| 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 |
2,063.7 |
2,060.8 |
-2.9 |
-0.1% |
2,277.2 |
| High |
2,099.9 |
2,113.1 |
13.2 |
0.6% |
2,320.5 |
| Low |
2,038.3 |
2,035.4 |
-2.9 |
-0.1% |
2,097.0 |
| Close |
2,072.6 |
2,045.8 |
-26.8 |
-1.3% |
2,118.5 |
| Range |
61.6 |
77.7 |
16.1 |
26.1% |
223.5 |
| ATR |
61.1 |
62.3 |
1.2 |
1.9% |
0.0 |
| Volume |
285,298 |
237,464 |
-47,834 |
-16.8% |
1,404,804 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,297.9 |
2,249.5 |
2,088.5 |
|
| R3 |
2,220.2 |
2,171.8 |
2,067.2 |
|
| R2 |
2,142.5 |
2,142.5 |
2,060.0 |
|
| R1 |
2,094.1 |
2,094.1 |
2,052.9 |
2,079.5 |
| PP |
2,064.8 |
2,064.8 |
2,064.8 |
2,057.4 |
| S1 |
2,016.4 |
2,016.4 |
2,038.7 |
2,001.8 |
| S2 |
1,987.1 |
1,987.1 |
2,031.6 |
|
| S3 |
1,909.4 |
1,938.7 |
2,024.4 |
|
| S4 |
1,831.7 |
1,861.0 |
2,003.1 |
|
|
| 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 |
2,282.5 |
1,992.8 |
289.7 |
14.2% |
92.0 |
4.5% |
18% |
False |
False |
341,693 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
74.4 |
3.6% |
16% |
False |
False |
288,771 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
66.4 |
3.2% |
16% |
False |
False |
292,389 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
49.1 |
2.4% |
16% |
False |
False |
224,791 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
43.1 |
2.1% |
16% |
False |
False |
150,089 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.7% |
41.6 |
2.0% |
28% |
False |
False |
112,608 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.7% |
40.9 |
2.0% |
28% |
False |
False |
90,112 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.7% |
35.7 |
1.7% |
28% |
False |
False |
75,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.3 |
|
2.618 |
2,316.5 |
|
1.618 |
2,238.8 |
|
1.000 |
2,190.8 |
|
0.618 |
2,161.1 |
|
HIGH |
2,113.1 |
|
0.618 |
2,083.4 |
|
0.500 |
2,074.3 |
|
0.382 |
2,065.1 |
|
LOW |
2,035.4 |
|
0.618 |
1,987.4 |
|
1.000 |
1,957.7 |
|
1.618 |
1,909.7 |
|
2.618 |
1,832.0 |
|
4.250 |
1,705.2 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.3 |
2,053.0 |
| PP |
2,064.8 |
2,050.6 |
| S1 |
2,055.3 |
2,048.2 |
|