| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,038.2 |
2,096.5 |
58.3 |
2.9% |
2,097.5 |
| High |
2,100.0 |
2,112.3 |
12.3 |
0.6% |
2,113.1 |
| Low |
2,025.9 |
2,075.0 |
49.1 |
2.4% |
1,992.8 |
| Close |
2,095.0 |
2,089.9 |
-5.1 |
-0.2% |
2,089.9 |
| Range |
74.1 |
37.3 |
-36.8 |
-49.7% |
120.3 |
| ATR |
63.1 |
61.3 |
-1.8 |
-2.9% |
0.0 |
| Volume |
196,018 |
144,129 |
-51,889 |
-26.5% |
1,306,351 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.3 |
2,184.4 |
2,110.4 |
|
| R3 |
2,167.0 |
2,147.1 |
2,100.2 |
|
| R2 |
2,129.7 |
2,129.7 |
2,096.7 |
|
| R1 |
2,109.8 |
2,109.8 |
2,093.3 |
2,101.1 |
| PP |
2,092.4 |
2,092.4 |
2,092.4 |
2,088.1 |
| S1 |
2,072.5 |
2,072.5 |
2,086.5 |
2,063.8 |
| S2 |
2,055.1 |
2,055.1 |
2,083.1 |
|
| S3 |
2,017.8 |
2,035.2 |
2,079.6 |
|
| S4 |
1,980.5 |
1,997.9 |
2,069.4 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.2 |
2,378.3 |
2,156.1 |
|
| R3 |
2,305.9 |
2,258.0 |
2,123.0 |
|
| R2 |
2,185.6 |
2,185.6 |
2,112.0 |
|
| R1 |
2,137.7 |
2,137.7 |
2,100.9 |
2,101.5 |
| PP |
2,065.3 |
2,065.3 |
2,065.3 |
2,047.2 |
| S1 |
2,017.4 |
2,017.4 |
2,078.9 |
1,981.2 |
| S2 |
1,945.0 |
1,945.0 |
2,067.8 |
|
| S3 |
1,824.7 |
1,897.1 |
2,056.8 |
|
| S4 |
1,704.4 |
1,776.8 |
2,023.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.1 |
1,992.8 |
120.3 |
5.8% |
73.5 |
3.5% |
81% |
False |
False |
261,270 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
73.8 |
3.5% |
30% |
False |
False |
271,115 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
65.7 |
3.1% |
30% |
False |
False |
273,217 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
49.3 |
2.4% |
30% |
False |
False |
232,610 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
15.7% |
43.8 |
2.1% |
30% |
False |
False |
155,754 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
42.0 |
2.0% |
40% |
False |
False |
116,857 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
41.6 |
2.0% |
40% |
False |
False |
93,513 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.3% |
36.6 |
1.8% |
40% |
False |
False |
77,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,270.8 |
|
2.618 |
2,210.0 |
|
1.618 |
2,172.7 |
|
1.000 |
2,149.6 |
|
0.618 |
2,135.4 |
|
HIGH |
2,112.3 |
|
0.618 |
2,098.1 |
|
0.500 |
2,093.7 |
|
0.382 |
2,089.2 |
|
LOW |
2,075.0 |
|
0.618 |
2,051.9 |
|
1.000 |
2,037.7 |
|
1.618 |
2,014.6 |
|
2.618 |
1,977.3 |
|
4.250 |
1,916.5 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.7 |
2,083.1 |
| PP |
2,092.4 |
2,076.3 |
| S1 |
2,091.2 |
2,069.5 |
|