| 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 |
2,414.5 |
2,392.2 |
-22.3 |
-0.9% |
2,386.9 |
| High |
2,421.8 |
2,401.0 |
-20.8 |
-0.9% |
2,477.0 |
| Low |
2,380.0 |
2,383.2 |
3.2 |
0.1% |
2,367.3 |
| Close |
2,389.1 |
2,390.5 |
1.4 |
0.1% |
2,425.7 |
| Range |
41.8 |
17.8 |
-24.0 |
-57.4% |
109.7 |
| ATR |
42.0 |
40.2 |
-1.7 |
-4.1% |
0.0 |
| Volume |
163 |
130 |
-33 |
-20.2% |
154,906 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.0 |
2,435.5 |
2,400.3 |
|
| R3 |
2,427.2 |
2,417.7 |
2,395.4 |
|
| R2 |
2,409.4 |
2,409.4 |
2,393.8 |
|
| R1 |
2,399.9 |
2,399.9 |
2,392.1 |
2,395.8 |
| PP |
2,391.6 |
2,391.6 |
2,391.6 |
2,389.5 |
| S1 |
2,382.1 |
2,382.1 |
2,388.9 |
2,378.0 |
| S2 |
2,373.8 |
2,373.8 |
2,387.2 |
|
| S3 |
2,356.0 |
2,364.3 |
2,385.6 |
|
| S4 |
2,338.2 |
2,346.5 |
2,380.7 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.4 |
2,698.8 |
2,486.0 |
|
| R3 |
2,642.7 |
2,589.1 |
2,455.9 |
|
| R2 |
2,533.0 |
2,533.0 |
2,445.8 |
|
| R1 |
2,479.4 |
2,479.4 |
2,435.8 |
2,506.2 |
| PP |
2,423.3 |
2,423.3 |
2,423.3 |
2,436.8 |
| S1 |
2,369.7 |
2,369.7 |
2,415.6 |
2,396.5 |
| S2 |
2,313.6 |
2,313.6 |
2,405.6 |
|
| S3 |
2,203.9 |
2,260.0 |
2,395.5 |
|
| S4 |
2,094.2 |
2,150.3 |
2,365.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,367.4 |
109.6 |
4.6% |
45.5 |
1.9% |
21% |
False |
False |
373 |
| 10 |
2,477.0 |
2,351.9 |
125.1 |
5.2% |
42.7 |
1.8% |
31% |
False |
False |
60,495 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.7% |
40.4 |
1.7% |
28% |
False |
False |
144,519 |
| 40 |
2,488.4 |
2,304.7 |
183.7 |
7.7% |
35.3 |
1.5% |
47% |
False |
False |
162,938 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
36.5 |
1.5% |
47% |
False |
False |
146,054 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
37.1 |
1.6% |
47% |
False |
False |
115,319 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.5% |
37.2 |
1.6% |
67% |
False |
False |
93,705 |
| 120 |
2,488.4 |
2,040.0 |
448.4 |
18.8% |
34.8 |
1.5% |
78% |
False |
False |
78,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.7 |
|
2.618 |
2,447.6 |
|
1.618 |
2,429.8 |
|
1.000 |
2,418.8 |
|
0.618 |
2,412.0 |
|
HIGH |
2,401.0 |
|
0.618 |
2,394.2 |
|
0.500 |
2,392.1 |
|
0.382 |
2,390.0 |
|
LOW |
2,383.2 |
|
0.618 |
2,372.2 |
|
1.000 |
2,365.4 |
|
1.618 |
2,354.4 |
|
2.618 |
2,336.6 |
|
4.250 |
2,307.6 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.1 |
2,408.6 |
| PP |
2,391.6 |
2,402.6 |
| S1 |
2,391.0 |
2,396.5 |
|