| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
18,282.0 |
18,395.0 |
113.0 |
0.6% |
17,845.0 |
| High |
18,423.0 |
18,521.0 |
98.0 |
0.5% |
18,423.0 |
| Low |
18,261.0 |
18,347.0 |
86.0 |
0.5% |
17,736.0 |
| Close |
18,399.0 |
18,494.0 |
95.0 |
0.5% |
18,399.0 |
| Range |
162.0 |
174.0 |
12.0 |
7.4% |
687.0 |
| ATR |
267.1 |
260.5 |
-6.7 |
-2.5% |
0.0 |
| Volume |
37,838 |
28,337 |
-9,501 |
-25.1% |
169,905 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,976.0 |
18,909.0 |
18,589.7 |
|
| R3 |
18,802.0 |
18,735.0 |
18,541.9 |
|
| R2 |
18,628.0 |
18,628.0 |
18,525.9 |
|
| R1 |
18,561.0 |
18,561.0 |
18,510.0 |
18,594.5 |
| PP |
18,454.0 |
18,454.0 |
18,454.0 |
18,470.8 |
| S1 |
18,387.0 |
18,387.0 |
18,478.1 |
18,420.5 |
| S2 |
18,280.0 |
18,280.0 |
18,462.1 |
|
| S3 |
18,106.0 |
18,213.0 |
18,446.2 |
|
| S4 |
17,932.0 |
18,039.0 |
18,398.3 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,247.0 |
20,010.0 |
18,776.9 |
|
| R3 |
19,560.0 |
19,323.0 |
18,587.9 |
|
| R2 |
18,873.0 |
18,873.0 |
18,525.0 |
|
| R1 |
18,636.0 |
18,636.0 |
18,462.0 |
18,754.5 |
| PP |
18,186.0 |
18,186.0 |
18,186.0 |
18,245.3 |
| S1 |
17,949.0 |
17,949.0 |
18,336.0 |
18,067.5 |
| S2 |
17,499.0 |
17,499.0 |
18,273.1 |
|
| S3 |
16,812.0 |
17,262.0 |
18,210.1 |
|
| S4 |
16,125.0 |
16,575.0 |
18,021.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,521.0 |
17,736.0 |
785.0 |
4.2% |
190.0 |
1.0% |
97% |
True |
False |
33,714 |
| 10 |
18,521.0 |
17,311.0 |
1,210.0 |
6.5% |
235.8 |
1.3% |
98% |
True |
False |
37,743 |
| 20 |
18,774.0 |
17,110.0 |
1,664.0 |
9.0% |
278.7 |
1.5% |
83% |
False |
False |
44,352 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
9.8% |
254.7 |
1.4% |
76% |
False |
False |
41,664 |
| 60 |
19,109.0 |
17,110.0 |
1,999.0 |
10.8% |
230.4 |
1.2% |
69% |
False |
False |
30,442 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.2% |
191.8 |
1.0% |
67% |
False |
False |
22,835 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.2% |
175.5 |
0.9% |
67% |
False |
False |
18,271 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.2% |
148.7 |
0.8% |
67% |
False |
False |
15,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,260.5 |
|
2.618 |
18,976.5 |
|
1.618 |
18,802.5 |
|
1.000 |
18,695.0 |
|
0.618 |
18,628.5 |
|
HIGH |
18,521.0 |
|
0.618 |
18,454.5 |
|
0.500 |
18,434.0 |
|
0.382 |
18,413.5 |
|
LOW |
18,347.0 |
|
0.618 |
18,239.5 |
|
1.000 |
18,173.0 |
|
1.618 |
18,065.5 |
|
2.618 |
17,891.5 |
|
4.250 |
17,607.5 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,474.0 |
18,410.3 |
| PP |
18,454.0 |
18,326.7 |
| S1 |
18,434.0 |
18,243.0 |
|