| 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 |
17,497.0 |
17,503.0 |
6.0 |
0.0% |
18,793.0 |
| High |
17,555.0 |
17,636.0 |
81.0 |
0.5% |
18,793.0 |
| Low |
17,265.0 |
17,484.0 |
219.0 |
1.3% |
17,892.0 |
| Close |
17,555.0 |
17,566.0 |
11.0 |
0.1% |
17,892.0 |
| Range |
290.0 |
152.0 |
-138.0 |
-47.6% |
901.0 |
| ATR |
231.1 |
225.5 |
-5.7 |
-2.4% |
0.0 |
| Volume |
23 |
73 |
50 |
217.4% |
87 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,018.0 |
17,944.0 |
17,649.6 |
|
| R3 |
17,866.0 |
17,792.0 |
17,607.8 |
|
| R2 |
17,714.0 |
17,714.0 |
17,593.9 |
|
| R1 |
17,640.0 |
17,640.0 |
17,579.9 |
17,677.0 |
| PP |
17,562.0 |
17,562.0 |
17,562.0 |
17,580.5 |
| S1 |
17,488.0 |
17,488.0 |
17,552.1 |
17,525.0 |
| S2 |
17,410.0 |
17,410.0 |
17,538.1 |
|
| S3 |
17,258.0 |
17,336.0 |
17,524.2 |
|
| S4 |
17,106.0 |
17,184.0 |
17,482.4 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,895.3 |
20,294.7 |
18,387.6 |
|
| R3 |
19,994.3 |
19,393.7 |
18,139.8 |
|
| R2 |
19,093.3 |
19,093.3 |
18,057.2 |
|
| R1 |
18,492.7 |
18,492.7 |
17,974.6 |
18,342.5 |
| PP |
18,192.3 |
18,192.3 |
18,192.3 |
18,117.3 |
| S1 |
17,591.7 |
17,591.7 |
17,809.4 |
17,441.5 |
| S2 |
17,291.3 |
17,291.3 |
17,726.8 |
|
| S3 |
16,390.3 |
16,690.7 |
17,644.2 |
|
| S4 |
15,489.3 |
15,789.7 |
17,396.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,785.0 |
17,265.0 |
1,520.0 |
8.7% |
213.0 |
1.2% |
20% |
False |
False |
30 |
| 10 |
18,793.0 |
17,265.0 |
1,528.0 |
8.7% |
157.3 |
0.9% |
20% |
False |
False |
21 |
| 20 |
19,101.0 |
17,265.0 |
1,836.0 |
10.5% |
125.7 |
0.7% |
16% |
False |
False |
14 |
| 40 |
19,101.0 |
17,265.0 |
1,836.0 |
10.5% |
76.6 |
0.4% |
16% |
False |
False |
10 |
| 60 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
54.8 |
0.3% |
14% |
False |
False |
7 |
| 80 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
46.9 |
0.3% |
14% |
False |
False |
5 |
| 100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
38.7 |
0.2% |
14% |
False |
False |
4 |
| 120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
32.2 |
0.2% |
14% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,282.0 |
|
2.618 |
18,033.9 |
|
1.618 |
17,881.9 |
|
1.000 |
17,788.0 |
|
0.618 |
17,729.9 |
|
HIGH |
17,636.0 |
|
0.618 |
17,577.9 |
|
0.500 |
17,560.0 |
|
0.382 |
17,542.1 |
|
LOW |
17,484.0 |
|
0.618 |
17,390.1 |
|
1.000 |
17,332.0 |
|
1.618 |
17,238.1 |
|
2.618 |
17,086.1 |
|
4.250 |
16,838.0 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,564.0 |
17,689.0 |
| PP |
17,562.0 |
17,648.0 |
| S1 |
17,560.0 |
17,607.0 |
|