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 |
4,767.0 |
4,636.0 |
-131.0 |
-2.7% |
4,912.0 |
High |
4,770.0 |
4,656.0 |
-114.0 |
-2.4% |
4,951.0 |
Low |
4,647.0 |
4,494.0 |
-153.0 |
-3.3% |
4,647.0 |
Close |
4,655.0 |
4,587.0 |
-68.0 |
-1.5% |
4,655.0 |
Range |
123.0 |
162.0 |
39.0 |
31.7% |
304.0 |
ATR |
86.1 |
91.5 |
5.4 |
6.3% |
0.0 |
Volume |
1,374,820 |
1,707,867 |
333,047 |
24.2% |
4,167,010 |
|
Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,065.0 |
4,988.0 |
4,676.1 |
|
R3 |
4,903.0 |
4,826.0 |
4,631.6 |
|
R2 |
4,741.0 |
4,741.0 |
4,616.7 |
|
R1 |
4,664.0 |
4,664.0 |
4,601.9 |
4,621.5 |
PP |
4,579.0 |
4,579.0 |
4,579.0 |
4,557.8 |
S1 |
4,502.0 |
4,502.0 |
4,572.2 |
4,459.5 |
S2 |
4,417.0 |
4,417.0 |
4,557.3 |
|
S3 |
4,255.0 |
4,340.0 |
4,542.5 |
|
S4 |
4,093.0 |
4,178.0 |
4,497.9 |
|
|
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 |
4,494.0 |
457.0 |
10.0% |
120.0 |
2.6% |
20% |
False |
True |
1,056,403 |
10 |
4,980.0 |
4,494.0 |
486.0 |
10.6% |
97.2 |
2.1% |
19% |
False |
True |
875,866 |
20 |
5,087.0 |
4,494.0 |
593.0 |
12.9% |
85.3 |
1.9% |
16% |
False |
True |
795,934 |
40 |
5,125.0 |
4,494.0 |
631.0 |
13.8% |
78.5 |
1.7% |
15% |
False |
True |
695,016 |
60 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
66.9 |
1.5% |
14% |
False |
True |
465,961 |
80 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
64.5 |
1.4% |
14% |
False |
True |
349,698 |
100 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
57.3 |
1.2% |
14% |
False |
True |
279,791 |
120 |
5,151.0 |
4,494.0 |
657.0 |
14.3% |
48.2 |
1.1% |
14% |
False |
True |
233,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,344.5 |
2.618 |
5,080.1 |
1.618 |
4,918.1 |
1.000 |
4,818.0 |
0.618 |
4,756.1 |
HIGH |
4,656.0 |
0.618 |
4,594.1 |
0.500 |
4,575.0 |
0.382 |
4,555.9 |
LOW |
4,494.0 |
0.618 |
4,393.9 |
1.000 |
4,332.0 |
1.618 |
4,231.9 |
2.618 |
4,069.9 |
4.250 |
3,805.5 |
|
|
Fisher Pivots for day following 05-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,583.0 |
4,708.0 |
PP |
4,579.0 |
4,667.7 |
S1 |
4,575.0 |
4,627.3 |
|