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 |
5,392.00 |
5,306.25 |
-85.75 |
-1.6% |
5,563.75 |
High |
5,398.50 |
5,395.50 |
-3.00 |
-0.1% |
5,662.75 |
Low |
5,168.50 |
5,274.00 |
105.50 |
2.0% |
5,387.00 |
Close |
5,269.00 |
5,319.75 |
50.75 |
1.0% |
5,430.75 |
Range |
230.00 |
121.50 |
-108.50 |
-47.2% |
275.75 |
ATR |
96.52 |
98.66 |
2.14 |
2.2% |
0.00 |
Volume |
16,392 |
6,334 |
-10,058 |
-61.4% |
24,501 |
|
Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,694.25 |
5,628.50 |
5,386.50 |
|
R3 |
5,572.75 |
5,507.00 |
5,353.25 |
|
R2 |
5,451.25 |
5,451.25 |
5,342.00 |
|
R1 |
5,385.50 |
5,385.50 |
5,331.00 |
5,418.50 |
PP |
5,329.75 |
5,329.75 |
5,329.75 |
5,346.25 |
S1 |
5,264.00 |
5,264.00 |
5,308.50 |
5,297.00 |
S2 |
5,208.25 |
5,208.25 |
5,297.50 |
|
S3 |
5,086.75 |
5,142.50 |
5,286.25 |
|
S4 |
4,965.25 |
5,021.00 |
5,253.00 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,320.75 |
6,151.50 |
5,582.50 |
|
R3 |
6,045.00 |
5,875.75 |
5,506.50 |
|
R2 |
5,769.25 |
5,769.25 |
5,481.25 |
|
R1 |
5,600.00 |
5,600.00 |
5,456.00 |
5,546.75 |
PP |
5,493.50 |
5,493.50 |
5,493.50 |
5,467.00 |
S1 |
5,324.25 |
5,324.25 |
5,405.50 |
5,271.00 |
S2 |
5,217.75 |
5,217.75 |
5,380.25 |
|
S3 |
4,942.00 |
5,048.50 |
5,355.00 |
|
S4 |
4,666.25 |
4,772.75 |
5,279.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,662.75 |
5,168.50 |
494.25 |
9.3% |
158.25 |
3.0% |
31% |
False |
False |
8,519 |
10 |
5,662.75 |
5,168.50 |
494.25 |
9.3% |
124.50 |
2.3% |
31% |
False |
False |
5,786 |
20 |
5,785.00 |
5,168.50 |
616.50 |
11.6% |
95.75 |
1.8% |
25% |
False |
False |
3,897 |
40 |
5,785.00 |
5,168.50 |
616.50 |
11.6% |
69.75 |
1.3% |
25% |
False |
False |
2,432 |
60 |
5,785.00 |
5,168.50 |
616.50 |
11.6% |
61.75 |
1.2% |
25% |
False |
False |
1,680 |
80 |
5,785.00 |
5,075.00 |
710.00 |
13.3% |
62.75 |
1.2% |
34% |
False |
False |
1,305 |
100 |
5,785.00 |
5,075.00 |
710.00 |
13.3% |
60.25 |
1.1% |
34% |
False |
False |
1,067 |
120 |
5,785.00 |
5,075.00 |
710.00 |
13.3% |
56.00 |
1.1% |
34% |
False |
False |
915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,912.00 |
2.618 |
5,713.50 |
1.618 |
5,592.00 |
1.000 |
5,517.00 |
0.618 |
5,470.50 |
HIGH |
5,395.50 |
0.618 |
5,349.00 |
0.500 |
5,334.75 |
0.382 |
5,320.50 |
LOW |
5,274.00 |
0.618 |
5,199.00 |
1.000 |
5,152.50 |
1.618 |
5,077.50 |
2.618 |
4,956.00 |
4.250 |
4,757.50 |
|
|
Fisher Pivots for day following 06-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,334.75 |
5,350.00 |
PP |
5,329.75 |
5,340.00 |
S1 |
5,324.75 |
5,329.75 |
|