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 |
4,636.0 |
4,630.0 |
-6.0 |
-0.1% |
4,912.0 |
High |
4,656.0 |
4,663.0 |
7.0 |
0.2% |
4,951.0 |
Low |
4,494.0 |
4,558.0 |
64.0 |
1.4% |
4,647.0 |
Close |
4,587.0 |
4,588.0 |
1.0 |
0.0% |
4,655.0 |
Range |
162.0 |
105.0 |
-57.0 |
-35.2% |
304.0 |
ATR |
91.5 |
92.5 |
1.0 |
1.1% |
0.0 |
Volume |
1,707,867 |
1,086,430 |
-621,437 |
-36.4% |
4,167,010 |
|
Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,918.0 |
4,858.0 |
4,645.8 |
|
R3 |
4,813.0 |
4,753.0 |
4,616.9 |
|
R2 |
4,708.0 |
4,708.0 |
4,607.3 |
|
R1 |
4,648.0 |
4,648.0 |
4,597.6 |
4,625.5 |
PP |
4,603.0 |
4,603.0 |
4,603.0 |
4,591.8 |
S1 |
4,543.0 |
4,543.0 |
4,578.4 |
4,520.5 |
S2 |
4,498.0 |
4,498.0 |
4,568.8 |
|
S3 |
4,393.0 |
4,438.0 |
4,559.1 |
|
S4 |
4,288.0 |
4,333.0 |
4,530.3 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,663.0 |
5,463.0 |
4,822.2 |
|
R3 |
5,359.0 |
5,159.0 |
4,738.6 |
|
R2 |
5,055.0 |
5,055.0 |
4,710.7 |
|
R1 |
4,855.0 |
4,855.0 |
4,682.9 |
4,803.0 |
PP |
4,751.0 |
4,751.0 |
4,751.0 |
4,725.0 |
S1 |
4,551.0 |
4,551.0 |
4,627.1 |
4,499.0 |
S2 |
4,447.0 |
4,447.0 |
4,599.3 |
|
S3 |
4,143.0 |
4,247.0 |
4,571.4 |
|
S4 |
3,839.0 |
3,943.0 |
4,487.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,951.0 |
4,494.0 |
457.0 |
10.0% |
128.4 |
2.8% |
21% |
False |
False |
1,168,921 |
10 |
4,951.0 |
4,494.0 |
457.0 |
10.0% |
102.2 |
2.2% |
21% |
False |
False |
925,584 |
20 |
5,087.0 |
4,494.0 |
593.0 |
12.9% |
86.5 |
1.9% |
16% |
False |
False |
811,572 |
40 |
5,092.0 |
4,494.0 |
598.0 |
13.0% |
79.7 |
1.7% |
16% |
False |
False |
721,468 |
60 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
67.9 |
1.5% |
14% |
False |
False |
484,006 |
80 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
65.0 |
1.4% |
14% |
False |
False |
363,278 |
100 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
58.3 |
1.3% |
14% |
False |
False |
290,655 |
120 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
49.1 |
1.1% |
14% |
False |
False |
242,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,109.3 |
2.618 |
4,937.9 |
1.618 |
4,832.9 |
1.000 |
4,768.0 |
0.618 |
4,727.9 |
HIGH |
4,663.0 |
0.618 |
4,622.9 |
0.500 |
4,610.5 |
0.382 |
4,598.1 |
LOW |
4,558.0 |
0.618 |
4,493.1 |
1.000 |
4,453.0 |
1.618 |
4,388.1 |
2.618 |
4,283.1 |
4.250 |
4,111.8 |
|
|
Fisher Pivots for day following 06-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,610.5 |
4,632.0 |
PP |
4,603.0 |
4,617.3 |
S1 |
4,595.5 |
4,602.7 |
|