| 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 |
18,113.0 |
17,497.0 |
-616.0 |
-3.4% |
18,793.0 |
| High |
18,113.0 |
17,555.0 |
-558.0 |
-3.1% |
18,793.0 |
| Low |
17,892.0 |
17,265.0 |
-627.0 |
-3.5% |
17,892.0 |
| Close |
17,892.0 |
17,555.0 |
-337.0 |
-1.9% |
17,892.0 |
| Range |
221.0 |
290.0 |
69.0 |
31.2% |
901.0 |
| ATR |
200.6 |
231.1 |
30.5 |
15.2% |
0.0 |
| Volume |
32 |
23 |
-9 |
-28.1% |
87 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,328.3 |
18,231.7 |
17,714.5 |
|
| R3 |
18,038.3 |
17,941.7 |
17,634.8 |
|
| R2 |
17,748.3 |
17,748.3 |
17,608.2 |
|
| R1 |
17,651.7 |
17,651.7 |
17,581.6 |
17,700.0 |
| PP |
17,458.3 |
17,458.3 |
17,458.3 |
17,482.5 |
| S1 |
17,361.7 |
17,361.7 |
17,528.4 |
17,410.0 |
| S2 |
17,168.3 |
17,168.3 |
17,501.8 |
|
| S3 |
16,878.3 |
17,071.7 |
17,475.3 |
|
| S4 |
16,588.3 |
16,781.7 |
17,395.5 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,895.3 |
20,294.7 |
18,387.6 |
|
| R3 |
19,994.3 |
19,393.7 |
18,139.8 |
|
| R2 |
19,093.3 |
19,093.3 |
18,057.2 |
|
| R1 |
18,492.7 |
18,492.7 |
17,974.6 |
18,342.5 |
| PP |
18,192.3 |
18,192.3 |
18,192.3 |
18,117.3 |
| S1 |
17,591.7 |
17,591.7 |
17,809.4 |
17,441.5 |
| S2 |
17,291.3 |
17,291.3 |
17,726.8 |
|
| S3 |
16,390.3 |
16,690.7 |
17,644.2 |
|
| S4 |
15,489.3 |
15,789.7 |
17,396.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,785.0 |
17,265.0 |
1,520.0 |
8.7% |
188.4 |
1.1% |
19% |
False |
True |
16 |
| 10 |
18,935.0 |
17,265.0 |
1,670.0 |
9.5% |
157.5 |
0.9% |
17% |
False |
True |
16 |
| 20 |
19,101.0 |
17,265.0 |
1,836.0 |
10.5% |
118.1 |
0.7% |
16% |
False |
True |
11 |
| 40 |
19,101.0 |
17,265.0 |
1,836.0 |
10.5% |
74.7 |
0.4% |
16% |
False |
True |
8 |
| 60 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
52.6 |
0.3% |
14% |
False |
True |
5 |
| 80 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
45.0 |
0.3% |
14% |
False |
True |
4 |
| 100 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
37.2 |
0.2% |
14% |
False |
True |
4 |
| 120 |
19,362.0 |
17,265.0 |
2,097.0 |
11.9% |
31.0 |
0.2% |
14% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,787.5 |
|
2.618 |
18,314.2 |
|
1.618 |
18,024.2 |
|
1.000 |
17,845.0 |
|
0.618 |
17,734.2 |
|
HIGH |
17,555.0 |
|
0.618 |
17,444.2 |
|
0.500 |
17,410.0 |
|
0.382 |
17,375.8 |
|
LOW |
17,265.0 |
|
0.618 |
17,085.8 |
|
1.000 |
16,975.0 |
|
1.618 |
16,795.8 |
|
2.618 |
16,505.8 |
|
4.250 |
16,032.5 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,506.7 |
17,984.5 |
| PP |
17,458.3 |
17,841.3 |
| S1 |
17,410.0 |
17,698.2 |
|