| 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 |
2,467.7 |
2,430.9 |
-36.8 |
-1.5% |
2,410.1 |
| High |
2,478.0 |
2,437.2 |
-40.8 |
-1.6% |
2,499.1 |
| Low |
2,382.8 |
2,399.6 |
16.8 |
0.7% |
2,391.6 |
| Close |
2,422.6 |
2,409.3 |
-13.3 |
-0.5% |
2,447.3 |
| Range |
95.2 |
37.6 |
-57.6 |
-60.5% |
107.5 |
| ATR |
43.6 |
43.1 |
-0.4 |
-1.0% |
0.0 |
| Volume |
18,799 |
8,782 |
-10,017 |
-53.3% |
91,366 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.2 |
2,506.3 |
2,430.0 |
|
| R3 |
2,490.6 |
2,468.7 |
2,419.6 |
|
| R2 |
2,453.0 |
2,453.0 |
2,416.2 |
|
| R1 |
2,431.1 |
2,431.1 |
2,412.7 |
2,423.3 |
| PP |
2,415.4 |
2,415.4 |
2,415.4 |
2,411.4 |
| S1 |
2,393.5 |
2,393.5 |
2,405.9 |
2,385.7 |
| S2 |
2,377.8 |
2,377.8 |
2,402.4 |
|
| S3 |
2,340.2 |
2,355.9 |
2,399.0 |
|
| S4 |
2,302.6 |
2,318.3 |
2,388.6 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.5 |
2,715.4 |
2,506.4 |
|
| R3 |
2,661.0 |
2,607.9 |
2,476.9 |
|
| R2 |
2,553.5 |
2,553.5 |
2,467.0 |
|
| R1 |
2,500.4 |
2,500.4 |
2,457.2 |
2,527.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,459.3 |
| S1 |
2,392.9 |
2,392.9 |
2,437.4 |
2,419.5 |
| S2 |
2,338.5 |
2,338.5 |
2,427.6 |
|
| S3 |
2,231.0 |
2,285.4 |
2,417.7 |
|
| S4 |
2,123.5 |
2,177.9 |
2,388.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,499.1 |
2,382.8 |
116.3 |
4.8% |
56.1 |
2.3% |
23% |
False |
False |
14,132 |
| 10 |
2,499.1 |
2,375.1 |
124.0 |
5.1% |
47.0 |
2.0% |
28% |
False |
False |
17,494 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.7% |
41.7 |
1.7% |
25% |
False |
False |
13,620 |
| 40 |
2,512.8 |
2,327.2 |
185.6 |
7.7% |
35.6 |
1.5% |
44% |
False |
False |
8,449 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.3 |
1.5% |
44% |
False |
False |
6,363 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
37.4 |
1.6% |
44% |
False |
False |
5,021 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.6% |
36.4 |
1.5% |
66% |
False |
False |
4,223 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
19.0% |
33.9 |
1.4% |
77% |
False |
False |
3,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,597.0 |
|
2.618 |
2,535.6 |
|
1.618 |
2,498.0 |
|
1.000 |
2,474.8 |
|
0.618 |
2,460.4 |
|
HIGH |
2,437.2 |
|
0.618 |
2,422.8 |
|
0.500 |
2,418.4 |
|
0.382 |
2,414.0 |
|
LOW |
2,399.6 |
|
0.618 |
2,376.4 |
|
1.000 |
2,362.0 |
|
1.618 |
2,338.8 |
|
2.618 |
2,301.2 |
|
4.250 |
2,239.8 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.4 |
2,441.0 |
| PP |
2,415.4 |
2,430.4 |
| S1 |
2,412.3 |
2,419.9 |
|