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 |
18,390.00 |
18,165.75 |
-224.25 |
-1.2% |
19,171.75 |
High |
18,390.00 |
18,483.25 |
93.25 |
0.5% |
19,717.00 |
Low |
17,351.00 |
17,966.00 |
615.00 |
3.5% |
18,385.75 |
Close |
18,013.25 |
18,179.00 |
165.75 |
0.9% |
18,556.25 |
Range |
1,039.00 |
517.25 |
-521.75 |
-50.2% |
1,331.25 |
ATR |
493.24 |
494.96 |
1.71 |
0.3% |
0.00 |
Volume |
937,137 |
697,089 |
-240,048 |
-25.6% |
3,870,109 |
|
Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,761.25 |
19,487.25 |
18,463.50 |
|
R3 |
19,244.00 |
18,970.00 |
18,321.25 |
|
R2 |
18,726.75 |
18,726.75 |
18,273.75 |
|
R1 |
18,452.75 |
18,452.75 |
18,226.50 |
18,589.75 |
PP |
18,209.50 |
18,209.50 |
18,209.50 |
18,278.00 |
S1 |
17,935.50 |
17,935.50 |
18,131.50 |
18,072.50 |
S2 |
17,692.25 |
17,692.25 |
18,084.25 |
|
S3 |
17,175.00 |
17,418.25 |
18,036.75 |
|
S4 |
16,657.75 |
16,901.00 |
17,894.50 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,880.00 |
22,049.50 |
19,288.50 |
|
R3 |
21,548.75 |
20,718.25 |
18,922.25 |
|
R2 |
20,217.50 |
20,217.50 |
18,800.25 |
|
R1 |
19,387.00 |
19,387.00 |
18,678.25 |
19,136.50 |
PP |
18,886.25 |
18,886.25 |
18,886.25 |
18,761.25 |
S1 |
18,055.75 |
18,055.75 |
18,434.25 |
17,805.50 |
S2 |
17,555.00 |
17,555.00 |
18,312.25 |
|
S3 |
16,223.75 |
16,724.50 |
18,190.25 |
|
S4 |
14,892.50 |
15,393.25 |
17,824.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,717.00 |
17,351.00 |
2,366.00 |
13.0% |
760.00 |
4.2% |
35% |
False |
False |
831,863 |
10 |
19,883.00 |
17,351.00 |
2,532.00 |
13.9% |
618.25 |
3.4% |
33% |
False |
False |
803,786 |
20 |
20,983.75 |
17,351.00 |
3,632.75 |
20.0% |
492.00 |
2.7% |
23% |
False |
False |
771,537 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
20.0% |
371.00 |
2.0% |
23% |
False |
False |
626,062 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
20.0% |
323.00 |
1.8% |
23% |
False |
False |
418,121 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
20.1% |
319.75 |
1.8% |
23% |
False |
False |
313,843 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
20.1% |
307.25 |
1.7% |
23% |
False |
False |
251,207 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
20.1% |
298.25 |
1.6% |
23% |
False |
False |
209,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,681.50 |
2.618 |
19,837.50 |
1.618 |
19,320.25 |
1.000 |
19,000.50 |
0.618 |
18,803.00 |
HIGH |
18,483.25 |
0.618 |
18,285.75 |
0.500 |
18,224.50 |
0.382 |
18,163.50 |
LOW |
17,966.00 |
0.618 |
17,646.25 |
1.000 |
17,448.75 |
1.618 |
17,129.00 |
2.618 |
16,611.75 |
4.250 |
15,767.75 |
|
|
Fisher Pivots for day following 06-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,224.50 |
18,174.50 |
PP |
18,209.50 |
18,170.00 |
S1 |
18,194.25 |
18,165.50 |
|