| 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 |
17,542.0 |
17,390.0 |
-152.0 |
-0.9% |
18,613.0 |
| High |
17,656.0 |
17,752.0 |
96.0 |
0.5% |
18,684.0 |
| Low |
17,311.0 |
17,369.0 |
58.0 |
0.3% |
17,714.0 |
| Close |
17,408.0 |
17,693.0 |
285.0 |
1.6% |
17,731.0 |
| Range |
345.0 |
383.0 |
38.0 |
11.0% |
970.0 |
| ATR |
299.3 |
305.3 |
6.0 |
2.0% |
0.0 |
| Volume |
51,514 |
50,471 |
-1,043 |
-2.0% |
245,019 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,753.7 |
18,606.3 |
17,903.7 |
|
| R3 |
18,370.7 |
18,223.3 |
17,798.3 |
|
| R2 |
17,987.7 |
17,987.7 |
17,763.2 |
|
| R1 |
17,840.3 |
17,840.3 |
17,728.1 |
17,914.0 |
| PP |
17,604.7 |
17,604.7 |
17,604.7 |
17,641.5 |
| S1 |
17,457.3 |
17,457.3 |
17,657.9 |
17,531.0 |
| S2 |
17,221.7 |
17,221.7 |
17,622.8 |
|
| S3 |
16,838.7 |
17,074.3 |
17,587.7 |
|
| S4 |
16,455.7 |
16,691.3 |
17,482.4 |
|
|
| 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 |
18,648.0 |
17,110.0 |
1,538.0 |
8.7% |
471.6 |
2.7% |
38% |
False |
False |
64,018 |
| 10 |
18,684.0 |
17,110.0 |
1,574.0 |
8.9% |
353.3 |
2.0% |
37% |
False |
False |
52,674 |
| 20 |
18,928.0 |
17,110.0 |
1,818.0 |
10.3% |
286.9 |
1.6% |
32% |
False |
False |
45,970 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.3% |
262.9 |
1.5% |
32% |
False |
False |
38,671 |
| 60 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
207.3 |
1.2% |
28% |
False |
False |
25,852 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
182.7 |
1.0% |
28% |
False |
False |
19,394 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
160.8 |
0.9% |
28% |
False |
False |
15,517 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
135.1 |
0.8% |
28% |
False |
False |
12,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,379.8 |
|
2.618 |
18,754.7 |
|
1.618 |
18,371.7 |
|
1.000 |
18,135.0 |
|
0.618 |
17,988.7 |
|
HIGH |
17,752.0 |
|
0.618 |
17,605.7 |
|
0.500 |
17,560.5 |
|
0.382 |
17,515.3 |
|
LOW |
17,369.0 |
|
0.618 |
17,132.3 |
|
1.000 |
16,986.0 |
|
1.618 |
16,749.3 |
|
2.618 |
16,366.3 |
|
4.250 |
15,741.3 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,648.8 |
17,605.7 |
| PP |
17,604.7 |
17,518.3 |
| S1 |
17,560.5 |
17,431.0 |
|