| 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 |
17,650.0 |
17,542.0 |
-108.0 |
-0.6% |
18,613.0 |
| High |
17,741.0 |
17,656.0 |
-85.0 |
-0.5% |
18,684.0 |
| Low |
17,110.0 |
17,311.0 |
201.0 |
1.2% |
17,714.0 |
| Close |
17,401.0 |
17,408.0 |
7.0 |
0.0% |
17,731.0 |
| Range |
631.0 |
345.0 |
-286.0 |
-45.3% |
970.0 |
| ATR |
295.8 |
299.3 |
3.5 |
1.2% |
0.0 |
| Volume |
80,627 |
51,514 |
-29,113 |
-36.1% |
245,019 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,493.3 |
18,295.7 |
17,597.8 |
|
| R3 |
18,148.3 |
17,950.7 |
17,502.9 |
|
| R2 |
17,803.3 |
17,803.3 |
17,471.3 |
|
| R1 |
17,605.7 |
17,605.7 |
17,439.6 |
17,532.0 |
| PP |
17,458.3 |
17,458.3 |
17,458.3 |
17,421.5 |
| S1 |
17,260.7 |
17,260.7 |
17,376.4 |
17,187.0 |
| S2 |
17,113.3 |
17,113.3 |
17,344.8 |
|
| S3 |
16,768.3 |
16,915.7 |
17,313.1 |
|
| S4 |
16,423.3 |
16,570.7 |
17,218.3 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,953.0 |
20,312.0 |
18,264.5 |
|
| R3 |
19,983.0 |
19,342.0 |
17,997.8 |
|
| R2 |
19,013.0 |
19,013.0 |
17,908.8 |
|
| R1 |
18,372.0 |
18,372.0 |
17,819.9 |
18,207.5 |
| PP |
18,043.0 |
18,043.0 |
18,043.0 |
17,960.8 |
| S1 |
17,402.0 |
17,402.0 |
17,642.1 |
17,237.5 |
| S2 |
17,073.0 |
17,073.0 |
17,553.2 |
|
| S3 |
16,103.0 |
16,432.0 |
17,464.3 |
|
| S4 |
15,133.0 |
15,462.0 |
17,197.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,684.0 |
17,110.0 |
1,574.0 |
9.0% |
428.2 |
2.5% |
19% |
False |
False |
62,327 |
| 10 |
18,684.0 |
17,110.0 |
1,574.0 |
9.0% |
335.3 |
1.9% |
19% |
False |
False |
52,202 |
| 20 |
18,928.0 |
17,110.0 |
1,818.0 |
10.4% |
279.7 |
1.6% |
16% |
False |
False |
44,998 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.4% |
257.2 |
1.5% |
16% |
False |
False |
37,445 |
| 60 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
202.3 |
1.2% |
14% |
False |
False |
25,012 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
179.1 |
1.0% |
14% |
False |
False |
18,763 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
156.9 |
0.9% |
14% |
False |
False |
15,012 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
132.0 |
0.8% |
14% |
False |
False |
12,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,122.3 |
|
2.618 |
18,559.2 |
|
1.618 |
18,214.2 |
|
1.000 |
18,001.0 |
|
0.618 |
17,869.2 |
|
HIGH |
17,656.0 |
|
0.618 |
17,524.2 |
|
0.500 |
17,483.5 |
|
0.382 |
17,442.8 |
|
LOW |
17,311.0 |
|
0.618 |
17,097.8 |
|
1.000 |
16,966.0 |
|
1.618 |
16,752.8 |
|
2.618 |
16,407.8 |
|
4.250 |
15,844.8 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,483.5 |
17,627.0 |
| PP |
17,458.3 |
17,554.0 |
| S1 |
17,433.2 |
17,481.0 |
|