| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,446.23 |
2,446.00 |
-0.23 |
0.0% |
2,389.10 |
| High |
2,474.58 |
2,455.90 |
-18.68 |
-0.8% |
2,474.58 |
| Low |
2,419.62 |
2,369.10 |
-50.52 |
-2.1% |
2,374.13 |
| Close |
2,441.87 |
2,409.84 |
-32.03 |
-1.3% |
2,441.87 |
| Range |
54.96 |
86.80 |
31.84 |
57.9% |
100.45 |
| ATR |
34.07 |
37.83 |
3.77 |
11.1% |
0.00 |
| Volume |
4,788 |
4,357 |
-431 |
-9.0% |
25,111 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.01 |
2,627.73 |
2,457.58 |
|
| R3 |
2,585.21 |
2,540.93 |
2,433.71 |
|
| R2 |
2,498.41 |
2,498.41 |
2,425.75 |
|
| R1 |
2,454.13 |
2,454.13 |
2,417.80 |
2,432.87 |
| PP |
2,411.61 |
2,411.61 |
2,411.61 |
2,400.99 |
| S1 |
2,367.33 |
2,367.33 |
2,401.88 |
2,346.07 |
| S2 |
2,324.81 |
2,324.81 |
2,393.93 |
|
| S3 |
2,238.01 |
2,280.53 |
2,385.97 |
|
| S4 |
2,151.21 |
2,193.73 |
2,362.10 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.54 |
2,687.16 |
2,497.12 |
|
| R3 |
2,631.09 |
2,586.71 |
2,469.49 |
|
| R2 |
2,530.64 |
2,530.64 |
2,460.29 |
|
| R1 |
2,486.26 |
2,486.26 |
2,451.08 |
2,508.45 |
| PP |
2,430.19 |
2,430.19 |
2,430.19 |
2,441.29 |
| S1 |
2,385.81 |
2,385.81 |
2,432.66 |
2,408.00 |
| S2 |
2,329.74 |
2,329.74 |
2,423.45 |
|
| S3 |
2,229.29 |
2,285.36 |
2,414.25 |
|
| S4 |
2,128.84 |
2,184.91 |
2,386.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,474.58 |
2,369.10 |
105.48 |
4.4% |
49.10 |
2.0% |
39% |
False |
True |
4,898 |
| 10 |
2,474.58 |
2,354.48 |
120.10 |
5.0% |
40.37 |
1.7% |
46% |
False |
False |
5,008 |
| 20 |
2,481.63 |
2,352.28 |
129.35 |
5.4% |
36.81 |
1.5% |
44% |
False |
False |
5,120 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.0% |
33.85 |
1.4% |
63% |
False |
False |
5,201 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
8.0% |
33.12 |
1.4% |
63% |
False |
False |
5,196 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.3% |
34.24 |
1.4% |
64% |
False |
False |
5,146 |
| 100 |
2,481.63 |
2,146.66 |
334.97 |
13.9% |
33.18 |
1.4% |
79% |
False |
False |
5,156 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.6% |
31.25 |
1.3% |
86% |
False |
False |
5,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.80 |
|
2.618 |
2,683.14 |
|
1.618 |
2,596.34 |
|
1.000 |
2,542.70 |
|
0.618 |
2,509.54 |
|
HIGH |
2,455.90 |
|
0.618 |
2,422.74 |
|
0.500 |
2,412.50 |
|
0.382 |
2,402.26 |
|
LOW |
2,369.10 |
|
0.618 |
2,315.46 |
|
1.000 |
2,282.30 |
|
1.618 |
2,228.66 |
|
2.618 |
2,141.86 |
|
4.250 |
2,000.20 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.50 |
2,421.84 |
| PP |
2,411.61 |
2,417.84 |
| S1 |
2,410.73 |
2,413.84 |
|