| 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 |
2,490.3 |
2,451.7 |
-38.6 |
-1.6% |
2,433.6 |
| High |
2,500.8 |
2,459.5 |
-41.3 |
-1.7% |
2,522.5 |
| Low |
2,403.8 |
2,421.8 |
18.0 |
0.7% |
2,414.5 |
| Close |
2,444.4 |
2,431.6 |
-12.8 |
-0.5% |
2,469.8 |
| Range |
97.0 |
37.7 |
-59.3 |
-61.1% |
108.0 |
| ATR |
44.2 |
43.7 |
-0.5 |
-1.0% |
0.0 |
| Volume |
352,229 |
186,107 |
-166,122 |
-47.2% |
1,028,098 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.7 |
2,528.9 |
2,452.3 |
|
| R3 |
2,513.0 |
2,491.2 |
2,442.0 |
|
| R2 |
2,475.3 |
2,475.3 |
2,438.5 |
|
| R1 |
2,453.5 |
2,453.5 |
2,435.1 |
2,445.6 |
| PP |
2,437.6 |
2,437.6 |
2,437.6 |
2,433.7 |
| S1 |
2,415.8 |
2,415.8 |
2,428.1 |
2,407.9 |
| S2 |
2,399.9 |
2,399.9 |
2,424.7 |
|
| S3 |
2,362.2 |
2,378.1 |
2,421.2 |
|
| S4 |
2,324.5 |
2,340.4 |
2,410.9 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.9 |
2,739.4 |
2,529.2 |
|
| R3 |
2,684.9 |
2,631.4 |
2,499.5 |
|
| R2 |
2,576.9 |
2,576.9 |
2,489.6 |
|
| R1 |
2,523.4 |
2,523.4 |
2,479.7 |
2,550.2 |
| PP |
2,468.9 |
2,468.9 |
2,468.9 |
2,482.3 |
| S1 |
2,415.4 |
2,415.4 |
2,459.9 |
2,442.2 |
| S2 |
2,360.9 |
2,360.9 |
2,450.0 |
|
| S3 |
2,252.9 |
2,307.4 |
2,440.1 |
|
| S4 |
2,144.9 |
2,199.4 |
2,410.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.5 |
2,403.8 |
118.7 |
4.9% |
56.8 |
2.3% |
23% |
False |
False |
248,875 |
| 10 |
2,522.5 |
2,398.2 |
124.3 |
5.1% |
47.8 |
2.0% |
27% |
False |
False |
185,327 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.7% |
42.4 |
1.7% |
24% |
False |
False |
120,114 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
36.2 |
1.5% |
44% |
False |
False |
68,995 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
36.9 |
1.5% |
44% |
False |
False |
47,176 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
38.0 |
1.6% |
44% |
False |
False |
35,988 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.7% |
37.2 |
1.5% |
66% |
False |
False |
29,205 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.2% |
34.6 |
1.4% |
77% |
False |
False |
24,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.7 |
|
2.618 |
2,558.2 |
|
1.618 |
2,520.5 |
|
1.000 |
2,497.2 |
|
0.618 |
2,482.8 |
|
HIGH |
2,459.5 |
|
0.618 |
2,445.1 |
|
0.500 |
2,440.7 |
|
0.382 |
2,436.2 |
|
LOW |
2,421.8 |
|
0.618 |
2,398.5 |
|
1.000 |
2,384.1 |
|
1.618 |
2,360.8 |
|
2.618 |
2,323.1 |
|
4.250 |
2,261.6 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.7 |
2,463.2 |
| PP |
2,437.6 |
2,452.6 |
| S1 |
2,434.6 |
2,442.1 |
|