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 |
4,630.0 |
4,590.0 |
-40.0 |
-0.9% |
4,912.0 |
High |
4,663.0 |
4,706.0 |
43.0 |
0.9% |
4,951.0 |
Low |
4,558.0 |
4,582.0 |
24.0 |
0.5% |
4,647.0 |
Close |
4,588.0 |
4,689.0 |
101.0 |
2.2% |
4,655.0 |
Range |
105.0 |
124.0 |
19.0 |
18.1% |
304.0 |
ATR |
92.5 |
94.7 |
2.3 |
2.4% |
0.0 |
Volume |
1,086,430 |
942,396 |
-144,034 |
-13.3% |
4,167,010 |
|
Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.0 |
4,984.0 |
4,757.2 |
|
R3 |
4,907.0 |
4,860.0 |
4,723.1 |
|
R2 |
4,783.0 |
4,783.0 |
4,711.7 |
|
R1 |
4,736.0 |
4,736.0 |
4,700.4 |
4,759.5 |
PP |
4,659.0 |
4,659.0 |
4,659.0 |
4,670.8 |
S1 |
4,612.0 |
4,612.0 |
4,677.6 |
4,635.5 |
S2 |
4,535.0 |
4,535.0 |
4,666.3 |
|
S3 |
4,411.0 |
4,488.0 |
4,654.9 |
|
S4 |
4,287.0 |
4,364.0 |
4,620.8 |
|
|
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 |
4,922.0 |
4,494.0 |
428.0 |
9.1% |
135.8 |
2.9% |
46% |
False |
False |
1,212,759 |
10 |
4,951.0 |
4,494.0 |
457.0 |
9.7% |
107.8 |
2.3% |
43% |
False |
False |
953,363 |
20 |
5,087.0 |
4,494.0 |
593.0 |
12.6% |
88.5 |
1.9% |
33% |
False |
False |
826,321 |
40 |
5,092.0 |
4,494.0 |
598.0 |
12.8% |
81.3 |
1.7% |
33% |
False |
False |
744,282 |
60 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
69.4 |
1.5% |
30% |
False |
False |
499,468 |
80 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
65.9 |
1.4% |
30% |
False |
False |
375,056 |
100 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
59.5 |
1.3% |
30% |
False |
False |
300,079 |
120 |
5,151.0 |
4,494.0 |
657.0 |
14.0% |
50.1 |
1.1% |
30% |
False |
False |
250,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,233.0 |
2.618 |
5,030.6 |
1.618 |
4,906.6 |
1.000 |
4,830.0 |
0.618 |
4,782.6 |
HIGH |
4,706.0 |
0.618 |
4,658.6 |
0.500 |
4,644.0 |
0.382 |
4,629.4 |
LOW |
4,582.0 |
0.618 |
4,505.4 |
1.000 |
4,458.0 |
1.618 |
4,381.4 |
2.618 |
4,257.4 |
4.250 |
4,055.0 |
|
|
Fisher Pivots for day following 07-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,674.0 |
4,659.3 |
PP |
4,659.0 |
4,629.7 |
S1 |
4,644.0 |
4,600.0 |
|