| 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 |
2,120.5 |
2,089.0 |
-31.5 |
-1.5% |
2,304.5 |
| High |
2,129.0 |
2,118.9 |
-10.1 |
-0.5% |
2,343.7 |
| Low |
2,010.8 |
2,057.5 |
46.7 |
2.3% |
2,119.1 |
| Close |
2,066.8 |
2,092.3 |
25.5 |
1.2% |
2,138.1 |
| Range |
118.2 |
61.4 |
-56.8 |
-48.1% |
224.6 |
| ATR |
59.2 |
59.3 |
0.2 |
0.3% |
0.0 |
| Volume |
1,793 |
856 |
-937 |
-52.3% |
4,179 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.8 |
2,244.4 |
2,126.1 |
|
| R3 |
2,212.4 |
2,183.0 |
2,109.2 |
|
| R2 |
2,151.0 |
2,151.0 |
2,103.6 |
|
| R1 |
2,121.6 |
2,121.6 |
2,097.9 |
2,136.3 |
| PP |
2,089.6 |
2,089.6 |
2,089.6 |
2,096.9 |
| S1 |
2,060.2 |
2,060.2 |
2,086.7 |
2,074.9 |
| S2 |
2,028.2 |
2,028.2 |
2,081.0 |
|
| S3 |
1,966.8 |
1,998.8 |
2,075.4 |
|
| S4 |
1,905.4 |
1,937.4 |
2,058.5 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.1 |
2,730.7 |
2,261.6 |
|
| R3 |
2,649.5 |
2,506.1 |
2,199.9 |
|
| R2 |
2,424.9 |
2,424.9 |
2,179.3 |
|
| R1 |
2,281.5 |
2,281.5 |
2,158.7 |
2,240.9 |
| PP |
2,200.3 |
2,200.3 |
2,200.3 |
2,180.0 |
| S1 |
2,056.9 |
2,056.9 |
2,117.5 |
2,016.3 |
| S2 |
1,975.7 |
1,975.7 |
2,096.9 |
|
| S3 |
1,751.1 |
1,832.3 |
2,076.3 |
|
| S4 |
1,526.5 |
1,607.7 |
2,014.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
89.9 |
4.3% |
24% |
False |
False |
1,179 |
| 10 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
71.8 |
3.4% |
24% |
False |
False |
773 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
62.4 |
3.0% |
24% |
False |
False |
554 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
41.8 |
2.0% |
24% |
False |
False |
310 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.9% |
27.9 |
1.3% |
24% |
False |
False |
206 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
16.6% |
20.9 |
1.0% |
28% |
False |
False |
155 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.6% |
16.7 |
0.8% |
28% |
False |
False |
124 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.6% |
13.9 |
0.7% |
28% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,379.9 |
|
2.618 |
2,279.6 |
|
1.618 |
2,218.2 |
|
1.000 |
2,180.3 |
|
0.618 |
2,156.8 |
|
HIGH |
2,118.9 |
|
0.618 |
2,095.4 |
|
0.500 |
2,088.2 |
|
0.382 |
2,081.0 |
|
LOW |
2,057.5 |
|
0.618 |
2,019.6 |
|
1.000 |
1,996.1 |
|
1.618 |
1,958.2 |
|
2.618 |
1,896.8 |
|
4.250 |
1,796.6 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.9 |
2,116.6 |
| PP |
2,089.6 |
2,108.5 |
| S1 |
2,088.2 |
2,100.4 |
|