| 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 |
2,467.6 |
2,467.7 |
0.1 |
0.0% |
2,410.1 |
| High |
2,499.1 |
2,478.0 |
-21.1 |
-0.8% |
2,499.1 |
| Low |
2,430.8 |
2,382.8 |
-48.0 |
-2.0% |
2,391.6 |
| Close |
2,447.3 |
2,422.6 |
-24.7 |
-1.0% |
2,447.3 |
| Range |
68.3 |
95.2 |
26.9 |
39.4% |
107.5 |
| ATR |
39.6 |
43.6 |
4.0 |
10.0% |
0.0 |
| Volume |
16,793 |
18,799 |
2,006 |
11.9% |
91,366 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.4 |
2,663.2 |
2,475.0 |
|
| R3 |
2,618.2 |
2,568.0 |
2,448.8 |
|
| R2 |
2,523.0 |
2,523.0 |
2,440.1 |
|
| R1 |
2,472.8 |
2,472.8 |
2,431.3 |
2,450.3 |
| PP |
2,427.8 |
2,427.8 |
2,427.8 |
2,416.6 |
| S1 |
2,377.6 |
2,377.6 |
2,413.9 |
2,355.1 |
| S2 |
2,332.6 |
2,332.6 |
2,405.1 |
|
| S3 |
2,237.4 |
2,282.4 |
2,396.4 |
|
| S4 |
2,142.2 |
2,187.2 |
2,370.2 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.5 |
2,715.4 |
2,506.4 |
|
| R3 |
2,661.0 |
2,607.9 |
2,476.9 |
|
| R2 |
2,553.5 |
2,553.5 |
2,467.0 |
|
| R1 |
2,500.4 |
2,500.4 |
2,457.2 |
2,527.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,459.3 |
| S1 |
2,392.9 |
2,392.9 |
2,437.4 |
2,419.5 |
| S2 |
2,338.5 |
2,338.5 |
2,427.6 |
|
| S3 |
2,231.0 |
2,285.4 |
2,417.7 |
|
| S4 |
2,123.5 |
2,177.9 |
2,388.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,499.1 |
2,382.8 |
116.3 |
4.8% |
55.8 |
2.3% |
34% |
False |
True |
16,810 |
| 10 |
2,499.1 |
2,375.1 |
124.0 |
5.1% |
45.6 |
1.9% |
38% |
False |
False |
17,828 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.7% |
40.9 |
1.7% |
34% |
False |
False |
13,563 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
37.2 |
1.5% |
51% |
False |
False |
8,339 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.3 |
1.5% |
51% |
False |
False |
6,233 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
37.6 |
1.6% |
51% |
False |
False |
4,937 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.5% |
36.2 |
1.5% |
70% |
False |
False |
4,143 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.9% |
33.9 |
1.4% |
80% |
False |
False |
3,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,882.6 |
|
2.618 |
2,727.2 |
|
1.618 |
2,632.0 |
|
1.000 |
2,573.2 |
|
0.618 |
2,536.8 |
|
HIGH |
2,478.0 |
|
0.618 |
2,441.6 |
|
0.500 |
2,430.4 |
|
0.382 |
2,419.2 |
|
LOW |
2,382.8 |
|
0.618 |
2,324.0 |
|
1.000 |
2,287.6 |
|
1.618 |
2,228.8 |
|
2.618 |
2,133.6 |
|
4.250 |
1,978.2 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,430.4 |
2,441.0 |
| PP |
2,427.8 |
2,434.8 |
| S1 |
2,425.2 |
2,428.7 |
|