| 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 |
2,509.1 |
2,475.1 |
-34.0 |
-1.4% |
2,464.0 |
| High |
2,520.0 |
2,478.6 |
-41.4 |
-1.6% |
2,542.8 |
| Low |
2,424.7 |
2,443.2 |
18.5 |
0.8% |
2,439.2 |
| Close |
2,465.3 |
2,452.6 |
-12.7 |
-0.5% |
2,491.1 |
| Range |
95.3 |
35.4 |
-59.9 |
-62.9% |
103.6 |
| ATR |
42.6 |
42.1 |
-0.5 |
-1.2% |
0.0 |
| Volume |
4,219 |
2,473 |
-1,746 |
-41.4% |
11,265 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,564.3 |
2,543.9 |
2,472.1 |
|
| R3 |
2,528.9 |
2,508.5 |
2,462.3 |
|
| R2 |
2,493.5 |
2,493.5 |
2,459.1 |
|
| R1 |
2,473.1 |
2,473.1 |
2,455.8 |
2,465.6 |
| PP |
2,458.1 |
2,458.1 |
2,458.1 |
2,454.4 |
| S1 |
2,437.7 |
2,437.7 |
2,449.4 |
2,430.2 |
| S2 |
2,422.7 |
2,422.7 |
2,446.1 |
|
| S3 |
2,387.3 |
2,402.3 |
2,442.9 |
|
| S4 |
2,351.9 |
2,366.9 |
2,433.1 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.8 |
2,750.1 |
2,548.1 |
|
| R3 |
2,698.2 |
2,646.5 |
2,519.6 |
|
| R2 |
2,594.6 |
2,594.6 |
2,510.1 |
|
| R1 |
2,542.9 |
2,542.9 |
2,500.6 |
2,568.8 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,504.0 |
| S1 |
2,439.3 |
2,439.3 |
2,481.6 |
2,465.2 |
| S2 |
2,387.4 |
2,387.4 |
2,472.1 |
|
| S3 |
2,283.8 |
2,335.7 |
2,462.6 |
|
| S4 |
2,180.2 |
2,232.1 |
2,434.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,542.8 |
2,424.7 |
118.1 |
4.8% |
55.1 |
2.2% |
24% |
False |
False |
3,038 |
| 10 |
2,542.8 |
2,421.2 |
121.6 |
5.0% |
44.5 |
1.8% |
26% |
False |
False |
2,384 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.7% |
38.9 |
1.6% |
22% |
False |
False |
2,202 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
33.5 |
1.4% |
43% |
False |
False |
1,686 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
34.1 |
1.4% |
43% |
False |
False |
1,292 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
34.2 |
1.4% |
43% |
False |
False |
1,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,629.1 |
|
2.618 |
2,571.3 |
|
1.618 |
2,535.9 |
|
1.000 |
2,514.0 |
|
0.618 |
2,500.5 |
|
HIGH |
2,478.6 |
|
0.618 |
2,465.1 |
|
0.500 |
2,460.9 |
|
0.382 |
2,456.7 |
|
LOW |
2,443.2 |
|
0.618 |
2,421.3 |
|
1.000 |
2,407.8 |
|
1.618 |
2,385.9 |
|
2.618 |
2,350.5 |
|
4.250 |
2,292.8 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.9 |
2,483.8 |
| PP |
2,458.1 |
2,473.4 |
| S1 |
2,455.4 |
2,463.0 |
|