| 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 |
2,430.9 |
2,408.5 |
-22.4 |
-0.9% |
2,410.1 |
| High |
2,437.2 |
2,425.1 |
-12.1 |
-0.5% |
2,499.1 |
| Low |
2,399.6 |
2,397.0 |
-2.6 |
-0.1% |
2,391.6 |
| Close |
2,409.3 |
2,410.3 |
1.0 |
0.0% |
2,447.3 |
| Range |
37.6 |
28.1 |
-9.5 |
-25.3% |
107.5 |
| ATR |
43.1 |
42.1 |
-1.1 |
-2.5% |
0.0 |
| Volume |
8,782 |
6,126 |
-2,656 |
-30.2% |
91,366 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.1 |
2,480.8 |
2,425.8 |
|
| R3 |
2,467.0 |
2,452.7 |
2,418.0 |
|
| R2 |
2,438.9 |
2,438.9 |
2,415.5 |
|
| R1 |
2,424.6 |
2,424.6 |
2,412.9 |
2,431.8 |
| PP |
2,410.8 |
2,410.8 |
2,410.8 |
2,414.4 |
| S1 |
2,396.5 |
2,396.5 |
2,407.7 |
2,403.7 |
| S2 |
2,382.7 |
2,382.7 |
2,405.1 |
|
| S3 |
2,354.6 |
2,368.4 |
2,402.6 |
|
| S4 |
2,326.5 |
2,340.3 |
2,394.8 |
|
|
| 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% |
52.3 |
2.2% |
24% |
False |
False |
12,863 |
| 10 |
2,499.1 |
2,375.1 |
124.0 |
5.1% |
46.2 |
1.9% |
28% |
False |
False |
16,747 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.7% |
42.0 |
1.7% |
26% |
False |
False |
13,634 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.7% |
35.6 |
1.5% |
45% |
False |
False |
8,574 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.2 |
1.5% |
45% |
False |
False |
6,440 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.6 |
1.5% |
45% |
False |
False |
5,077 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.5% |
36.5 |
1.5% |
66% |
False |
False |
4,280 |
| 120 |
2,512.8 |
2,058.9 |
453.9 |
18.8% |
34.0 |
1.4% |
77% |
False |
False |
3,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.5 |
|
2.618 |
2,498.7 |
|
1.618 |
2,470.6 |
|
1.000 |
2,453.2 |
|
0.618 |
2,442.5 |
|
HIGH |
2,425.1 |
|
0.618 |
2,414.4 |
|
0.500 |
2,411.1 |
|
0.382 |
2,407.7 |
|
LOW |
2,397.0 |
|
0.618 |
2,379.6 |
|
1.000 |
2,368.9 |
|
1.618 |
2,351.5 |
|
2.618 |
2,323.4 |
|
4.250 |
2,277.6 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.1 |
2,430.4 |
| PP |
2,410.8 |
2,423.7 |
| S1 |
2,410.6 |
2,417.0 |
|