| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,392.2 |
2,384.3 |
-7.9 |
-0.3% |
2,386.9 |
| High |
2,401.0 |
2,422.8 |
21.8 |
0.9% |
2,477.0 |
| Low |
2,383.2 |
2,384.3 |
1.1 |
0.0% |
2,367.3 |
| Close |
2,390.5 |
2,422.2 |
31.7 |
1.3% |
2,425.7 |
| Range |
17.8 |
38.5 |
20.7 |
116.3% |
109.7 |
| ATR |
40.2 |
40.1 |
-0.1 |
-0.3% |
0.0 |
| Volume |
130 |
201 |
71 |
54.6% |
154,906 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.3 |
2,512.2 |
2,443.4 |
|
| R3 |
2,486.8 |
2,473.7 |
2,432.8 |
|
| R2 |
2,448.3 |
2,448.3 |
2,429.3 |
|
| R1 |
2,435.2 |
2,435.2 |
2,425.7 |
2,441.8 |
| PP |
2,409.8 |
2,409.8 |
2,409.8 |
2,413.0 |
| S1 |
2,396.7 |
2,396.7 |
2,418.7 |
2,403.3 |
| S2 |
2,371.3 |
2,371.3 |
2,415.1 |
|
| S3 |
2,332.8 |
2,358.2 |
2,411.6 |
|
| S4 |
2,294.3 |
2,319.7 |
2,401.0 |
|
|
| 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 |
4.5% |
48.3 |
2.0% |
50% |
False |
False |
275 |
| 10 |
2,477.0 |
2,354.6 |
122.4 |
5.1% |
41.6 |
1.7% |
55% |
False |
False |
31,025 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.6% |
39.6 |
1.6% |
52% |
False |
False |
129,353 |
| 40 |
2,488.4 |
2,304.7 |
183.7 |
7.6% |
35.7 |
1.5% |
64% |
False |
False |
159,306 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
36.6 |
1.5% |
64% |
False |
False |
145,073 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
36.8 |
1.5% |
64% |
False |
False |
115,192 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.3% |
37.4 |
1.5% |
78% |
False |
False |
93,690 |
| 120 |
2,488.4 |
2,045.2 |
443.2 |
18.3% |
35.0 |
1.4% |
85% |
False |
False |
78,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.4 |
|
2.618 |
2,523.6 |
|
1.618 |
2,485.1 |
|
1.000 |
2,461.3 |
|
0.618 |
2,446.6 |
|
HIGH |
2,422.8 |
|
0.618 |
2,408.1 |
|
0.500 |
2,403.6 |
|
0.382 |
2,399.0 |
|
LOW |
2,384.3 |
|
0.618 |
2,360.5 |
|
1.000 |
2,345.8 |
|
1.618 |
2,322.0 |
|
2.618 |
2,283.5 |
|
4.250 |
2,220.7 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,416.0 |
2,415.3 |
| PP |
2,409.8 |
2,408.3 |
| S1 |
2,403.6 |
2,401.4 |
|