| 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 |
2,451.7 |
2,432.6 |
-19.1 |
-0.8% |
2,433.6 |
| High |
2,459.5 |
2,447.3 |
-12.2 |
-0.5% |
2,522.5 |
| Low |
2,421.8 |
2,418.8 |
-3.0 |
-0.1% |
2,414.5 |
| Close |
2,431.6 |
2,432.4 |
0.8 |
0.0% |
2,469.8 |
| Range |
37.7 |
28.5 |
-9.2 |
-24.4% |
108.0 |
| ATR |
43.7 |
42.6 |
-1.1 |
-2.5% |
0.0 |
| Volume |
186,107 |
166,078 |
-20,029 |
-10.8% |
1,028,098 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.3 |
2,503.9 |
2,448.1 |
|
| R3 |
2,489.8 |
2,475.4 |
2,440.2 |
|
| R2 |
2,461.3 |
2,461.3 |
2,437.6 |
|
| R1 |
2,446.9 |
2,446.9 |
2,435.0 |
2,439.9 |
| PP |
2,432.8 |
2,432.8 |
2,432.8 |
2,429.3 |
| S1 |
2,418.4 |
2,418.4 |
2,429.8 |
2,411.4 |
| S2 |
2,404.3 |
2,404.3 |
2,427.2 |
|
| S3 |
2,375.8 |
2,389.9 |
2,424.6 |
|
| S4 |
2,347.3 |
2,361.4 |
2,416.7 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.9 |
2,739.4 |
2,529.2 |
|
| R3 |
2,684.9 |
2,631.4 |
2,499.5 |
|
| R2 |
2,576.9 |
2,576.9 |
2,489.6 |
|
| R1 |
2,523.4 |
2,523.4 |
2,479.7 |
2,550.2 |
| PP |
2,468.9 |
2,468.9 |
2,468.9 |
2,482.3 |
| S1 |
2,415.4 |
2,415.4 |
2,459.9 |
2,442.2 |
| S2 |
2,360.9 |
2,360.9 |
2,450.0 |
|
| S3 |
2,252.9 |
2,307.4 |
2,440.1 |
|
| S4 |
2,144.9 |
2,199.4 |
2,410.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.5 |
2,403.8 |
118.7 |
4.9% |
53.0 |
2.2% |
24% |
False |
False |
246,837 |
| 10 |
2,522.5 |
2,398.2 |
124.3 |
5.1% |
47.0 |
1.9% |
28% |
False |
False |
191,317 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.7% |
42.6 |
1.8% |
25% |
False |
False |
125,920 |
| 40 |
2,537.7 |
2,350.5 |
187.2 |
7.7% |
36.2 |
1.5% |
44% |
False |
False |
73,056 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
36.8 |
1.5% |
44% |
False |
False |
49,901 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
37.1 |
1.5% |
44% |
False |
False |
38,006 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.7% |
37.3 |
1.5% |
66% |
False |
False |
30,860 |
| 120 |
2,537.7 |
2,075.9 |
461.8 |
19.0% |
34.8 |
1.4% |
77% |
False |
False |
25,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.4 |
|
2.618 |
2,521.9 |
|
1.618 |
2,493.4 |
|
1.000 |
2,475.8 |
|
0.618 |
2,464.9 |
|
HIGH |
2,447.3 |
|
0.618 |
2,436.4 |
|
0.500 |
2,433.1 |
|
0.382 |
2,429.7 |
|
LOW |
2,418.8 |
|
0.618 |
2,401.2 |
|
1.000 |
2,390.3 |
|
1.618 |
2,372.7 |
|
2.618 |
2,344.2 |
|
4.250 |
2,297.7 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.1 |
2,452.3 |
| PP |
2,432.8 |
2,445.7 |
| S1 |
2,432.6 |
2,439.0 |
|