| 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 |
18,956.50 |
18,390.00 |
-566.50 |
-3.0% |
19,171.75 |
| High |
18,979.75 |
18,390.00 |
-589.75 |
-3.1% |
19,717.00 |
| Low |
18,385.75 |
17,351.00 |
-1,034.75 |
-5.6% |
18,385.75 |
| Close |
18,556.25 |
18,013.25 |
-543.00 |
-2.9% |
18,556.25 |
| Range |
594.00 |
1,039.00 |
445.00 |
74.9% |
1,331.25 |
| ATR |
438.47 |
493.24 |
54.77 |
12.5% |
0.00 |
| Volume |
842,228 |
937,137 |
94,909 |
11.3% |
3,870,109 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,035.00 |
20,563.25 |
18,584.75 |
|
| R3 |
19,996.00 |
19,524.25 |
18,299.00 |
|
| R2 |
18,957.00 |
18,957.00 |
18,203.75 |
|
| R1 |
18,485.25 |
18,485.25 |
18,108.50 |
18,201.50 |
| PP |
17,918.00 |
17,918.00 |
17,918.00 |
17,776.25 |
| S1 |
17,446.25 |
17,446.25 |
17,918.00 |
17,162.50 |
| S2 |
16,879.00 |
16,879.00 |
17,822.75 |
|
| S3 |
15,840.00 |
16,407.25 |
17,727.50 |
|
| S4 |
14,801.00 |
15,368.25 |
17,441.75 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,880.00 |
22,049.50 |
19,288.50 |
|
| R3 |
21,548.75 |
20,718.25 |
18,922.25 |
|
| R2 |
20,217.50 |
20,217.50 |
18,800.25 |
|
| R1 |
19,387.00 |
19,387.00 |
18,678.25 |
19,136.50 |
| PP |
18,886.25 |
18,886.25 |
18,886.25 |
18,761.25 |
| S1 |
18,055.75 |
18,055.75 |
18,434.25 |
17,805.50 |
| S2 |
17,555.00 |
17,555.00 |
18,312.25 |
|
| S3 |
16,223.75 |
16,724.50 |
18,190.25 |
|
| S4 |
14,892.50 |
15,393.25 |
17,824.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,717.00 |
17,351.00 |
2,366.00 |
13.1% |
775.50 |
4.3% |
28% |
False |
True |
841,445 |
| 10 |
20,084.75 |
17,351.00 |
2,733.75 |
15.2% |
588.25 |
3.3% |
24% |
False |
True |
794,276 |
| 20 |
20,983.75 |
17,351.00 |
3,632.75 |
20.2% |
474.00 |
2.6% |
18% |
False |
True |
765,167 |
| 40 |
20,983.75 |
17,351.00 |
3,632.75 |
20.2% |
363.50 |
2.0% |
18% |
False |
True |
608,819 |
| 60 |
20,983.75 |
17,351.00 |
3,632.75 |
20.2% |
316.50 |
1.8% |
18% |
False |
True |
406,512 |
| 80 |
20,983.75 |
17,333.50 |
3,650.25 |
20.3% |
318.50 |
1.8% |
19% |
False |
False |
305,144 |
| 100 |
20,983.75 |
17,333.50 |
3,650.25 |
20.3% |
304.25 |
1.7% |
19% |
False |
False |
244,237 |
| 120 |
20,983.75 |
17,333.50 |
3,650.25 |
20.3% |
296.25 |
1.6% |
19% |
False |
False |
203,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,805.75 |
|
2.618 |
21,110.00 |
|
1.618 |
20,071.00 |
|
1.000 |
19,429.00 |
|
0.618 |
19,032.00 |
|
HIGH |
18,390.00 |
|
0.618 |
17,993.00 |
|
0.500 |
17,870.50 |
|
0.382 |
17,748.00 |
|
LOW |
17,351.00 |
|
0.618 |
16,709.00 |
|
1.000 |
16,312.00 |
|
1.618 |
15,670.00 |
|
2.618 |
14,631.00 |
|
4.250 |
12,935.25 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,965.75 |
18,534.00 |
| PP |
17,918.00 |
18,360.50 |
| S1 |
17,870.50 |
18,186.75 |
|