Trading Metrics calculated at close of trading on 02-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,919.0 |
4,767.0 |
-152.0 |
-3.1% |
4,912.0 |
High |
4,922.0 |
4,770.0 |
-152.0 |
-3.1% |
4,951.0 |
Low |
4,757.0 |
4,647.0 |
-110.0 |
-2.3% |
4,647.0 |
Close |
4,788.0 |
4,655.0 |
-133.0 |
-2.8% |
4,655.0 |
Range |
165.0 |
123.0 |
-42.0 |
-25.5% |
304.0 |
ATR |
81.8 |
86.1 |
4.2 |
5.2% |
0.0 |
Volume |
952,285 |
1,374,820 |
422,535 |
44.4% |
4,167,010 |
|
Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,059.7 |
4,980.3 |
4,722.7 |
|
R3 |
4,936.7 |
4,857.3 |
4,688.8 |
|
R2 |
4,813.7 |
4,813.7 |
4,677.6 |
|
R1 |
4,734.3 |
4,734.3 |
4,666.3 |
4,712.5 |
PP |
4,690.7 |
4,690.7 |
4,690.7 |
4,679.8 |
S1 |
4,611.3 |
4,611.3 |
4,643.7 |
4,589.5 |
S2 |
4,567.7 |
4,567.7 |
4,632.5 |
|
S3 |
4,444.7 |
4,488.3 |
4,621.2 |
|
S4 |
4,321.7 |
4,365.3 |
4,587.4 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,663.0 |
5,463.0 |
4,822.2 |
|
R3 |
5,359.0 |
5,159.0 |
4,738.6 |
|
R2 |
5,055.0 |
5,055.0 |
4,710.7 |
|
R1 |
4,855.0 |
4,855.0 |
4,682.9 |
4,803.0 |
PP |
4,751.0 |
4,751.0 |
4,751.0 |
4,725.0 |
S1 |
4,551.0 |
4,551.0 |
4,627.1 |
4,499.0 |
S2 |
4,447.0 |
4,447.0 |
4,599.3 |
|
S3 |
4,143.0 |
4,247.0 |
4,571.4 |
|
S4 |
3,839.0 |
3,943.0 |
4,487.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,951.0 |
4,647.0 |
304.0 |
6.5% |
105.4 |
2.3% |
3% |
False |
True |
833,402 |
10 |
4,980.0 |
4,647.0 |
333.0 |
7.2% |
90.2 |
1.9% |
2% |
False |
True |
778,006 |
20 |
5,087.0 |
4,647.0 |
440.0 |
9.5% |
81.3 |
1.7% |
2% |
False |
True |
740,782 |
40 |
5,132.0 |
4,647.0 |
485.0 |
10.4% |
75.3 |
1.6% |
2% |
False |
True |
652,965 |
60 |
5,151.0 |
4,647.0 |
504.0 |
10.8% |
64.9 |
1.4% |
2% |
False |
True |
437,498 |
80 |
5,151.0 |
4,647.0 |
504.0 |
10.8% |
63.0 |
1.4% |
2% |
False |
True |
328,350 |
100 |
5,151.0 |
4,647.0 |
504.0 |
10.8% |
55.7 |
1.2% |
2% |
False |
True |
262,712 |
120 |
5,151.0 |
4,647.0 |
504.0 |
10.8% |
46.9 |
1.0% |
2% |
False |
True |
218,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,292.8 |
2.618 |
5,092.0 |
1.618 |
4,969.0 |
1.000 |
4,893.0 |
0.618 |
4,846.0 |
HIGH |
4,770.0 |
0.618 |
4,723.0 |
0.500 |
4,708.5 |
0.382 |
4,694.0 |
LOW |
4,647.0 |
0.618 |
4,571.0 |
1.000 |
4,524.0 |
1.618 |
4,448.0 |
2.618 |
4,325.0 |
4.250 |
4,124.3 |
|
|
Fisher Pivots for day following 02-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,708.5 |
4,799.0 |
PP |
4,690.7 |
4,751.0 |
S1 |
4,672.8 |
4,703.0 |
|