| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
17,390.0 |
17,475.0 |
85.0 |
0.5% |
18,613.0 |
| High |
17,752.0 |
17,803.0 |
51.0 |
0.3% |
18,684.0 |
| Low |
17,369.0 |
17,455.0 |
86.0 |
0.5% |
17,714.0 |
| Close |
17,693.0 |
17,744.0 |
51.0 |
0.3% |
17,731.0 |
| Range |
383.0 |
348.0 |
-35.0 |
-9.1% |
970.0 |
| ATR |
305.3 |
308.3 |
3.1 |
1.0% |
0.0 |
| Volume |
50,471 |
43,810 |
-6,661 |
-13.2% |
245,019 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,711.3 |
18,575.7 |
17,935.4 |
|
| R3 |
18,363.3 |
18,227.7 |
17,839.7 |
|
| R2 |
18,015.3 |
18,015.3 |
17,807.8 |
|
| R1 |
17,879.7 |
17,879.7 |
17,775.9 |
17,947.5 |
| PP |
17,667.3 |
17,667.3 |
17,667.3 |
17,701.3 |
| S1 |
17,531.7 |
17,531.7 |
17,712.1 |
17,599.5 |
| S2 |
17,319.3 |
17,319.3 |
17,680.2 |
|
| S3 |
16,971.3 |
17,183.7 |
17,648.3 |
|
| S4 |
16,623.3 |
16,835.7 |
17,552.6 |
|
|
| 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 |
18,144.0 |
17,110.0 |
1,034.0 |
5.8% |
427.4 |
2.4% |
61% |
False |
False |
60,226 |
| 10 |
18,684.0 |
17,110.0 |
1,574.0 |
8.9% |
358.0 |
2.0% |
40% |
False |
False |
51,036 |
| 20 |
18,928.0 |
17,110.0 |
1,818.0 |
10.2% |
296.1 |
1.7% |
35% |
False |
False |
46,338 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.2% |
265.3 |
1.5% |
35% |
False |
False |
39,738 |
| 60 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
212.9 |
1.2% |
31% |
False |
False |
26,582 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
184.0 |
1.0% |
31% |
False |
False |
19,941 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
164.2 |
0.9% |
31% |
False |
False |
15,955 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.7% |
138.0 |
0.8% |
31% |
False |
False |
13,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,282.0 |
|
2.618 |
18,714.1 |
|
1.618 |
18,366.1 |
|
1.000 |
18,151.0 |
|
0.618 |
18,018.1 |
|
HIGH |
17,803.0 |
|
0.618 |
17,670.1 |
|
0.500 |
17,629.0 |
|
0.382 |
17,587.9 |
|
LOW |
17,455.0 |
|
0.618 |
17,239.9 |
|
1.000 |
17,107.0 |
|
1.618 |
16,891.9 |
|
2.618 |
16,543.9 |
|
4.250 |
15,976.0 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,705.7 |
17,681.7 |
| PP |
17,667.3 |
17,619.3 |
| S1 |
17,629.0 |
17,557.0 |
|