| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
18,785.00 |
18,849.00 |
64.00 |
0.3% |
18,610.75 |
| High |
18,888.25 |
18,981.75 |
93.50 |
0.5% |
18,888.25 |
| Low |
18,601.75 |
18,739.75 |
138.00 |
0.7% |
17,552.75 |
| Close |
18,833.75 |
18,856.50 |
22.75 |
0.1% |
18,833.75 |
| Range |
286.50 |
242.00 |
-44.50 |
-15.5% |
1,335.50 |
| ATR |
518.24 |
498.51 |
-19.73 |
-3.8% |
0.00 |
| Volume |
1,243 |
1,202 |
-41 |
-3.3% |
13,458 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,585.25 |
19,463.00 |
18,989.50 |
|
| R3 |
19,343.25 |
19,221.00 |
18,923.00 |
|
| R2 |
19,101.25 |
19,101.25 |
18,900.75 |
|
| R1 |
18,979.00 |
18,979.00 |
18,878.75 |
19,040.00 |
| PP |
18,859.25 |
18,859.25 |
18,859.25 |
18,890.00 |
| S1 |
18,737.00 |
18,737.00 |
18,834.25 |
18,798.00 |
| S2 |
18,617.25 |
18,617.25 |
18,812.25 |
|
| S3 |
18,375.25 |
18,495.00 |
18,790.00 |
|
| S4 |
18,133.25 |
18,253.00 |
18,723.50 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,431.50 |
21,968.00 |
19,568.25 |
|
| R3 |
21,096.00 |
20,632.50 |
19,201.00 |
|
| R2 |
19,760.50 |
19,760.50 |
19,078.50 |
|
| R1 |
19,297.00 |
19,297.00 |
18,956.25 |
19,528.75 |
| PP |
18,425.00 |
18,425.00 |
18,425.00 |
18,540.75 |
| S1 |
17,961.50 |
17,961.50 |
18,711.25 |
18,193.25 |
| S2 |
17,089.50 |
17,089.50 |
18,589.00 |
|
| S3 |
15,754.00 |
16,626.00 |
18,466.50 |
|
| S4 |
14,418.50 |
15,290.50 |
18,099.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,981.75 |
17,953.25 |
1,028.50 |
5.5% |
524.50 |
2.8% |
88% |
True |
False |
1,975 |
| 10 |
19,958.25 |
17,552.75 |
2,405.50 |
12.8% |
652.75 |
3.5% |
54% |
False |
False |
2,681 |
| 20 |
20,936.75 |
17,552.75 |
3,384.00 |
17.9% |
522.00 |
2.8% |
39% |
False |
False |
2,289 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
19.6% |
397.50 |
2.1% |
35% |
False |
False |
1,575 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
19.6% |
338.00 |
1.8% |
35% |
False |
False |
1,077 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
19.6% |
318.25 |
1.7% |
35% |
False |
False |
817 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
19.6% |
305.50 |
1.6% |
35% |
False |
False |
658 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
19.6% |
262.25 |
1.4% |
35% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,010.25 |
|
2.618 |
19,615.25 |
|
1.618 |
19,373.25 |
|
1.000 |
19,223.75 |
|
0.618 |
19,131.25 |
|
HIGH |
18,981.75 |
|
0.618 |
18,889.25 |
|
0.500 |
18,860.75 |
|
0.382 |
18,832.25 |
|
LOW |
18,739.75 |
|
0.618 |
18,590.25 |
|
1.000 |
18,497.75 |
|
1.618 |
18,348.25 |
|
2.618 |
18,106.25 |
|
4.250 |
17,711.25 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,860.75 |
18,726.75 |
| PP |
18,859.25 |
18,597.25 |
| S1 |
18,858.00 |
18,467.50 |
|