Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
19,802.25 |
19,873.25 |
71.00 |
0.4% |
19,896.00 |
High |
19,927.00 |
19,923.25 |
-3.75 |
0.0% |
20,260.25 |
Low |
19,676.25 |
19,462.50 |
-213.75 |
-1.1% |
19,759.50 |
Close |
19,888.50 |
19,647.50 |
-241.00 |
-1.2% |
20,025.75 |
Range |
250.75 |
460.75 |
210.00 |
83.7% |
500.75 |
ATR |
402.19 |
406.37 |
4.18 |
1.0% |
0.00 |
Volume |
1,039 |
2,936 |
1,897 |
182.6% |
6,589 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,060.00 |
20,814.50 |
19,901.00 |
|
R3 |
20,599.25 |
20,353.75 |
19,774.25 |
|
R2 |
20,138.50 |
20,138.50 |
19,732.00 |
|
R1 |
19,893.00 |
19,893.00 |
19,689.75 |
19,785.50 |
PP |
19,677.75 |
19,677.75 |
19,677.75 |
19,624.00 |
S1 |
19,432.25 |
19,432.25 |
19,605.25 |
19,324.50 |
S2 |
19,217.00 |
19,217.00 |
19,563.00 |
|
S3 |
18,756.25 |
18,971.50 |
19,520.75 |
|
S4 |
18,295.50 |
18,510.75 |
19,394.00 |
|
|
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 |
19,462.50 |
797.75 |
4.1% |
368.50 |
1.9% |
23% |
False |
True |
1,767 |
10 |
20,260.25 |
19,323.50 |
936.75 |
4.8% |
333.50 |
1.7% |
35% |
False |
False |
1,461 |
20 |
20,260.25 |
17,552.75 |
2,707.50 |
13.8% |
463.00 |
2.4% |
77% |
False |
False |
1,936 |
40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
421.00 |
2.1% |
57% |
False |
False |
1,783 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
364.50 |
1.9% |
57% |
False |
False |
1,358 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
321.50 |
1.6% |
57% |
False |
False |
1,029 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
320.75 |
1.6% |
57% |
False |
False |
831 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.8% |
293.25 |
1.5% |
57% |
False |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,881.50 |
2.618 |
21,129.50 |
1.618 |
20,668.75 |
1.000 |
20,384.00 |
0.618 |
20,208.00 |
HIGH |
19,923.25 |
0.618 |
19,747.25 |
0.500 |
19,693.00 |
0.382 |
19,638.50 |
LOW |
19,462.50 |
0.618 |
19,177.75 |
1.000 |
19,001.75 |
1.618 |
18,717.00 |
2.618 |
18,256.25 |
4.250 |
17,504.25 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,693.00 |
19,770.50 |
PP |
19,677.75 |
19,729.50 |
S1 |
19,662.50 |
19,688.50 |
|