| 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 |
2,490.8 |
2,490.3 |
-0.5 |
0.0% |
2,433.6 |
| High |
2,522.5 |
2,500.8 |
-21.7 |
-0.9% |
2,522.5 |
| Low |
2,453.1 |
2,403.8 |
-49.3 |
-2.0% |
2,414.5 |
| Close |
2,469.8 |
2,444.4 |
-25.4 |
-1.0% |
2,469.8 |
| Range |
69.4 |
97.0 |
27.6 |
39.8% |
108.0 |
| ATR |
40.1 |
44.2 |
4.1 |
10.1% |
0.0 |
| Volume |
309,937 |
352,229 |
42,292 |
13.6% |
1,028,098 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.7 |
2,689.5 |
2,497.8 |
|
| R3 |
2,643.7 |
2,592.5 |
2,471.1 |
|
| R2 |
2,546.7 |
2,546.7 |
2,462.2 |
|
| R1 |
2,495.5 |
2,495.5 |
2,453.3 |
2,472.6 |
| PP |
2,449.7 |
2,449.7 |
2,449.7 |
2,438.2 |
| S1 |
2,398.5 |
2,398.5 |
2,435.5 |
2,375.6 |
| S2 |
2,352.7 |
2,352.7 |
2,426.6 |
|
| S3 |
2,255.7 |
2,301.5 |
2,417.7 |
|
| S4 |
2,158.7 |
2,204.5 |
2,391.1 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.9 |
2,739.4 |
2,529.2 |
|
| R3 |
2,684.9 |
2,631.4 |
2,499.5 |
|
| R2 |
2,576.9 |
2,576.9 |
2,489.6 |
|
| R1 |
2,523.4 |
2,523.4 |
2,479.7 |
2,550.2 |
| PP |
2,468.9 |
2,468.9 |
2,468.9 |
2,482.3 |
| S1 |
2,415.4 |
2,415.4 |
2,459.9 |
2,442.2 |
| S2 |
2,360.9 |
2,360.9 |
2,450.0 |
|
| S3 |
2,252.9 |
2,307.4 |
2,440.1 |
|
| S4 |
2,144.9 |
2,199.4 |
2,410.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.5 |
2,403.8 |
118.7 |
4.9% |
56.6 |
2.3% |
34% |
False |
True |
246,247 |
| 10 |
2,522.5 |
2,398.2 |
124.3 |
5.1% |
46.5 |
1.9% |
37% |
False |
False |
172,520 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.7% |
41.6 |
1.7% |
33% |
False |
False |
115,728 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
37.8 |
1.5% |
50% |
False |
False |
64,523 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
36.9 |
1.5% |
50% |
False |
False |
44,120 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
38.2 |
1.6% |
50% |
False |
False |
33,711 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.6% |
37.0 |
1.5% |
70% |
False |
False |
27,358 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.1% |
34.7 |
1.4% |
80% |
False |
False |
22,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.1 |
|
2.618 |
2,754.7 |
|
1.618 |
2,657.7 |
|
1.000 |
2,597.8 |
|
0.618 |
2,560.7 |
|
HIGH |
2,500.8 |
|
0.618 |
2,463.7 |
|
0.500 |
2,452.3 |
|
0.382 |
2,440.9 |
|
LOW |
2,403.8 |
|
0.618 |
2,343.9 |
|
1.000 |
2,306.8 |
|
1.618 |
2,246.9 |
|
2.618 |
2,149.9 |
|
4.250 |
1,991.6 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,452.3 |
2,463.2 |
| PP |
2,449.7 |
2,456.9 |
| S1 |
2,447.0 |
2,450.7 |
|