| 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 |
2,409.86 |
2,389.24 |
-20.62 |
-0.9% |
2,389.10 |
| High |
2,416.86 |
2,405.17 |
-11.69 |
-0.5% |
2,474.58 |
| Low |
2,383.43 |
2,382.00 |
-1.43 |
-0.1% |
2,374.13 |
| Close |
2,389.13 |
2,382.74 |
-6.39 |
-0.3% |
2,441.87 |
| Range |
33.43 |
23.17 |
-10.26 |
-30.7% |
100.45 |
| ATR |
37.52 |
36.50 |
-1.03 |
-2.7% |
0.00 |
| Volume |
4,883 |
5,054 |
171 |
3.5% |
25,111 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.48 |
2,444.28 |
2,395.48 |
|
| R3 |
2,436.31 |
2,421.11 |
2,389.11 |
|
| R2 |
2,413.14 |
2,413.14 |
2,386.99 |
|
| R1 |
2,397.94 |
2,397.94 |
2,384.86 |
2,393.96 |
| PP |
2,389.97 |
2,389.97 |
2,389.97 |
2,387.98 |
| S1 |
2,374.77 |
2,374.77 |
2,380.62 |
2,370.79 |
| S2 |
2,366.80 |
2,366.80 |
2,378.49 |
|
| S3 |
2,343.63 |
2,351.60 |
2,376.37 |
|
| S4 |
2,320.46 |
2,328.43 |
2,370.00 |
|
|
| 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% |
44.80 |
1.9% |
13% |
False |
False |
4,811 |
| 10 |
2,474.58 |
2,354.48 |
120.10 |
5.0% |
40.58 |
1.7% |
24% |
False |
False |
4,941 |
| 20 |
2,481.63 |
2,354.48 |
127.15 |
5.3% |
37.76 |
1.6% |
22% |
False |
False |
5,071 |
| 40 |
2,481.63 |
2,295.86 |
185.77 |
7.8% |
32.19 |
1.4% |
47% |
False |
False |
5,199 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
32.89 |
1.4% |
49% |
False |
False |
5,186 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.4% |
33.20 |
1.4% |
50% |
False |
False |
5,149 |
| 100 |
2,481.63 |
2,146.66 |
334.97 |
14.1% |
33.32 |
1.4% |
70% |
False |
False |
5,145 |
| 120 |
2,481.63 |
1,990.62 |
491.01 |
20.6% |
31.33 |
1.3% |
80% |
False |
False |
5,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,503.64 |
|
2.618 |
2,465.83 |
|
1.618 |
2,442.66 |
|
1.000 |
2,428.34 |
|
0.618 |
2,419.49 |
|
HIGH |
2,405.17 |
|
0.618 |
2,396.32 |
|
0.500 |
2,393.59 |
|
0.382 |
2,390.85 |
|
LOW |
2,382.00 |
|
0.618 |
2,367.68 |
|
1.000 |
2,358.83 |
|
1.618 |
2,344.51 |
|
2.618 |
2,321.34 |
|
4.250 |
2,283.53 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,393.59 |
2,412.50 |
| PP |
2,389.97 |
2,402.58 |
| S1 |
2,386.36 |
2,392.66 |
|