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 |
18,165.75 |
18,033.00 |
-132.75 |
-0.7% |
19,171.75 |
High |
18,483.25 |
18,558.50 |
75.25 |
0.4% |
19,717.00 |
Low |
17,966.00 |
17,836.25 |
-129.75 |
-0.7% |
18,385.75 |
Close |
18,179.00 |
17,966.50 |
-212.50 |
-1.2% |
18,556.25 |
Range |
517.25 |
722.25 |
205.00 |
39.6% |
1,331.25 |
ATR |
494.96 |
511.19 |
16.24 |
3.3% |
0.00 |
Volume |
697,089 |
725,244 |
28,155 |
4.0% |
3,870,109 |
|
Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,287.25 |
19,849.00 |
18,363.75 |
|
R3 |
19,565.00 |
19,126.75 |
18,165.00 |
|
R2 |
18,842.75 |
18,842.75 |
18,099.00 |
|
R1 |
18,404.50 |
18,404.50 |
18,032.75 |
18,262.50 |
PP |
18,120.50 |
18,120.50 |
18,120.50 |
18,049.50 |
S1 |
17,682.25 |
17,682.25 |
17,900.25 |
17,540.25 |
S2 |
17,398.25 |
17,398.25 |
17,834.00 |
|
S3 |
16,676.00 |
16,960.00 |
17,768.00 |
|
S4 |
15,953.75 |
16,237.75 |
17,569.25 |
|
|
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 |
13.2% |
747.00 |
4.2% |
26% |
False |
False |
824,462 |
10 |
19,717.00 |
17,351.00 |
2,366.00 |
13.2% |
619.00 |
3.4% |
26% |
False |
False |
791,629 |
20 |
20,983.75 |
17,351.00 |
3,632.75 |
20.2% |
516.50 |
2.9% |
17% |
False |
False |
778,964 |
40 |
20,983.75 |
17,351.00 |
3,632.75 |
20.2% |
385.25 |
2.1% |
17% |
False |
False |
644,029 |
60 |
20,983.75 |
17,351.00 |
3,632.75 |
20.2% |
332.25 |
1.8% |
17% |
False |
False |
430,197 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
20.3% |
324.00 |
1.8% |
17% |
False |
False |
322,899 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
20.3% |
312.00 |
1.7% |
17% |
False |
False |
258,457 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
20.3% |
303.00 |
1.7% |
17% |
False |
False |
215,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,628.00 |
2.618 |
20,449.25 |
1.618 |
19,727.00 |
1.000 |
19,280.75 |
0.618 |
19,004.75 |
HIGH |
18,558.50 |
0.618 |
18,282.50 |
0.500 |
18,197.50 |
0.382 |
18,112.25 |
LOW |
17,836.25 |
0.618 |
17,390.00 |
1.000 |
17,114.00 |
1.618 |
16,667.75 |
2.618 |
15,945.50 |
4.250 |
14,766.75 |
|
|
Fisher Pivots for day following 07-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,197.50 |
17,962.50 |
PP |
18,120.50 |
17,958.75 |
S1 |
18,043.50 |
17,954.75 |
|