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 |
5,241.50 |
5,208.25 |
-33.25 |
-0.6% |
5,496.50 |
High |
5,359.25 |
5,361.00 |
1.75 |
0.0% |
5,600.75 |
Low |
5,196.75 |
5,182.00 |
-14.75 |
-0.3% |
5,331.75 |
Close |
5,227.50 |
5,348.25 |
120.75 |
2.3% |
5,376.00 |
Range |
162.50 |
179.00 |
16.50 |
10.2% |
269.00 |
ATR |
102.55 |
108.01 |
5.46 |
5.3% |
0.00 |
Volume |
2,247,229 |
1,912,347 |
-334,882 |
-14.9% |
11,899,536 |
|
Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,834.00 |
5,770.25 |
5,446.75 |
|
R3 |
5,655.00 |
5,591.25 |
5,397.50 |
|
R2 |
5,476.00 |
5,476.00 |
5,381.00 |
|
R1 |
5,412.25 |
5,412.25 |
5,364.75 |
5,444.00 |
PP |
5,297.00 |
5,297.00 |
5,297.00 |
5,313.00 |
S1 |
5,233.25 |
5,233.25 |
5,331.75 |
5,265.00 |
S2 |
5,118.00 |
5,118.00 |
5,315.50 |
|
S3 |
4,939.00 |
5,054.25 |
5,299.00 |
|
S4 |
4,760.00 |
4,875.25 |
5,249.75 |
|
|
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 |
5,473.25 |
5,120.00 |
353.25 |
6.6% |
165.75 |
3.1% |
65% |
False |
False |
2,601,494 |
10 |
5,600.75 |
5,120.00 |
480.75 |
9.0% |
135.25 |
2.5% |
47% |
False |
False |
2,364,496 |
20 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
105.75 |
2.0% |
38% |
False |
False |
2,166,751 |
40 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
76.50 |
1.4% |
38% |
False |
False |
1,720,793 |
60 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
67.75 |
1.3% |
38% |
False |
False |
1,152,258 |
80 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
66.00 |
1.2% |
47% |
False |
False |
864,777 |
100 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
64.75 |
1.2% |
47% |
False |
False |
692,191 |
120 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
62.50 |
1.2% |
47% |
False |
False |
576,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,121.75 |
2.618 |
5,829.50 |
1.618 |
5,650.50 |
1.000 |
5,540.00 |
0.618 |
5,471.50 |
HIGH |
5,361.00 |
0.618 |
5,292.50 |
0.500 |
5,271.50 |
0.382 |
5,250.50 |
LOW |
5,182.00 |
0.618 |
5,071.50 |
1.000 |
5,003.00 |
1.618 |
4,892.50 |
2.618 |
4,713.50 |
4.250 |
4,421.25 |
|
|
Fisher Pivots for day following 08-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,322.75 |
5,322.75 |
PP |
5,297.00 |
5,297.00 |
S1 |
5,271.50 |
5,271.50 |
|