| 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 |
2,444.0 |
2,442.0 |
-2.0 |
-0.1% |
2,386.9 |
| High |
2,477.0 |
2,449.8 |
-27.2 |
-1.1% |
2,477.0 |
| Low |
2,416.0 |
2,367.4 |
-48.6 |
-2.0% |
2,367.3 |
| Close |
2,425.7 |
2,401.7 |
-24.0 |
-1.0% |
2,425.7 |
| Range |
61.0 |
82.4 |
21.4 |
35.1% |
109.7 |
| ATR |
38.9 |
42.0 |
3.1 |
8.0% |
0.0 |
| Volume |
550 |
334 |
-216 |
-39.3% |
154,906 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.5 |
2,610.0 |
2,447.0 |
|
| R3 |
2,571.1 |
2,527.6 |
2,424.4 |
|
| R2 |
2,488.7 |
2,488.7 |
2,416.8 |
|
| R1 |
2,445.2 |
2,445.2 |
2,409.3 |
2,425.8 |
| PP |
2,406.3 |
2,406.3 |
2,406.3 |
2,396.6 |
| S1 |
2,362.8 |
2,362.8 |
2,394.1 |
2,343.4 |
| S2 |
2,323.9 |
2,323.9 |
2,386.6 |
|
| S3 |
2,241.5 |
2,280.4 |
2,379.0 |
|
| S4 |
2,159.1 |
2,198.0 |
2,356.4 |
|
|
| 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% |
49.7 |
2.1% |
31% |
False |
True |
5,766 |
| 10 |
2,477.0 |
2,351.9 |
125.1 |
5.2% |
42.8 |
1.8% |
40% |
False |
False |
102,173 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.7% |
39.7 |
1.7% |
36% |
False |
False |
165,323 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
37.1 |
1.5% |
53% |
False |
False |
174,367 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
36.7 |
1.5% |
53% |
False |
False |
148,198 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
38.2 |
1.6% |
53% |
False |
False |
115,867 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.4% |
37.1 |
1.5% |
71% |
False |
False |
93,788 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.8% |
34.8 |
1.4% |
81% |
False |
False |
78,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.0 |
|
2.618 |
2,665.5 |
|
1.618 |
2,583.1 |
|
1.000 |
2,532.2 |
|
0.618 |
2,500.7 |
|
HIGH |
2,449.8 |
|
0.618 |
2,418.3 |
|
0.500 |
2,408.6 |
|
0.382 |
2,398.9 |
|
LOW |
2,367.4 |
|
0.618 |
2,316.5 |
|
1.000 |
2,285.0 |
|
1.618 |
2,234.1 |
|
2.618 |
2,151.7 |
|
4.250 |
2,017.2 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,408.6 |
2,422.2 |
| PP |
2,406.3 |
2,415.4 |
| S1 |
2,404.0 |
2,408.5 |
|