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 |
5,250.00 |
5,241.50 |
-8.50 |
-0.2% |
5,496.50 |
High |
5,342.00 |
5,359.25 |
17.25 |
0.3% |
5,600.75 |
Low |
5,221.75 |
5,196.75 |
-25.00 |
-0.5% |
5,331.75 |
Close |
5,266.25 |
5,227.50 |
-38.75 |
-0.7% |
5,376.00 |
Range |
120.25 |
162.50 |
42.25 |
35.1% |
269.00 |
ATR |
97.94 |
102.55 |
4.61 |
4.7% |
0.00 |
Volume |
2,172,067 |
2,247,229 |
75,162 |
3.5% |
11,899,536 |
|
Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,748.75 |
5,650.50 |
5,317.00 |
|
R3 |
5,586.25 |
5,488.00 |
5,272.25 |
|
R2 |
5,423.75 |
5,423.75 |
5,257.25 |
|
R1 |
5,325.50 |
5,325.50 |
5,242.50 |
5,293.50 |
PP |
5,261.25 |
5,261.25 |
5,261.25 |
5,245.00 |
S1 |
5,163.00 |
5,163.00 |
5,212.50 |
5,131.00 |
S2 |
5,098.75 |
5,098.75 |
5,197.75 |
|
S3 |
4,936.25 |
5,000.50 |
5,182.75 |
|
S4 |
4,773.75 |
4,838.00 |
5,138.00 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,243.25 |
6,078.50 |
5,524.00 |
|
R3 |
5,974.25 |
5,809.50 |
5,450.00 |
|
R2 |
5,705.25 |
5,705.25 |
5,425.25 |
|
R1 |
5,540.50 |
5,540.50 |
5,400.75 |
5,488.50 |
PP |
5,436.25 |
5,436.25 |
5,436.25 |
5,410.00 |
S1 |
5,271.50 |
5,271.50 |
5,351.25 |
5,219.50 |
S2 |
5,167.25 |
5,167.25 |
5,326.75 |
|
S3 |
4,898.25 |
5,002.50 |
5,302.00 |
|
S4 |
4,629.25 |
4,733.50 |
5,228.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,600.75 |
5,120.00 |
480.75 |
9.2% |
161.25 |
3.1% |
22% |
False |
False |
2,769,362 |
10 |
5,600.75 |
5,120.00 |
480.75 |
9.2% |
127.50 |
2.4% |
22% |
False |
False |
2,462,070 |
20 |
5,721.25 |
5,120.00 |
601.25 |
11.5% |
100.75 |
1.9% |
18% |
False |
False |
2,169,672 |
40 |
5,721.25 |
5,120.00 |
601.25 |
11.5% |
73.25 |
1.4% |
18% |
False |
False |
1,674,446 |
60 |
5,721.25 |
5,120.00 |
601.25 |
11.5% |
65.25 |
1.2% |
18% |
False |
False |
1,120,405 |
80 |
5,721.25 |
5,019.75 |
701.50 |
13.4% |
65.25 |
1.2% |
30% |
False |
False |
840,927 |
100 |
5,721.25 |
5,019.75 |
701.50 |
13.4% |
63.50 |
1.2% |
30% |
False |
False |
673,105 |
120 |
5,721.25 |
5,019.75 |
701.50 |
13.4% |
61.25 |
1.2% |
30% |
False |
False |
561,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,050.00 |
2.618 |
5,784.75 |
1.618 |
5,622.25 |
1.000 |
5,521.75 |
0.618 |
5,459.75 |
HIGH |
5,359.25 |
0.618 |
5,297.25 |
0.500 |
5,278.00 |
0.382 |
5,258.75 |
LOW |
5,196.75 |
0.618 |
5,096.25 |
1.000 |
5,034.25 |
1.618 |
4,933.75 |
2.618 |
4,771.25 |
4.250 |
4,506.00 |
|
|
Fisher Pivots for day following 07-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,278.00 |
5,239.50 |
PP |
5,261.25 |
5,235.50 |
S1 |
5,244.25 |
5,231.50 |
|