| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
5,639.50 |
5,526.25 |
-113.25 |
-2.0% |
5,563.75 |
| High |
5,662.75 |
5,531.50 |
-131.25 |
-2.3% |
5,662.75 |
| Low |
5,504.50 |
5,387.00 |
-117.50 |
-2.1% |
5,387.00 |
| Close |
5,539.75 |
5,430.75 |
-109.00 |
-2.0% |
5,430.75 |
| Range |
158.25 |
144.50 |
-13.75 |
-8.7% |
275.75 |
| ATR |
78.46 |
83.77 |
5.31 |
6.8% |
0.00 |
| Volume |
3,444 |
12,500 |
9,056 |
263.0% |
24,501 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,883.25 |
5,801.50 |
5,510.25 |
|
| R3 |
5,738.75 |
5,657.00 |
5,470.50 |
|
| R2 |
5,594.25 |
5,594.25 |
5,457.25 |
|
| R1 |
5,512.50 |
5,512.50 |
5,444.00 |
5,481.00 |
| PP |
5,449.75 |
5,449.75 |
5,449.75 |
5,434.00 |
| S1 |
5,368.00 |
5,368.00 |
5,417.50 |
5,336.50 |
| S2 |
5,305.25 |
5,305.25 |
5,404.25 |
|
| S3 |
5,160.75 |
5,223.50 |
5,391.00 |
|
| S4 |
5,016.25 |
5,079.00 |
5,351.25 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,320.75 |
6,151.50 |
5,582.50 |
|
| R3 |
6,045.00 |
5,875.75 |
5,506.50 |
|
| R2 |
5,769.25 |
5,769.25 |
5,481.25 |
|
| R1 |
5,600.00 |
5,600.00 |
5,456.00 |
5,546.75 |
| PP |
5,493.50 |
5,493.50 |
5,493.50 |
5,467.00 |
| S1 |
5,324.25 |
5,324.25 |
5,405.50 |
5,271.00 |
| S2 |
5,217.75 |
5,217.75 |
5,380.25 |
|
| S3 |
4,942.00 |
5,048.50 |
5,355.00 |
|
| S4 |
4,666.25 |
4,772.75 |
5,279.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,662.75 |
5,387.00 |
275.75 |
5.1% |
117.50 |
2.2% |
16% |
False |
True |
4,900 |
| 10 |
5,693.75 |
5,387.00 |
306.75 |
5.6% |
99.75 |
1.8% |
14% |
False |
True |
3,824 |
| 20 |
5,785.00 |
5,387.00 |
398.00 |
7.3% |
80.50 |
1.5% |
11% |
False |
True |
2,893 |
| 40 |
5,785.00 |
5,387.00 |
398.00 |
7.3% |
63.00 |
1.2% |
11% |
False |
True |
1,871 |
| 60 |
5,785.00 |
5,304.25 |
480.75 |
8.9% |
57.00 |
1.1% |
26% |
False |
False |
1,302 |
| 80 |
5,785.00 |
5,075.00 |
710.00 |
13.1% |
60.50 |
1.1% |
50% |
False |
False |
1,025 |
| 100 |
5,785.00 |
5,075.00 |
710.00 |
13.1% |
57.75 |
1.1% |
50% |
False |
False |
843 |
| 120 |
5,785.00 |
5,075.00 |
710.00 |
13.1% |
53.50 |
1.0% |
50% |
False |
False |
727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,145.50 |
|
2.618 |
5,909.75 |
|
1.618 |
5,765.25 |
|
1.000 |
5,676.00 |
|
0.618 |
5,620.75 |
|
HIGH |
5,531.50 |
|
0.618 |
5,476.25 |
|
0.500 |
5,459.25 |
|
0.382 |
5,442.25 |
|
LOW |
5,387.00 |
|
0.618 |
5,297.75 |
|
1.000 |
5,242.50 |
|
1.618 |
5,153.25 |
|
2.618 |
5,008.75 |
|
4.250 |
4,773.00 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,459.25 |
5,525.00 |
| PP |
5,449.75 |
5,493.50 |
| S1 |
5,440.25 |
5,462.00 |
|