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 |
19,196.50 |
18,610.75 |
-585.75 |
-3.1% |
19,467.25 |
High |
19,208.50 |
18,610.75 |
-597.75 |
-3.1% |
19,958.25 |
Low |
18,607.75 |
17,552.75 |
-1,055.00 |
-5.7% |
18,607.75 |
Close |
18,770.50 |
18,213.50 |
-557.00 |
-3.0% |
18,770.50 |
Range |
600.75 |
1,058.00 |
457.25 |
76.1% |
1,350.50 |
ATR |
438.02 |
493.71 |
55.70 |
12.7% |
0.00 |
Volume |
3,272 |
4,783 |
1,511 |
46.2% |
13,537 |
|
Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,299.75 |
20,814.50 |
18,795.50 |
|
R3 |
20,241.75 |
19,756.50 |
18,504.50 |
|
R2 |
19,183.75 |
19,183.75 |
18,407.50 |
|
R1 |
18,698.50 |
18,698.50 |
18,310.50 |
18,412.00 |
PP |
18,125.75 |
18,125.75 |
18,125.75 |
17,982.50 |
S1 |
17,640.50 |
17,640.50 |
18,116.50 |
17,354.00 |
S2 |
17,067.75 |
17,067.75 |
18,019.50 |
|
S3 |
16,009.75 |
16,582.50 |
17,922.50 |
|
S4 |
14,951.75 |
15,524.50 |
17,631.50 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,163.75 |
22,317.50 |
19,513.25 |
|
R3 |
21,813.25 |
20,967.00 |
19,142.00 |
|
R2 |
20,462.75 |
20,462.75 |
19,018.00 |
|
R1 |
19,616.50 |
19,616.50 |
18,894.25 |
19,364.50 |
PP |
19,112.25 |
19,112.25 |
19,112.25 |
18,986.00 |
S1 |
18,266.00 |
18,266.00 |
18,646.75 |
18,014.00 |
S2 |
17,761.75 |
17,761.75 |
18,523.00 |
|
S3 |
16,411.25 |
16,915.50 |
18,399.00 |
|
S4 |
15,060.75 |
15,565.00 |
18,027.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,958.25 |
17,552.75 |
2,405.50 |
13.2% |
781.00 |
4.3% |
27% |
False |
True |
3,386 |
10 |
20,334.25 |
17,552.75 |
2,781.50 |
15.3% |
591.75 |
3.2% |
24% |
False |
True |
2,840 |
20 |
21,240.25 |
17,552.75 |
3,687.50 |
20.2% |
474.75 |
2.6% |
18% |
False |
True |
2,101 |
40 |
21,240.25 |
17,552.75 |
3,687.50 |
20.2% |
361.00 |
2.0% |
18% |
False |
True |
1,345 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
20.2% |
308.75 |
1.7% |
18% |
False |
True |
915 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
20.2% |
307.50 |
1.7% |
18% |
False |
True |
695 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
20.2% |
284.50 |
1.6% |
18% |
False |
True |
560 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
20.2% |
241.25 |
1.3% |
18% |
False |
True |
466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,107.25 |
2.618 |
21,380.50 |
1.618 |
20,322.50 |
1.000 |
19,668.75 |
0.618 |
19,264.50 |
HIGH |
18,610.75 |
0.618 |
18,206.50 |
0.500 |
18,081.75 |
0.382 |
17,957.00 |
LOW |
17,552.75 |
0.618 |
16,899.00 |
1.000 |
16,494.75 |
1.618 |
15,841.00 |
2.618 |
14,783.00 |
4.250 |
13,056.25 |
|
|
Fisher Pivots for day following 05-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,169.50 |
18,755.50 |
PP |
18,125.75 |
18,574.75 |
S1 |
18,081.75 |
18,394.25 |
|