| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
19,450.00 |
19,694.00 |
244.00 |
1.3% |
20,023.00 |
| High |
19,927.00 |
19,866.50 |
-60.50 |
-0.3% |
20,078.75 |
| Low |
19,370.00 |
19,606.00 |
236.00 |
1.2% |
19,370.00 |
| Close |
19,625.50 |
19,859.00 |
233.50 |
1.2% |
19,859.00 |
| Range |
557.00 |
260.50 |
-296.50 |
-53.2% |
708.75 |
| ATR |
417.13 |
405.94 |
-11.19 |
-2.7% |
0.00 |
| Volume |
3,883 |
1,701 |
-2,182 |
-56.2% |
10,807 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,558.75 |
20,469.25 |
20,002.25 |
|
| R3 |
20,298.25 |
20,208.75 |
19,930.75 |
|
| R2 |
20,037.75 |
20,037.75 |
19,906.75 |
|
| R1 |
19,948.25 |
19,948.25 |
19,883.00 |
19,993.00 |
| PP |
19,777.25 |
19,777.25 |
19,777.25 |
19,799.50 |
| S1 |
19,687.75 |
19,687.75 |
19,835.00 |
19,732.50 |
| S2 |
19,516.75 |
19,516.75 |
19,811.25 |
|
| S3 |
19,256.25 |
19,427.25 |
19,787.25 |
|
| S4 |
18,995.75 |
19,166.75 |
19,715.75 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,895.50 |
21,586.00 |
20,248.75 |
|
| R3 |
21,186.75 |
20,877.25 |
20,054.00 |
|
| R2 |
20,478.00 |
20,478.00 |
19,989.00 |
|
| R1 |
20,168.50 |
20,168.50 |
19,924.00 |
19,969.00 |
| PP |
19,769.25 |
19,769.25 |
19,769.25 |
19,669.50 |
| S1 |
19,459.75 |
19,459.75 |
19,794.00 |
19,260.00 |
| S2 |
19,060.50 |
19,060.50 |
19,729.00 |
|
| S3 |
18,351.75 |
18,751.00 |
19,664.00 |
|
| S4 |
17,643.00 |
18,042.25 |
19,469.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,078.75 |
19,370.00 |
708.75 |
3.6% |
373.50 |
1.9% |
69% |
False |
False |
2,161 |
| 10 |
20,260.25 |
19,370.00 |
890.25 |
4.5% |
340.50 |
1.7% |
55% |
False |
False |
1,739 |
| 20 |
20,260.25 |
17,552.75 |
2,707.50 |
13.6% |
430.25 |
2.2% |
85% |
False |
False |
1,885 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
428.75 |
2.2% |
63% |
False |
False |
1,890 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
368.00 |
1.9% |
63% |
False |
False |
1,446 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
328.00 |
1.7% |
63% |
False |
False |
1,098 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
325.25 |
1.6% |
63% |
False |
False |
886 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.6% |
300.00 |
1.5% |
63% |
False |
False |
741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,973.50 |
|
2.618 |
20,548.50 |
|
1.618 |
20,288.00 |
|
1.000 |
20,127.00 |
|
0.618 |
20,027.50 |
|
HIGH |
19,866.50 |
|
0.618 |
19,767.00 |
|
0.500 |
19,736.25 |
|
0.382 |
19,705.50 |
|
LOW |
19,606.00 |
|
0.618 |
19,445.00 |
|
1.000 |
19,345.50 |
|
1.618 |
19,184.50 |
|
2.618 |
18,924.00 |
|
4.250 |
18,499.00 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,818.00 |
19,788.75 |
| PP |
19,777.25 |
19,718.75 |
| S1 |
19,736.25 |
19,648.50 |
|