| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,089.0 |
2,086.0 |
-3.0 |
-0.1% |
2,304.5 |
| High |
2,118.9 |
2,132.0 |
13.1 |
0.6% |
2,343.7 |
| Low |
2,057.5 |
2,055.4 |
-2.1 |
-0.1% |
2,119.1 |
| Close |
2,092.3 |
2,064.7 |
-27.6 |
-1.3% |
2,138.1 |
| Range |
61.4 |
76.6 |
15.2 |
24.8% |
224.6 |
| ATR |
59.3 |
60.6 |
1.2 |
2.1% |
0.0 |
| Volume |
856 |
983 |
127 |
14.8% |
4,179 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.8 |
2,265.9 |
2,106.8 |
|
| R3 |
2,237.2 |
2,189.3 |
2,085.8 |
|
| R2 |
2,160.6 |
2,160.6 |
2,078.7 |
|
| R1 |
2,112.7 |
2,112.7 |
2,071.7 |
2,098.4 |
| PP |
2,084.0 |
2,084.0 |
2,084.0 |
2,076.9 |
| S1 |
2,036.1 |
2,036.1 |
2,057.7 |
2,021.8 |
| S2 |
2,007.4 |
2,007.4 |
2,050.7 |
|
| S3 |
1,930.8 |
1,959.5 |
2,043.6 |
|
| S4 |
1,854.2 |
1,882.9 |
2,022.6 |
|
|
| 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 |
2,306.2 |
2,010.8 |
295.4 |
14.3% |
92.0 |
4.5% |
18% |
False |
False |
1,237 |
| 10 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
73.3 |
3.6% |
16% |
False |
False |
845 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
65.2 |
3.2% |
16% |
False |
False |
599 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
43.7 |
2.1% |
16% |
False |
False |
334 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
29.1 |
1.4% |
16% |
False |
False |
223 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
16.8% |
21.8 |
1.1% |
20% |
False |
False |
167 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.8% |
17.5 |
0.8% |
20% |
False |
False |
133 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.8% |
14.6 |
0.7% |
20% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.6 |
|
2.618 |
2,332.5 |
|
1.618 |
2,255.9 |
|
1.000 |
2,208.6 |
|
0.618 |
2,179.3 |
|
HIGH |
2,132.0 |
|
0.618 |
2,102.7 |
|
0.500 |
2,093.7 |
|
0.382 |
2,084.7 |
|
LOW |
2,055.4 |
|
0.618 |
2,008.1 |
|
1.000 |
1,978.8 |
|
1.618 |
1,931.5 |
|
2.618 |
1,854.9 |
|
4.250 |
1,729.9 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.7 |
2,071.4 |
| PP |
2,084.0 |
2,069.2 |
| S1 |
2,074.4 |
2,066.9 |
|