| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
5,208.25 |
5,348.25 |
140.00 |
2.7% |
5,330.00 |
| High |
5,361.00 |
5,385.25 |
24.25 |
0.5% |
5,385.25 |
| Low |
5,182.00 |
5,319.50 |
137.50 |
2.7% |
5,120.00 |
| Close |
5,348.25 |
5,370.25 |
22.00 |
0.4% |
5,370.25 |
| Range |
179.00 |
65.75 |
-113.25 |
-63.3% |
265.25 |
| ATR |
108.01 |
104.99 |
-3.02 |
-2.8% |
0.00 |
| Volume |
1,912,347 |
1,412,017 |
-500,330 |
-26.2% |
11,179,750 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,555.50 |
5,528.75 |
5,406.50 |
|
| R3 |
5,489.75 |
5,463.00 |
5,388.25 |
|
| R2 |
5,424.00 |
5,424.00 |
5,382.25 |
|
| R1 |
5,397.25 |
5,397.25 |
5,376.25 |
5,410.50 |
| PP |
5,358.25 |
5,358.25 |
5,358.25 |
5,365.00 |
| S1 |
5,331.50 |
5,331.50 |
5,364.25 |
5,345.00 |
| S2 |
5,292.50 |
5,292.50 |
5,358.25 |
|
| S3 |
5,226.75 |
5,265.75 |
5,352.25 |
|
| S4 |
5,161.00 |
5,200.00 |
5,334.00 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,087.50 |
5,994.25 |
5,516.25 |
|
| R3 |
5,822.25 |
5,729.00 |
5,443.25 |
|
| R2 |
5,557.00 |
5,557.00 |
5,419.00 |
|
| R1 |
5,463.75 |
5,463.75 |
5,394.50 |
5,510.50 |
| PP |
5,291.75 |
5,291.75 |
5,291.75 |
5,315.25 |
| S1 |
5,198.50 |
5,198.50 |
5,346.00 |
5,245.00 |
| S2 |
5,026.50 |
5,026.50 |
5,321.50 |
|
| S3 |
4,761.25 |
4,933.25 |
5,297.25 |
|
| S4 |
4,496.00 |
4,668.00 |
5,224.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,385.25 |
5,120.00 |
265.25 |
4.9% |
150.50 |
2.8% |
94% |
True |
False |
2,235,950 |
| 10 |
5,600.75 |
5,120.00 |
480.75 |
9.0% |
133.50 |
2.5% |
52% |
False |
False |
2,307,928 |
| 20 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
104.75 |
1.9% |
42% |
False |
False |
2,153,130 |
| 40 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
76.25 |
1.4% |
42% |
False |
False |
1,752,293 |
| 60 |
5,721.25 |
5,120.00 |
601.25 |
11.2% |
68.00 |
1.3% |
42% |
False |
False |
1,175,755 |
| 80 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
66.25 |
1.2% |
50% |
False |
False |
882,401 |
| 100 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
64.75 |
1.2% |
50% |
False |
False |
706,297 |
| 120 |
5,721.25 |
5,019.75 |
701.50 |
13.1% |
62.75 |
1.2% |
50% |
False |
False |
588,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,664.75 |
|
2.618 |
5,557.50 |
|
1.618 |
5,491.75 |
|
1.000 |
5,451.00 |
|
0.618 |
5,426.00 |
|
HIGH |
5,385.25 |
|
0.618 |
5,360.25 |
|
0.500 |
5,352.50 |
|
0.382 |
5,344.50 |
|
LOW |
5,319.50 |
|
0.618 |
5,278.75 |
|
1.000 |
5,253.75 |
|
1.618 |
5,213.00 |
|
2.618 |
5,147.25 |
|
4.250 |
5,040.00 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,364.25 |
5,341.50 |
| PP |
5,358.25 |
5,312.50 |
| S1 |
5,352.50 |
5,283.50 |
|