| 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 |
2,097.5 |
2,063.7 |
-33.8 |
-1.6% |
2,277.2 |
| High |
2,109.8 |
2,099.9 |
-9.9 |
-0.5% |
2,320.5 |
| Low |
1,992.8 |
2,038.3 |
45.5 |
2.3% |
2,097.0 |
| Close |
2,049.0 |
2,072.6 |
23.6 |
1.2% |
2,118.5 |
| Range |
117.0 |
61.6 |
-55.4 |
-47.4% |
223.5 |
| ATR |
61.0 |
61.1 |
0.0 |
0.1% |
0.0 |
| Volume |
443,442 |
285,298 |
-158,144 |
-35.7% |
1,404,804 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.1 |
2,225.4 |
2,106.5 |
|
| R3 |
2,193.5 |
2,163.8 |
2,089.5 |
|
| R2 |
2,131.9 |
2,131.9 |
2,083.9 |
|
| R1 |
2,102.2 |
2,102.2 |
2,078.2 |
2,117.1 |
| PP |
2,070.3 |
2,070.3 |
2,070.3 |
2,077.7 |
| S1 |
2,040.6 |
2,040.6 |
2,067.0 |
2,055.5 |
| S2 |
2,008.7 |
2,008.7 |
2,061.3 |
|
| S3 |
1,947.1 |
1,979.0 |
2,055.7 |
|
| S4 |
1,885.5 |
1,917.4 |
2,038.7 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.2 |
2,707.3 |
2,241.4 |
|
| R3 |
2,625.7 |
2,483.8 |
2,180.0 |
|
| R2 |
2,402.2 |
2,402.2 |
2,159.5 |
|
| R1 |
2,260.3 |
2,260.3 |
2,139.0 |
2,219.5 |
| PP |
2,178.7 |
2,178.7 |
2,178.7 |
2,158.3 |
| S1 |
2,036.8 |
2,036.8 |
2,098.0 |
1,996.0 |
| S2 |
1,955.2 |
1,955.2 |
2,077.5 |
|
| S3 |
1,731.7 |
1,813.3 |
2,057.0 |
|
| S4 |
1,508.2 |
1,589.8 |
1,995.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
89.9 |
4.3% |
24% |
False |
False |
352,294 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
72.9 |
3.5% |
24% |
False |
False |
292,983 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
63.7 |
3.1% |
24% |
False |
False |
286,694 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
48.0 |
2.3% |
24% |
False |
False |
218,936 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.8% |
42.3 |
2.0% |
24% |
False |
False |
146,135 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.5% |
41.3 |
2.0% |
35% |
False |
False |
109,642 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.5% |
40.8 |
2.0% |
35% |
False |
False |
87,738 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.5% |
35.0 |
1.7% |
35% |
False |
False |
73,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.7 |
|
2.618 |
2,261.2 |
|
1.618 |
2,199.6 |
|
1.000 |
2,161.5 |
|
0.618 |
2,138.0 |
|
HIGH |
2,099.9 |
|
0.618 |
2,076.4 |
|
0.500 |
2,069.1 |
|
0.382 |
2,061.8 |
|
LOW |
2,038.3 |
|
0.618 |
2,000.2 |
|
1.000 |
1,976.7 |
|
1.618 |
1,938.6 |
|
2.618 |
1,877.0 |
|
4.250 |
1,776.5 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.4 |
2,096.5 |
| PP |
2,070.3 |
2,088.5 |
| S1 |
2,069.1 |
2,080.6 |
|