| 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 |
2,086.0 |
2,058.9 |
-27.1 |
-1.3% |
2,304.5 |
| High |
2,132.0 |
2,118.9 |
-13.1 |
-0.6% |
2,343.7 |
| Low |
2,055.4 |
2,045.4 |
-10.0 |
-0.5% |
2,119.1 |
| Close |
2,064.7 |
2,114.5 |
49.8 |
2.4% |
2,138.1 |
| Range |
76.6 |
73.5 |
-3.1 |
-4.0% |
224.6 |
| ATR |
60.6 |
61.5 |
0.9 |
1.5% |
0.0 |
| Volume |
983 |
723 |
-260 |
-26.4% |
4,179 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.4 |
2,287.5 |
2,154.9 |
|
| R3 |
2,239.9 |
2,214.0 |
2,134.7 |
|
| R2 |
2,166.4 |
2,166.4 |
2,128.0 |
|
| R1 |
2,140.5 |
2,140.5 |
2,121.2 |
2,153.5 |
| PP |
2,092.9 |
2,092.9 |
2,092.9 |
2,099.4 |
| S1 |
2,067.0 |
2,067.0 |
2,107.8 |
2,080.0 |
| S2 |
2,019.4 |
2,019.4 |
2,101.0 |
|
| S3 |
1,945.9 |
1,993.5 |
2,094.3 |
|
| S4 |
1,872.4 |
1,920.0 |
2,074.1 |
|
|
| 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 |
2,222.3 |
2,010.8 |
211.5 |
10.0% |
86.6 |
4.1% |
49% |
False |
False |
1,151 |
| 10 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
73.3 |
3.5% |
31% |
False |
False |
886 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
64.7 |
3.1% |
31% |
False |
False |
614 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
45.5 |
2.2% |
31% |
False |
False |
352 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.7% |
30.4 |
1.4% |
31% |
False |
False |
235 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
22.8 |
1.1% |
34% |
False |
False |
176 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
18.2 |
0.9% |
34% |
False |
False |
141 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.4% |
15.2 |
0.7% |
34% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.3 |
|
2.618 |
2,311.3 |
|
1.618 |
2,237.8 |
|
1.000 |
2,192.4 |
|
0.618 |
2,164.3 |
|
HIGH |
2,118.9 |
|
0.618 |
2,090.8 |
|
0.500 |
2,082.2 |
|
0.382 |
2,073.5 |
|
LOW |
2,045.4 |
|
0.618 |
2,000.0 |
|
1.000 |
1,971.9 |
|
1.618 |
1,926.5 |
|
2.618 |
1,853.0 |
|
4.250 |
1,733.0 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.7 |
2,105.9 |
| PP |
2,092.9 |
2,097.3 |
| S1 |
2,082.2 |
2,088.7 |
|