319.00 |
1.6% |
63% |
False |
False |
994 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
319.50 |
1.6% |
63% |
False |
False |
802 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
292.00 |
1.5% |
63% |
False |
False |
670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,992.75 |
2.618 |
20,583.50 |
1.618 |
20,332.75 |
1.000 |
20,177.75 |
0.618 |
20,082.00 |
HIGH |
19,927.00 |
0.618 |
19,831.25 |
0.500 |
19,801.50 |
0.382 |
19,772.00 |
LOW |
19,676.25 |
0.618 |
19,521.25 |
1.000 |
19,425.50 |
1.618 |
19,270.50 |
2.618 |
19,019.75 |
4.250 |
18,610.50 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,859.50 |
19,907.00 |
PP |
19,830.50 |
19,900.75 |
S1 |
19,801.50 |
19,894.50 |
|