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 |
5,464.25 |
5,330.00 |
-134.25 |
-2.5% |
5,496.50 |
High |
5,473.25 |
5,345.50 |
-127.75 |
-2.3% |
5,600.75 |
Low |
5,331.75 |
5,120.00 |
-211.75 |
-4.0% |
5,331.75 |
Close |
5,376.00 |
5,217.50 |
-158.50 |
-2.9% |
5,376.00 |
Range |
141.50 |
225.50 |
84.00 |
59.4% |
269.00 |
ATR |
83.58 |
95.89 |
12.32 |
14.7% |
0.00 |
Volume |
3,239,738 |
3,436,090 |
196,352 |
6.1% |
11,899,536 |
|
Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,904.25 |
5,786.25 |
5,341.50 |
|
R3 |
5,678.75 |
5,560.75 |
5,279.50 |
|
R2 |
5,453.25 |
5,453.25 |
5,258.75 |
|
R1 |
5,335.25 |
5,335.25 |
5,238.25 |
5,281.50 |
PP |
5,227.75 |
5,227.75 |
5,227.75 |
5,200.75 |
S1 |
5,109.75 |
5,109.75 |
5,196.75 |
5,056.00 |
S2 |
5,002.25 |
5,002.25 |
5,176.25 |
|
S3 |
4,776.75 |
4,884.25 |
5,155.50 |
|
S4 |
4,551.25 |
4,658.75 |
5,093.50 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,243.25 |
6,078.50 |
5,524.00 |
|
R3 |
5,974.25 |
5,809.50 |
5,450.00 |
|
R2 |
5,705.25 |
5,705.25 |
5,425.25 |
|
R1 |
5,540.50 |
5,540.50 |
5,400.75 |
5,488.50 |
PP |
5,436.25 |
5,436.25 |
5,436.25 |
5,410.00 |
S1 |
5,271.50 |
5,271.50 |
5,351.25 |
5,219.50 |
S2 |
5,167.25 |
5,167.25 |
5,326.75 |
|
S3 |
4,898.25 |
5,002.50 |
5,302.00 |
|
S4 |
4,629.25 |
4,733.50 |
5,228.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,600.75 |
5,120.00 |
480.75 |
9.2% |
151.00 |
2.9% |
20% |
False |
True |
2,727,595 |
10 |
5,629.75 |
5,120.00 |
509.75 |
9.8% |
115.75 |
2.2% |
19% |
False |
True |
2,376,575 |
20 |
5,721.25 |
5,120.00 |
601.25 |
11.5% |
90.50 |
1.7% |
16% |
False |
True |
2,061,897 |
40 |
5,721.25 |
5,120.00 |
601.25 |
11.5% |
68.50 |
1.3% |
16% |
False |
True |
1,565,461 |
60 |
5,721.25 |
5,120.00 |
601.25 |
11.5% |
61.75 |
1.2% |
16% |
False |
True |
1,046,800 |
80 |
5,721.25 |
5,019.75 |
701.50 |
13.4% |
63.75 |
1.2% |
28% |
False |
False |
785,748 |
100 |
5,721.25 |
5,019.75 |
701.50 |
13.4% |
61.50 |
1.2% |
28% |
False |
False |
628,967 |
120 |
5,721.25 |
5,019.75 |
701.50 |
13.4% |
60.25 |
1.2% |
28% |
False |
False |
524,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,304.00 |
2.618 |
5,935.75 |
1.618 |
5,710.25 |
1.000 |
5,571.00 |
0.618 |
5,484.75 |
HIGH |
5,345.50 |
0.618 |
5,259.25 |
0.500 |
5,232.75 |
0.382 |
5,206.25 |
LOW |
5,120.00 |
0.618 |
4,980.75 |
1.000 |
4,894.50 |
1.618 |
4,755.25 |
2.618 |
4,529.75 |
4.250 |
4,161.50 |
|
|
Fisher Pivots for day following 05-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,232.75 |
5,360.50 |
PP |
5,227.75 |
5,312.75 |
S1 |
5,222.50 |
5,265.00 |
|