| 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 |
2,195.9 |
2,097.5 |
-98.4 |
-4.5% |
2,277.2 |
| High |
2,200.1 |
2,109.8 |
-90.3 |
-4.1% |
2,320.5 |
| Low |
2,097.0 |
1,992.8 |
-104.2 |
-5.0% |
2,097.0 |
| Close |
2,118.5 |
2,049.0 |
-69.5 |
-3.3% |
2,118.5 |
| Range |
103.1 |
117.0 |
13.9 |
13.5% |
223.5 |
| ATR |
56.1 |
61.0 |
5.0 |
8.9% |
0.0 |
| Volume |
385,201 |
443,442 |
58,241 |
15.1% |
1,404,804 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.5 |
2,342.3 |
2,113.4 |
|
| R3 |
2,284.5 |
2,225.3 |
2,081.2 |
|
| R2 |
2,167.5 |
2,167.5 |
2,070.5 |
|
| R1 |
2,108.3 |
2,108.3 |
2,059.7 |
2,079.4 |
| PP |
2,050.5 |
2,050.5 |
2,050.5 |
2,036.1 |
| S1 |
1,991.3 |
1,991.3 |
2,038.3 |
1,962.4 |
| S2 |
1,933.5 |
1,933.5 |
2,027.6 |
|
| S3 |
1,816.5 |
1,874.3 |
2,016.8 |
|
| S4 |
1,699.5 |
1,757.3 |
1,984.7 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.2 |
2,707.3 |
2,241.4 |
|
| R3 |
2,625.7 |
2,483.8 |
2,180.0 |
|
| R2 |
2,402.2 |
2,402.2 |
2,159.5 |
|
| R1 |
2,260.3 |
2,260.3 |
2,139.0 |
2,219.5 |
| PP |
2,178.7 |
2,178.7 |
2,178.7 |
2,158.3 |
| S1 |
2,036.8 |
2,036.8 |
2,098.0 |
1,996.0 |
| S2 |
1,955.2 |
1,955.2 |
2,077.5 |
|
| S3 |
1,731.7 |
1,813.3 |
2,057.0 |
|
| S4 |
1,508.2 |
1,589.8 |
1,995.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
86.0 |
4.2% |
17% |
False |
True |
332,155 |
| 10 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
71.7 |
3.5% |
17% |
False |
True |
287,764 |
| 20 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
61.9 |
3.0% |
17% |
False |
True |
279,135 |
| 40 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
47.4 |
2.3% |
17% |
False |
True |
211,862 |
| 60 |
2,320.5 |
1,992.8 |
327.7 |
16.0% |
41.8 |
2.0% |
17% |
False |
True |
141,383 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.7% |
41.0 |
2.0% |
29% |
False |
False |
106,078 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.7% |
40.4 |
2.0% |
29% |
False |
False |
84,885 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.7% |
34.5 |
1.7% |
29% |
False |
False |
70,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.1 |
|
2.618 |
2,416.1 |
|
1.618 |
2,299.1 |
|
1.000 |
2,226.8 |
|
0.618 |
2,182.1 |
|
HIGH |
2,109.8 |
|
0.618 |
2,065.1 |
|
0.500 |
2,051.3 |
|
0.382 |
2,037.5 |
|
LOW |
1,992.8 |
|
0.618 |
1,920.5 |
|
1.000 |
1,875.8 |
|
1.618 |
1,803.5 |
|
2.618 |
1,686.5 |
|
4.250 |
1,495.6 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.3 |
2,137.7 |
| PP |
2,050.5 |
2,108.1 |
| S1 |
2,049.8 |
2,078.6 |
|