| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,432.6 |
2,422.8 |
-9.8 |
-0.4% |
2,433.6 |
| High |
2,447.3 |
2,467.9 |
20.6 |
0.8% |
2,522.5 |
| Low |
2,418.8 |
2,420.2 |
1.4 |
0.1% |
2,414.5 |
| Close |
2,432.4 |
2,463.3 |
30.9 |
1.3% |
2,469.8 |
| Range |
28.5 |
47.7 |
19.2 |
67.4% |
108.0 |
| ATR |
42.6 |
43.0 |
0.4 |
0.9% |
0.0 |
| Volume |
166,078 |
178,509 |
12,431 |
7.5% |
1,028,098 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.6 |
2,576.1 |
2,489.5 |
|
| R3 |
2,545.9 |
2,528.4 |
2,476.4 |
|
| R2 |
2,498.2 |
2,498.2 |
2,472.0 |
|
| R1 |
2,480.7 |
2,480.7 |
2,467.7 |
2,489.5 |
| PP |
2,450.5 |
2,450.5 |
2,450.5 |
2,454.8 |
| S1 |
2,433.0 |
2,433.0 |
2,458.9 |
2,441.8 |
| S2 |
2,402.8 |
2,402.8 |
2,454.6 |
|
| S3 |
2,355.1 |
2,385.3 |
2,450.2 |
|
| S4 |
2,307.4 |
2,337.6 |
2,437.1 |
|
|
| 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 |
4.8% |
56.1 |
2.3% |
50% |
False |
False |
238,572 |
| 10 |
2,522.5 |
2,401.0 |
121.5 |
4.9% |
46.8 |
1.9% |
51% |
False |
False |
199,419 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.7% |
42.3 |
1.7% |
47% |
False |
False |
130,383 |
| 40 |
2,537.7 |
2,350.5 |
187.2 |
7.6% |
36.8 |
1.5% |
60% |
False |
False |
77,430 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
37.1 |
1.5% |
60% |
False |
False |
52,834 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
37.0 |
1.5% |
60% |
False |
False |
40,214 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.5% |
37.6 |
1.5% |
76% |
False |
False |
32,628 |
| 120 |
2,537.7 |
2,080.0 |
457.7 |
18.6% |
35.1 |
1.4% |
84% |
False |
False |
27,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,670.6 |
|
2.618 |
2,592.8 |
|
1.618 |
2,545.1 |
|
1.000 |
2,515.6 |
|
0.618 |
2,497.4 |
|
HIGH |
2,467.9 |
|
0.618 |
2,449.7 |
|
0.500 |
2,444.1 |
|
0.382 |
2,438.4 |
|
LOW |
2,420.2 |
|
0.618 |
2,390.7 |
|
1.000 |
2,372.5 |
|
1.618 |
2,343.0 |
|
2.618 |
2,295.3 |
|
4.250 |
2,217.5 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,456.9 |
2,456.7 |
| PP |
2,450.5 |
2,450.0 |
| S1 |
2,444.1 |
2,443.4 |
|