| 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 |
2,060.8 |
2,038.2 |
-22.6 |
-1.1% |
2,277.2 |
| High |
2,113.1 |
2,100.0 |
-13.1 |
-0.6% |
2,320.5 |
| Low |
2,035.4 |
2,025.9 |
-9.5 |
-0.5% |
2,097.0 |
| Close |
2,045.8 |
2,095.0 |
49.2 |
2.4% |
2,118.5 |
| Range |
77.7 |
74.1 |
-3.6 |
-4.6% |
223.5 |
| ATR |
62.3 |
63.1 |
0.8 |
1.4% |
0.0 |
| Volume |
237,464 |
196,018 |
-41,446 |
-17.5% |
1,404,804 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.9 |
2,269.6 |
2,135.8 |
|
| R3 |
2,221.8 |
2,195.5 |
2,115.4 |
|
| R2 |
2,147.7 |
2,147.7 |
2,108.6 |
|
| R1 |
2,121.4 |
2,121.4 |
2,101.8 |
2,134.6 |
| PP |
2,073.6 |
2,073.6 |
2,073.6 |
2,080.2 |
| S1 |
2,047.3 |
2,047.3 |
2,088.2 |
2,060.5 |
| S2 |
1,999.5 |
1,999.5 |
2,081.4 |
|
| S3 |
1,925.4 |
1,973.2 |
2,074.6 |
|
| S4 |
1,851.3 |
1,899.1 |
2,054.2 |
|
|
| 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 |
2,200.1 |
1,992.8 |
207.3 |
9.9% |
86.7 |
4.1% |
49% |
False |
False |
309,484 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
74.5 |
3.6% |
31% |
False |
False |
279,727 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
65.9 |
3.1% |
31% |
False |
False |
280,836 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
50.2 |
2.4% |
31% |
False |
False |
229,528 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.6% |
43.9 |
2.1% |
31% |
False |
False |
153,354 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
41.9 |
2.0% |
41% |
False |
False |
115,056 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
41.5 |
2.0% |
41% |
False |
False |
92,072 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
36.3 |
1.7% |
41% |
False |
False |
76,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.9 |
|
2.618 |
2,294.0 |
|
1.618 |
2,219.9 |
|
1.000 |
2,174.1 |
|
0.618 |
2,145.8 |
|
HIGH |
2,100.0 |
|
0.618 |
2,071.7 |
|
0.500 |
2,063.0 |
|
0.382 |
2,054.2 |
|
LOW |
2,025.9 |
|
0.618 |
1,980.1 |
|
1.000 |
1,951.8 |
|
1.618 |
1,906.0 |
|
2.618 |
1,831.9 |
|
4.250 |
1,711.0 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.3 |
2,086.5 |
| PP |
2,073.6 |
2,078.0 |
| S1 |
2,063.0 |
2,069.5 |
|