| 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 |
18,830.0 |
18,932.0 |
102.0 |
0.5% |
18,531.0 |
| High |
18,851.0 |
18,932.0 |
81.0 |
0.4% |
18,880.0 |
| Low |
18,830.0 |
18,928.0 |
98.0 |
0.5% |
18,531.0 |
| Close |
18,849.0 |
18,929.0 |
80.0 |
0.4% |
18,868.0 |
| Range |
21.0 |
4.0 |
-17.0 |
-81.0% |
349.0 |
| ATR |
155.8 |
150.6 |
-5.2 |
-3.3% |
0.0 |
| Volume |
5 |
57 |
52 |
1,040.0% |
155 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,941.7 |
18,939.3 |
18,931.2 |
|
| R3 |
18,937.7 |
18,935.3 |
18,930.1 |
|
| R2 |
18,933.7 |
18,933.7 |
18,929.7 |
|
| R1 |
18,931.3 |
18,931.3 |
18,929.4 |
18,930.5 |
| PP |
18,929.7 |
18,929.7 |
18,929.7 |
18,929.3 |
| S1 |
18,927.3 |
18,927.3 |
18,928.6 |
18,926.5 |
| S2 |
18,925.7 |
18,925.7 |
18,928.3 |
|
| S3 |
18,921.7 |
18,923.3 |
18,927.9 |
|
| S4 |
18,917.7 |
18,919.3 |
18,926.8 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,806.7 |
19,686.3 |
19,060.0 |
|
| R3 |
19,457.7 |
19,337.3 |
18,964.0 |
|
| R2 |
19,108.7 |
19,108.7 |
18,932.0 |
|
| R1 |
18,988.3 |
18,988.3 |
18,900.0 |
19,048.5 |
| PP |
18,759.7 |
18,759.7 |
18,759.7 |
18,789.8 |
| S1 |
18,639.3 |
18,639.3 |
18,836.0 |
18,699.5 |
| S2 |
18,410.7 |
18,410.7 |
18,804.0 |
|
| S3 |
18,061.7 |
18,290.3 |
18,772.0 |
|
| S4 |
17,712.7 |
17,941.3 |
18,676.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,932.0 |
18,683.0 |
249.0 |
1.3% |
25.6 |
0.1% |
99% |
True |
False |
37 |
| 10 |
18,932.0 |
18,113.0 |
819.0 |
4.3% |
72.6 |
0.4% |
100% |
True |
False |
29 |
| 20 |
18,932.0 |
17,265.0 |
1,667.0 |
8.8% |
107.3 |
0.6% |
100% |
True |
False |
26 |
| 40 |
19,101.0 |
17,265.0 |
1,836.0 |
9.7% |
98.0 |
0.5% |
91% |
False |
False |
18 |
| 60 |
19,191.0 |
17,265.0 |
1,926.0 |
10.2% |
72.8 |
0.4% |
86% |
False |
False |
13 |
| 80 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
54.8 |
0.3% |
79% |
False |
False |
10 |
| 100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
48.3 |
0.3% |
79% |
False |
False |
8 |
| 120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.1% |
41.3 |
0.2% |
79% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,949.0 |
|
2.618 |
18,942.5 |
|
1.618 |
18,938.5 |
|
1.000 |
18,936.0 |
|
0.618 |
18,934.5 |
|
HIGH |
18,932.0 |
|
0.618 |
18,930.5 |
|
0.500 |
18,930.0 |
|
0.382 |
18,929.5 |
|
LOW |
18,928.0 |
|
0.618 |
18,925.5 |
|
1.000 |
18,924.0 |
|
1.618 |
18,921.5 |
|
2.618 |
18,917.5 |
|
4.250 |
18,911.0 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,930.0 |
18,910.3 |
| PP |
18,929.7 |
18,891.7 |
| S1 |
18,929.3 |
18,873.0 |
|