| 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 |
8,295.0 |
8,168.5 |
-126.5 |
-1.5% |
8,327.0 |
| High |
8,301.5 |
8,193.0 |
-108.5 |
-1.3% |
8,410.0 |
| Low |
8,153.5 |
7,908.0 |
-245.5 |
-3.0% |
8,153.5 |
| Close |
8,162.5 |
7,993.0 |
-169.5 |
-2.1% |
8,162.5 |
| Range |
148.0 |
285.0 |
137.0 |
92.6% |
256.5 |
| ATR |
99.9 |
113.1 |
13.2 |
13.2% |
0.0 |
| Volume |
130,873 |
191,297 |
60,424 |
46.2% |
448,569 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,886.5 |
8,724.5 |
8,150.0 |
|
| R3 |
8,601.5 |
8,439.5 |
8,071.5 |
|
| R2 |
8,316.5 |
8,316.5 |
8,045.0 |
|
| R1 |
8,154.5 |
8,154.5 |
8,019.0 |
8,093.0 |
| PP |
8,031.5 |
8,031.5 |
8,031.5 |
8,000.5 |
| S1 |
7,869.5 |
7,869.5 |
7,967.0 |
7,808.0 |
| S2 |
7,746.5 |
7,746.5 |
7,941.0 |
|
| S3 |
7,461.5 |
7,584.5 |
7,914.5 |
|
| S4 |
7,176.5 |
7,299.5 |
7,836.0 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,011.5 |
8,843.5 |
8,303.5 |
|
| R3 |
8,755.0 |
8,587.0 |
8,233.0 |
|
| R2 |
8,498.5 |
8,498.5 |
8,209.5 |
|
| R1 |
8,330.5 |
8,330.5 |
8,186.0 |
8,286.0 |
| PP |
8,242.0 |
8,242.0 |
8,242.0 |
8,220.0 |
| S1 |
8,074.0 |
8,074.0 |
8,139.0 |
8,030.0 |
| S2 |
7,985.5 |
7,985.5 |
8,115.5 |
|
| S3 |
7,729.0 |
7,817.5 |
8,092.0 |
|
| S4 |
7,472.5 |
7,561.0 |
8,021.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,410.0 |
7,908.0 |
502.0 |
6.3% |
154.5 |
1.9% |
17% |
False |
True |
110,613 |
| 10 |
8,410.0 |
7,908.0 |
502.0 |
6.3% |
132.0 |
1.6% |
17% |
False |
True |
97,330 |
| 20 |
8,410.0 |
7,908.0 |
502.0 |
6.3% |
105.0 |
1.3% |
17% |
False |
True |
85,606 |
| 40 |
8,410.0 |
7,908.0 |
502.0 |
6.3% |
94.0 |
1.2% |
17% |
False |
True |
89,876 |
| 60 |
8,492.0 |
7,908.0 |
584.0 |
7.3% |
77.0 |
1.0% |
15% |
False |
True |
59,995 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.6% |
68.5 |
0.9% |
28% |
False |
False |
44,998 |
| 100 |
8,492.0 |
7,756.0 |
736.0 |
9.2% |
62.0 |
0.8% |
32% |
False |
False |
36,001 |
| 120 |
8,492.0 |
7,604.5 |
887.5 |
11.1% |
51.5 |
0.6% |
44% |
False |
False |
30,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,404.0 |
|
2.618 |
8,939.0 |
|
1.618 |
8,654.0 |
|
1.000 |
8,478.0 |
|
0.618 |
8,369.0 |
|
HIGH |
8,193.0 |
|
0.618 |
8,084.0 |
|
0.500 |
8,050.5 |
|
0.382 |
8,017.0 |
|
LOW |
7,908.0 |
|
0.618 |
7,732.0 |
|
1.000 |
7,623.0 |
|
1.618 |
7,447.0 |
|
2.618 |
7,162.0 |
|
4.250 |
6,697.0 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,050.5 |
8,158.5 |
| PP |
8,031.5 |
8,103.5 |
| S1 |
8,012.0 |
8,048.0 |
|