| 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 |
2,442.0 |
2,414.5 |
-27.5 |
-1.1% |
2,386.9 |
| High |
2,449.8 |
2,421.8 |
-28.0 |
-1.1% |
2,477.0 |
| Low |
2,367.4 |
2,380.0 |
12.6 |
0.5% |
2,367.3 |
| Close |
2,401.7 |
2,389.1 |
-12.6 |
-0.5% |
2,425.7 |
| Range |
82.4 |
41.8 |
-40.6 |
-49.3% |
109.7 |
| ATR |
42.0 |
42.0 |
0.0 |
0.0% |
0.0 |
| Volume |
334 |
163 |
-171 |
-51.2% |
154,906 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.4 |
2,497.5 |
2,412.1 |
|
| R3 |
2,480.6 |
2,455.7 |
2,400.6 |
|
| R2 |
2,438.8 |
2,438.8 |
2,396.8 |
|
| R1 |
2,413.9 |
2,413.9 |
2,392.9 |
2,405.5 |
| PP |
2,397.0 |
2,397.0 |
2,397.0 |
2,392.7 |
| S1 |
2,372.1 |
2,372.1 |
2,385.3 |
2,363.7 |
| S2 |
2,355.2 |
2,355.2 |
2,381.4 |
|
| S3 |
2,313.4 |
2,330.3 |
2,377.6 |
|
| S4 |
2,271.6 |
2,288.5 |
2,366.1 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.4 |
2,698.8 |
2,486.0 |
|
| R3 |
2,642.7 |
2,589.1 |
2,455.9 |
|
| R2 |
2,533.0 |
2,533.0 |
2,445.8 |
|
| R1 |
2,479.4 |
2,479.4 |
2,435.8 |
2,506.2 |
| PP |
2,423.3 |
2,423.3 |
2,423.3 |
2,436.8 |
| S1 |
2,369.7 |
2,369.7 |
2,415.6 |
2,396.5 |
| S2 |
2,313.6 |
2,313.6 |
2,405.6 |
|
| S3 |
2,203.9 |
2,260.0 |
2,395.5 |
|
| S4 |
2,094.2 |
2,150.3 |
2,365.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,367.4 |
109.6 |
4.6% |
50.9 |
2.1% |
20% |
False |
False |
610 |
| 10 |
2,477.0 |
2,351.9 |
125.1 |
5.2% |
44.5 |
1.9% |
30% |
False |
False |
85,070 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.7% |
40.7 |
1.7% |
27% |
False |
False |
152,707 |
| 40 |
2,488.4 |
2,304.5 |
183.9 |
7.7% |
35.6 |
1.5% |
46% |
False |
False |
166,507 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
36.7 |
1.5% |
46% |
False |
False |
147,339 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
38.1 |
1.6% |
46% |
False |
False |
115,652 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.5% |
37.3 |
1.6% |
67% |
False |
False |
93,728 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.9% |
34.8 |
1.5% |
78% |
False |
False |
78,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,599.5 |
|
2.618 |
2,531.2 |
|
1.618 |
2,489.4 |
|
1.000 |
2,463.6 |
|
0.618 |
2,447.6 |
|
HIGH |
2,421.8 |
|
0.618 |
2,405.8 |
|
0.500 |
2,400.9 |
|
0.382 |
2,396.0 |
|
LOW |
2,380.0 |
|
0.618 |
2,354.2 |
|
1.000 |
2,338.2 |
|
1.618 |
2,312.4 |
|
2.618 |
2,270.6 |
|
4.250 |
2,202.4 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.9 |
2,422.2 |
| PP |
2,397.0 |
2,411.2 |
| S1 |
2,393.0 |
2,400.1 |
|