| 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 |
2,398.6 |
2,443.4 |
44.8 |
1.9% |
2,467.7 |
| High |
2,445.0 |
2,453.4 |
8.4 |
0.3% |
2,478.0 |
| Low |
2,398.1 |
2,433.9 |
35.8 |
1.5% |
2,382.8 |
| Close |
2,440.8 |
2,450.4 |
9.6 |
0.4% |
2,450.4 |
| Range |
46.9 |
19.5 |
-27.4 |
-58.4% |
95.2 |
| ATR |
42.4 |
40.8 |
-1.6 |
-3.9% |
0.0 |
| Volume |
7,243 |
6,565 |
-678 |
-9.4% |
47,515 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.4 |
2,496.9 |
2,461.1 |
|
| R3 |
2,484.9 |
2,477.4 |
2,455.8 |
|
| R2 |
2,465.4 |
2,465.4 |
2,454.0 |
|
| R1 |
2,457.9 |
2,457.9 |
2,452.2 |
2,461.7 |
| PP |
2,445.9 |
2,445.9 |
2,445.9 |
2,447.8 |
| S1 |
2,438.4 |
2,438.4 |
2,448.6 |
2,442.2 |
| S2 |
2,426.4 |
2,426.4 |
2,446.8 |
|
| S3 |
2,406.9 |
2,418.9 |
2,445.0 |
|
| S4 |
2,387.4 |
2,399.4 |
2,439.7 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.7 |
2,681.7 |
2,502.8 |
|
| R3 |
2,627.5 |
2,586.5 |
2,476.6 |
|
| R2 |
2,532.3 |
2,532.3 |
2,467.9 |
|
| R1 |
2,491.3 |
2,491.3 |
2,459.1 |
2,464.2 |
| PP |
2,437.1 |
2,437.1 |
2,437.1 |
2,423.5 |
| S1 |
2,396.1 |
2,396.1 |
2,441.7 |
2,369.0 |
| S2 |
2,341.9 |
2,341.9 |
2,432.9 |
|
| S3 |
2,246.7 |
2,300.9 |
2,424.2 |
|
| S4 |
2,151.5 |
2,205.7 |
2,398.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.0 |
2,382.8 |
95.2 |
3.9% |
45.5 |
1.9% |
71% |
False |
False |
9,503 |
| 10 |
2,499.1 |
2,382.8 |
116.3 |
4.7% |
44.5 |
1.8% |
58% |
False |
False |
13,888 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.6% |
41.3 |
1.7% |
55% |
False |
False |
13,479 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.6% |
36.0 |
1.5% |
66% |
False |
False |
8,830 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.4 |
1.5% |
66% |
False |
False |
6,639 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.2 |
1.5% |
66% |
False |
False |
5,225 |
| 100 |
2,512.8 |
2,212.8 |
300.0 |
12.2% |
36.8 |
1.5% |
79% |
False |
False |
4,413 |
| 120 |
2,512.8 |
2,082.4 |
430.4 |
17.6% |
34.3 |
1.4% |
86% |
False |
False |
3,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,536.3 |
|
2.618 |
2,504.5 |
|
1.618 |
2,485.0 |
|
1.000 |
2,472.9 |
|
0.618 |
2,465.5 |
|
HIGH |
2,453.4 |
|
0.618 |
2,446.0 |
|
0.500 |
2,443.7 |
|
0.382 |
2,441.3 |
|
LOW |
2,433.9 |
|
0.618 |
2,421.8 |
|
1.000 |
2,414.4 |
|
1.618 |
2,402.3 |
|
2.618 |
2,382.8 |
|
4.250 |
2,351.0 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,448.2 |
2,442.0 |
| PP |
2,445.9 |
2,433.6 |
| S1 |
2,443.7 |
2,425.2 |
|