| 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 |
2,475.1 |
2,453.4 |
-21.7 |
-0.9% |
2,464.0 |
| High |
2,478.6 |
2,468.0 |
-10.6 |
-0.4% |
2,542.8 |
| Low |
2,443.2 |
2,440.2 |
-3.0 |
-0.1% |
2,439.2 |
| Close |
2,452.6 |
2,453.5 |
0.9 |
0.0% |
2,491.1 |
| Range |
35.4 |
27.8 |
-7.6 |
-21.5% |
103.6 |
| ATR |
42.1 |
41.0 |
-1.0 |
-2.4% |
0.0 |
| Volume |
2,473 |
2,525 |
52 |
2.1% |
11,265 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,523.2 |
2,468.8 |
|
| R3 |
2,509.5 |
2,495.4 |
2,461.1 |
|
| R2 |
2,481.7 |
2,481.7 |
2,458.6 |
|
| R1 |
2,467.6 |
2,467.6 |
2,456.0 |
2,474.7 |
| PP |
2,453.9 |
2,453.9 |
2,453.9 |
2,457.4 |
| S1 |
2,439.8 |
2,439.8 |
2,451.0 |
2,446.9 |
| S2 |
2,426.1 |
2,426.1 |
2,448.4 |
|
| S3 |
2,398.3 |
2,412.0 |
2,445.9 |
|
| S4 |
2,370.5 |
2,384.2 |
2,438.2 |
|
|
| 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% |
51.5 |
2.1% |
24% |
False |
False |
3,249 |
| 10 |
2,542.8 |
2,421.2 |
121.6 |
5.0% |
43.8 |
1.8% |
27% |
False |
False |
2,510 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.7% |
39.3 |
1.6% |
23% |
False |
False |
2,211 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
33.5 |
1.4% |
43% |
False |
False |
1,740 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
34.1 |
1.4% |
43% |
False |
False |
1,324 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
33.4 |
1.4% |
43% |
False |
False |
1,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.2 |
|
2.618 |
2,540.8 |
|
1.618 |
2,513.0 |
|
1.000 |
2,495.8 |
|
0.618 |
2,485.2 |
|
HIGH |
2,468.0 |
|
0.618 |
2,457.4 |
|
0.500 |
2,454.1 |
|
0.382 |
2,450.8 |
|
LOW |
2,440.2 |
|
0.618 |
2,423.0 |
|
1.000 |
2,412.4 |
|
1.618 |
2,395.2 |
|
2.618 |
2,367.4 |
|
4.250 |
2,322.1 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.1 |
2,472.4 |
| PP |
2,453.9 |
2,466.1 |
| S1 |
2,453.7 |
2,459.8 |
|