| 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 |
2,217.4 |
2,120.5 |
-96.9 |
-4.4% |
2,304.5 |
| High |
2,222.3 |
2,129.0 |
-93.3 |
-4.2% |
2,343.7 |
| Low |
2,119.1 |
2,010.8 |
-108.3 |
-5.1% |
2,119.1 |
| Close |
2,138.1 |
2,066.8 |
-71.3 |
-3.3% |
2,138.1 |
| Range |
103.2 |
118.2 |
15.0 |
14.5% |
224.6 |
| ATR |
53.9 |
59.2 |
5.2 |
9.7% |
0.0 |
| Volume |
1,402 |
1,793 |
391 |
27.9% |
4,179 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.5 |
2,363.3 |
2,131.8 |
|
| R3 |
2,305.3 |
2,245.1 |
2,099.3 |
|
| R2 |
2,187.1 |
2,187.1 |
2,088.5 |
|
| R1 |
2,126.9 |
2,126.9 |
2,077.6 |
2,097.9 |
| PP |
2,068.9 |
2,068.9 |
2,068.9 |
2,054.4 |
| S1 |
2,008.7 |
2,008.7 |
2,056.0 |
1,979.7 |
| S2 |
1,950.7 |
1,950.7 |
2,045.1 |
|
| S3 |
1,832.5 |
1,890.5 |
2,034.3 |
|
| S4 |
1,714.3 |
1,772.3 |
2,001.8 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.1 |
2,730.7 |
2,261.6 |
|
| R3 |
2,649.5 |
2,506.1 |
2,199.9 |
|
| R2 |
2,424.9 |
2,424.9 |
2,179.3 |
|
| R1 |
2,281.5 |
2,281.5 |
2,158.7 |
2,240.9 |
| PP |
2,200.3 |
2,200.3 |
2,200.3 |
2,180.0 |
| S1 |
2,056.9 |
2,056.9 |
2,117.5 |
2,016.3 |
| S2 |
1,975.7 |
1,975.7 |
2,096.9 |
|
| S3 |
1,751.1 |
1,832.3 |
2,076.3 |
|
| S4 |
1,526.5 |
1,607.7 |
2,014.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
85.7 |
4.1% |
17% |
False |
True |
1,095 |
| 10 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
70.6 |
3.4% |
17% |
False |
True |
735 |
| 20 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
60.6 |
2.9% |
17% |
False |
True |
514 |
| 40 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
40.2 |
1.9% |
17% |
False |
True |
288 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
16.1% |
26.8 |
1.3% |
17% |
False |
True |
192 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
16.8% |
20.1 |
1.0% |
20% |
False |
False |
144 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.8% |
16.1 |
0.8% |
20% |
False |
False |
115 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.8% |
13.4 |
0.6% |
20% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.4 |
|
2.618 |
2,438.4 |
|
1.618 |
2,320.2 |
|
1.000 |
2,247.2 |
|
0.618 |
2,202.0 |
|
HIGH |
2,129.0 |
|
0.618 |
2,083.8 |
|
0.500 |
2,069.9 |
|
0.382 |
2,056.0 |
|
LOW |
2,010.8 |
|
0.618 |
1,937.8 |
|
1.000 |
1,892.6 |
|
1.618 |
1,819.6 |
|
2.618 |
1,701.4 |
|
4.250 |
1,508.5 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.9 |
2,158.5 |
| PP |
2,068.9 |
2,127.9 |
| S1 |
2,067.8 |
2,097.4 |
|