| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,446.00 |
2,409.86 |
-36.14 |
-1.5% |
2,389.10 |
| High |
2,455.90 |
2,416.86 |
-39.04 |
-1.6% |
2,474.58 |
| Low |
2,369.10 |
2,383.43 |
14.33 |
0.6% |
2,374.13 |
| Close |
2,409.84 |
2,389.13 |
-20.71 |
-0.9% |
2,441.87 |
| Range |
86.80 |
33.43 |
-53.37 |
-61.5% |
100.45 |
| ATR |
37.83 |
37.52 |
-0.31 |
-0.8% |
0.00 |
| Volume |
4,357 |
4,883 |
526 |
12.1% |
25,111 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.76 |
2,476.38 |
2,407.52 |
|
| R3 |
2,463.33 |
2,442.95 |
2,398.32 |
|
| R2 |
2,429.90 |
2,429.90 |
2,395.26 |
|
| R1 |
2,409.52 |
2,409.52 |
2,392.19 |
2,403.00 |
| PP |
2,396.47 |
2,396.47 |
2,396.47 |
2,393.21 |
| S1 |
2,376.09 |
2,376.09 |
2,386.07 |
2,369.57 |
| S2 |
2,363.04 |
2,363.04 |
2,383.00 |
|
| S3 |
2,329.61 |
2,342.66 |
2,379.94 |
|
| S4 |
2,296.18 |
2,309.23 |
2,370.74 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.54 |
2,687.16 |
2,497.12 |
|
| R3 |
2,631.09 |
2,586.71 |
2,469.49 |
|
| R2 |
2,530.64 |
2,530.64 |
2,460.29 |
|
| R1 |
2,486.26 |
2,486.26 |
2,451.08 |
2,508.45 |
| PP |
2,430.19 |
2,430.19 |
2,430.19 |
2,441.29 |
| S1 |
2,385.81 |
2,385.81 |
2,432.66 |
2,408.00 |
| S2 |
2,329.74 |
2,329.74 |
2,423.45 |
|
| S3 |
2,229.29 |
2,285.36 |
2,414.25 |
|
| S4 |
2,128.84 |
2,184.91 |
2,386.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,474.58 |
2,369.10 |
105.48 |
4.4% |
49.13 |
2.1% |
19% |
False |
False |
4,820 |
| 10 |
2,474.58 |
2,354.48 |
120.10 |
5.0% |
41.55 |
1.7% |
29% |
False |
False |
4,959 |
| 20 |
2,481.63 |
2,354.48 |
127.15 |
5.3% |
37.69 |
1.6% |
27% |
False |
False |
5,095 |
| 40 |
2,481.63 |
2,289.43 |
192.20 |
8.0% |
32.20 |
1.3% |
52% |
False |
False |
5,201 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
33.03 |
1.4% |
52% |
False |
False |
5,188 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.4% |
34.04 |
1.4% |
54% |
False |
False |
5,144 |
| 100 |
2,481.63 |
2,146.66 |
334.97 |
14.0% |
33.31 |
1.4% |
72% |
False |
False |
5,150 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.7% |
31.21 |
1.3% |
81% |
False |
False |
5,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.94 |
|
2.618 |
2,504.38 |
|
1.618 |
2,470.95 |
|
1.000 |
2,450.29 |
|
0.618 |
2,437.52 |
|
HIGH |
2,416.86 |
|
0.618 |
2,404.09 |
|
0.500 |
2,400.15 |
|
0.382 |
2,396.20 |
|
LOW |
2,383.43 |
|
0.618 |
2,362.77 |
|
1.000 |
2,350.00 |
|
1.618 |
2,329.34 |
|
2.618 |
2,295.91 |
|
4.250 |
2,241.35 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.15 |
2,421.84 |
| PP |
2,396.47 |
2,410.94 |
| S1 |
2,392.80 |
2,400.03 |
|