| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,429.1670 |
2,486.5450 |
57.3780 |
2.4% |
3,254.9130 |
| High |
2,549.7950 |
2,545.7260 |
-4.0690 |
-0.2% |
3,395.7060 |
| Low |
2,415.9330 |
2,336.4970 |
-79.4360 |
-3.3% |
2,989.4370 |
| Close |
2,489.8360 |
2,352.0900 |
-137.7460 |
-5.5% |
3,019.5920 |
| Range |
133.8620 |
209.2290 |
75.3670 |
56.3% |
406.2690 |
| ATR |
207.0172 |
207.1752 |
0.1580 |
0.1% |
0.0000 |
| Volume |
349,441 |
292,223 |
-57,218 |
-16.4% |
592,464 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.1247 |
2,904.8363 |
2,467.1660 |
|
| R3 |
2,829.8957 |
2,695.6073 |
2,409.6280 |
|
| R2 |
2,620.6667 |
2,620.6667 |
2,390.4487 |
|
| R1 |
2,486.3783 |
2,486.3783 |
2,371.2693 |
2,448.9080 |
| PP |
2,411.4377 |
2,411.4377 |
2,411.4377 |
2,392.7025 |
| S1 |
2,277.1493 |
2,277.1493 |
2,332.9107 |
2,239.6790 |
| S2 |
2,202.2087 |
2,202.2087 |
2,313.7314 |
|
| S3 |
1,992.9797 |
2,067.9203 |
2,294.5520 |
|
| S4 |
1,783.7507 |
1,858.6913 |
2,237.0141 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,353.7187 |
4,092.9243 |
3,243.0400 |
|
| R3 |
3,947.4497 |
3,686.6553 |
3,131.3160 |
|
| R2 |
3,541.1807 |
3,541.1807 |
3,094.0747 |
|
| R1 |
3,280.3863 |
3,280.3863 |
3,056.8333 |
3,207.6490 |
| PP |
3,134.9117 |
3,134.9117 |
3,134.9117 |
3,098.5430 |
| S1 |
2,874.1173 |
2,874.1173 |
2,982.3507 |
2,801.3800 |
| S2 |
2,728.6427 |
2,728.6427 |
2,945.1094 |
|
| S3 |
2,322.3737 |
2,467.8483 |
2,907.8680 |
|
| S4 |
1,916.1047 |
2,061.5793 |
2,796.1441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,243.8370 |
2,188.3390 |
1,055.4980 |
44.9% |
312.4268 |
13.3% |
16% |
False |
False |
198,109 |
| 10 |
3,395.7060 |
2,188.3390 |
1,207.3670 |
51.3% |
242.1963 |
10.3% |
14% |
False |
False |
168,781 |
| 20 |
3,554.7930 |
2,188.3390 |
1,366.4540 |
58.1% |
196.9274 |
8.4% |
12% |
False |
False |
136,673 |
| 40 |
3,676.0130 |
2,188.3390 |
1,487.6740 |
63.2% |
179.6692 |
7.6% |
11% |
False |
False |
125,851 |
| 60 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
74.5% |
174.6290 |
7.4% |
9% |
False |
False |
135,714 |
| 80 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
74.5% |
174.5007 |
7.4% |
9% |
False |
False |
131,278 |
| 100 |
3,940.4060 |
2,188.3390 |
1,752.0670 |
74.5% |
189.0653 |
8.0% |
9% |
False |
False |
137,244 |
| 120 |
4,090.3060 |
2,188.3390 |
1,901.9670 |
80.9% |
192.6921 |
8.2% |
9% |
False |
False |
153,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,434.9493 |
|
2.618 |
3,093.4875 |
|
1.618 |
2,884.2585 |
|
1.000 |
2,754.9550 |
|
0.618 |
2,675.0295 |
|
HIGH |
2,545.7260 |
|
0.618 |
2,465.8005 |
|
0.500 |
2,441.1115 |
|
0.382 |
2,416.4225 |
|
LOW |
2,336.4970 |
|
0.618 |
2,207.1935 |
|
1.000 |
2,127.2680 |
|
1.618 |
1,997.9645 |
|
2.618 |
1,788.7355 |
|
4.250 |
1,447.2738 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,441.1115 |
2,603.9325 |
| PP |
2,411.4377 |
2,519.9850 |
| S1 |
2,381.7638 |
2,436.0375 |
|